Entergy (ETR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Entergy, a component of the S&P 500 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $105.33 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +33.72% |
| Total return over period | +137.75% |
| Annualized volatility | 22.22% |
| Period volatility | 38.36% |
| Sharpe ratio | 1.34 |
| Sortino ratio | 2.10 |
| Max drawdown | -10.86% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.99% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $40.55 – $117.36 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Entergy (ETR) has posted an annualized return of +33.72% with annual volatility of 22.22%, a Sharpe ratio of 1.34. Its worst stretch (max drawdown from a peak) was -10.86%. Its correlation with the S&P 500 is 0.22, 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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Is it part of the S&P 500?
Yes, Entergy (ETR) is of the S&P 500.
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