FirstEnergy (FE): analysis and statistics
Return, volatility, Sharpe ratio and risk for FirstEnergy, a component of the S&P 500 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $46.13 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +12.77% |
| Total return over period | +43.08% |
| Annualized volatility | 18.11% |
| Period volatility | 31.26% |
| Sharpe ratio | 0.49 |
| Sortino ratio | 0.67 |
| Max drawdown | -14.71% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.53% |
| Correlation with the S&P 500 | 0.09 |
| Period range | $29.07 – $51.38 |
| Trading days analyzed | 751 |
Over the last 3.0 years, FirstEnergy (FE) has posted an annualized return of +12.77% with annual volatility of 18.11%, a Sharpe ratio of 0.49. Its worst stretch (max drawdown from a peak) was -14.71%. Its correlation with the S&P 500 is 0.09, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, FirstEnergy (FE) is of the S&P 500.
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