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 sector. Data as of 2026-09-13.
| Last close price | $128.31 |
| Sector (GICS) | Industrials |
| Annualized return (0.2 yr) | -64.72% |
| Total return over period | -14.54% |
| Annualized volatility | 43.31% |
| Period volatility | 16.82% |
| Sharpe ratio | -1.58 |
| Sortino ratio | -2.07 |
| Max drawdown | -21.51% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.87% |
| Correlation with the S&P 500 | 0.27 |
| Period range | $124.02 – $158.00 |
| Trading days analyzed | 38 |
Over the last 0.2 years, FedEx Freight (FDXF) has posted an annualized return of -64.72% with annual volatility of 43.31%, 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 -21.51%. Its correlation with the S&P 500 is 0.27, 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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