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. Data as of 2026-10-29.
| Last close price | $91.57 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +4.93% |
| Total return over period | +15.45% |
| Annualized volatility | 28.68% |
| Period volatility | 49.54% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.06 |
| Sortino ratio | 0.09 |
| Max drawdown | -30.78% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.14% |
| Correlation with the S&P 500 | 0.24 |
| 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 +4.93% with annual volatility of 28.68%, a Sharpe ratio of 0.06. Its worst stretch (max drawdown from a peak) was -30.78%. Its correlation with the S&P 500 is 0.24, 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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