Exelon (EXC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Exelon, a component of both the S&P 500 and the Nasdaq 100 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $43.16 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +5.23% |
| Total return over period | +16.41% |
| Annualized volatility | 19.94% |
| Period volatility | 34.42% |
| Sharpe ratio | 0.07 |
| Sortino ratio | 0.09 |
| Max drawdown | -18.89% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.86% |
| Correlation with the S&P 500 | 0.01 |
| Period range | $30.59 – $49.82 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Exelon (EXC) has posted an annualized return of +5.23% with annual volatility of 19.94%, a Sharpe ratio of 0.07. Its worst stretch (max drawdown from a peak) was -18.89%. Its correlation with the S&P 500 is 0.01, 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 EXC 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, Exelon (EXC) is of both the S&P 500 and the Nasdaq 100.
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