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 sector. Data as of 2026-09-13.
| Last close price | $71.07 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +23.13% |
| Total return over period | +85.93% |
| Annualized volatility | 44.27% |
| Period volatility | 76.43% |
| Sharpe ratio | 0.43 |
| Sortino ratio | 0.62 |
| Max drawdown | -46.34% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.36% |
| Correlation with the S&P 500 | 0.57 |
| Period range | $28.62 – $79.91 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Freeport-McMoRan (FCX) has posted an annualized return of +23.13% with annual volatility of 44.27%, a Sharpe ratio of 0.43. 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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