FER (FER): analysis and statistics
Return, volatility, Sharpe ratio and risk for FER, an S&P 500 component in the — sector. Data as of 2026-08-01.
| Last close price | $65.10 |
| Sector (GICS) | — |
| Annualized return (2.9 yr) | +28.33% |
| Total return over period | +105.77% |
| Annualized volatility | 30.74% |
| Sharpe ratio | 0.80 |
| Sortino ratio | 1.22 |
| Max drawdown | -20.82% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.28% |
| Correlation with the S&P 500 | 0.27 |
| Period range | $27.71 – $73.66 |
| Trading days analyzed | 729 |
Over the last 2.9 years, FER (FER) has posted an annualized return of +28.33% with annual volatility of 30.74%, a Sharpe ratio of 0.80. Its worst stretch (max drawdown from a peak) was -20.82%. 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 FER would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with FER →
Other stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio