FedEx (FDX): analysis and statistics
Return, volatility, Sharpe ratio and risk for FedEx, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $304.58 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +20.56% |
| Total return over period | +74.73% |
| Annualized volatility | 30.99% |
| Period volatility | 53.54% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.16 |
| Sortino ratio | 1.63 |
| Max drawdown | -35.85% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.57% |
| Correlation with the S&P 500 | 0.45 |
| Period range | $155.55 – $339.35 |
| Trading days analyzed | 752 |
Over the last 3.0 years, FedEx (FDX) has posted an annualized return of +20.56% with annual volatility of 30.99%, a Sharpe ratio of 1.16. Its worst stretch (max drawdown from a peak) was -35.85%. Its correlation with the S&P 500 is 0.45, 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 FDX 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, FedEx (FDX) is of the S&P 500.
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