Fortinet (FTNT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Fortinet, an S&P 500 component in the Information Technology sector. Data as of 2026-07-30.
| Last close price | $154.22 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +25.81% |
| Total return over period | +98.43% |
| Annualized volatility | 42.88% |
| Sharpe ratio | 0.52 |
| Sortino ratio | 0.73 |
| Max drawdown | -36.54% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.89% |
| Correlation with the S&P 500 | 0.38 |
| Period range | $49.52 – $166.83 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Fortinet (FTNT) has posted an annualized return of +25.81% with annual volatility of 42.88%, a Sharpe ratio of 0.52. Its worst stretch (max drawdown from a peak) was -36.54%. Its correlation with the S&P 500 is 0.38, 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 FTNT would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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