Ferguson Enterprises (FERG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Ferguson Enterprises, a component of the S&P 500 in the Industrials. Data as of 2026-11-04.
| Last close price | $240.54 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +17.05% |
| Total return over period | +59.95% |
| Annualized volatility | 30.48% |
| Period volatility | 52.65% |
| Period T-bill | 12.51% |
| Sharpe ratio | 0.90 |
| Sortino ratio | 1.35 |
| Max drawdown | -32.92% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.12% |
| Correlation with the S&P 500 | 0.50 |
| Period range | $145.21 – $266.68 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Ferguson Enterprises (FERG) has posted an annualized return of +17.05% with annual volatility of 30.48%, a Sharpe ratio of 0.90. Its worst stretch (max drawdown from a peak) was -32.92%. Its correlation with the S&P 500 is 0.50, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how FERG 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, Ferguson Enterprises (FERG) is of the S&P 500.
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