Entergy (ETR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Entergy, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $107.88 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +37.51% |
| Total return over period | +158.73% |
| Annualized volatility | 22.02% |
| Period volatility | 38.04% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.85 |
| Sortino ratio | 6.10 |
| Max drawdown | -16.41% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.89% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $43.24 – $117.36 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Entergy (ETR) has posted an annualized return of +37.51% with annual volatility of 22.02%, a Sharpe ratio of 3.85. Its worst stretch (max drawdown from a peak) was -16.41%. Its correlation with the S&P 500 is 0.21, 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 ETR would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Utilities stocks
Is it part of the S&P 500?
Yes, Entergy (ETR) is of the S&P 500.
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