Freeport-McMoRan (FCX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Freeport-McMoRan, a component of the S&P 500 in the Materials. Data as of 2026-10-29.
| Last close price | $66.60 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +27.16% |
| Total return over period | +104.82% |
| Annualized volatility | 44.30% |
| Period volatility | 76.53% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.21 |
| Sortino ratio | 1.71 |
| Max drawdown | -46.34% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.42% |
| Correlation with the S&P 500 | 0.57 |
| Period range | $28.62 – $79.91 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Freeport-McMoRan (FCX) has posted an annualized return of +27.16% with annual volatility of 44.30%, a Sharpe ratio of 1.21. Its worst stretch (max drawdown from a peak) was -46.34%. Its correlation with the S&P 500 is 0.57, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Freeport-McMoRan (FCX) is of the S&P 500.
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