EOG Resources (EOG): analysis and statistics
Return, volatility, Sharpe ratio and risk for EOG Resources, a component of the S&P 500 in the Energy. Data as of 2026-10-29.
| Last close price | $160.92 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +12.25% |
| Total return over period | +41.17% |
| Annualized volatility | 27.03% |
| Period volatility | 46.69% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.62 |
| Sortino ratio | 0.86 |
| Max drawdown | -23.72% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.98% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $99.31 – $163.68 |
| Trading days analyzed | 752 |
Over the last 3.0 years, EOG Resources (EOG) has posted an annualized return of +12.25% with annual volatility of 27.03%, a Sharpe ratio of 0.62. Its worst stretch (max drawdown from a peak) was -23.72%. Its correlation with the S&P 500 is 0.18, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how EOG would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, EOG Resources (EOG) is of the S&P 500.
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