Ford Motor Company (F): analysis and statistics
Return, volatility, Sharpe ratio and risk for Ford Motor Company, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $14.88 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +10.46% |
| Total return over period | +34.57% |
| Annualized volatility | 35.98% |
| Sharpe ratio | 0.19 |
| Sortino ratio | 0.27 |
| Max drawdown | -36.51% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.08% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $8.16 – $17.44 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Ford Motor Company (F) has posted an annualized return of +10.46% with annual volatility of 35.98%, a Sharpe ratio of 0.19. Its worst stretch (max drawdown from a peak) was -36.51%. 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 F would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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