Ford Motor Company (F): analysis and statistics
Return, volatility, Sharpe ratio and risk for Ford Motor Company, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $11.95 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +12.82% |
| Total return over period | +43.34% |
| Annualized volatility | 35.77% |
| Period volatility | 61.79% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.50 |
| Sortino ratio | 0.72 |
| Max drawdown | -36.51% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.86% |
| Correlation with the S&P 500 | 0.42 |
| 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 +12.82% with annual volatility of 35.77%, a Sharpe ratio of 0.50. Its worst stretch (max drawdown from a peak) was -36.51%. Its correlation with the S&P 500 is 0.42, 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 stocks, try the optimizer.
Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Ford Motor Company (F) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio