Expand Energy (EXE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Expand Energy, a component of the S&P 500 in the Energy sector. Data as of 2026-09-13.
| Last close price | $94.83 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +5.58% |
| Total return over period | +17.56% |
| Annualized volatility | 28.48% |
| Period volatility | 49.16% |
| Sharpe ratio | 0.06 |
| Sortino ratio | 0.08 |
| Max drawdown | -28.43% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.05% |
| Correlation with the S&P 500 | 0.25 |
| Period range | $66.83 – $121.49 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Expand Energy (EXE) has posted an annualized return of +5.58% with annual volatility of 28.48%, a Sharpe ratio of 0.06. Its worst stretch (max drawdown from a peak) was -28.43%. Its correlation with the S&P 500 is 0.25, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Expand Energy (EXE) is of the S&P 500.
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