FirstEnergy (FE): analysis and statistics
Return, volatility, Sharpe ratio and risk for FirstEnergy, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $48.68 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +11.96% |
| Total return over period | +40.08% |
| Annualized volatility | 18.24% |
| Sharpe ratio | 0.45 |
| Sortino ratio | 0.62 |
| Max drawdown | -15.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.57% |
| Correlation with the S&P 500 | 0.10 |
| Period range | $29.07 – $51.38 |
| Trading days analyzed | 752 |
Over the last 3.0 years, FirstEnergy (FE) has posted an annualized return of +11.96% with annual volatility of 18.24%, a Sharpe ratio of 0.45. Its worst stretch (max drawdown from a peak) was -15.50%. Its correlation with the S&P 500 is 0.10, 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 FE would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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