Freeport-McMoRan (FCX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Freeport-McMoRan, an S&P 500 component in the Materials sector. Data as of 2026-07-30.
| Last close price | $63.45 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +13.97% |
| Total return over period | +47.73% |
| Annualized volatility | 43.49% |
| Sharpe ratio | 0.24 |
| Sortino ratio | 0.33 |
| Max drawdown | -46.34% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.28% |
| Correlation with the S&P 500 | 0.58 |
| Period range | $28.62 – $71.55 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Freeport-McMoRan (FCX) has posted an annualized return of +13.97% with annual volatility of 43.49%, a Sharpe ratio of 0.24. Its worst stretch (max drawdown from a peak) was -46.34%. Its correlation with the S&P 500 is 0.58, 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 FCX would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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