FedEx Freight (FDXF): analysis and statistics
Return, volatility, Sharpe ratio and risk for FedEx Freight, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $108.33 |
| Sector (GICS) | Industrials |
| Annualized return (0.3 yr) | -68.60% |
| Total return over period | -27.85% |
| Annualized volatility | 36.94% |
| Period volatility | 19.61% |
| Period T-bill | 1.11% |
| Sharpe ratio | -1.48 |
| Sortino ratio | -1.84 |
| Max drawdown | -31.68% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.73% |
| Correlation with the S&P 500 | 0.13 |
| Period range | $107.95 – $158.00 |
| Trading days analyzed | 71 |
Over the last 0.3 years, FedEx Freight (FDXF) has posted an annualized return of -68.60% with annual volatility of 36.94%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -31.68%. Its correlation with the S&P 500 is 0.13, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how FDXF 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 Freight (FDXF) is of the S&P 500.
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