Expand Energy (EXE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Expand Energy, an S&P 500 component in the Energy sector. Data as of 2026-07-30.
| Last close price | $92.42 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +6.11% |
| Total return over period | +19.35% |
| Annualized volatility | 28.43% |
| Sharpe ratio | 0.09 |
| Sortino ratio | 0.12 |
| Max drawdown | -28.43% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.05% |
| Correlation with the S&P 500 | 0.26 |
| Period range | $66.83 – $121.49 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Expand Energy (EXE) has posted an annualized return of +6.11% with annual volatility of 28.43%, a Sharpe ratio of 0.09. Its worst stretch (max drawdown from a peak) was -28.43%. Its correlation with the S&P 500 is 0.26, 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 EXE would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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