Expedia Group (EXPE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Expedia Group, a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $280.83 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +38.89% |
| Total return over period | +166.16% |
| Annualized volatility | 45.21% |
| Period volatility | 78.05% |
| Sharpe ratio | 0.77 |
| Sortino ratio | 1.19 |
| Max drawdown | -37.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.13% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $91.94 – $338.64 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Expedia Group (EXPE) has posted an annualized return of +38.89% with annual volatility of 45.21%, a Sharpe ratio of 0.77. Its worst stretch (max drawdown from a peak) was -37.44%. Its correlation with the S&P 500 is 0.43, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how EXPE 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, Expedia Group (EXPE) is of the S&P 500.
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