Fortinet (FTNT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Fortinet, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $174.08 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +46.01% |
| Total return over period | +209.42% |
| Annualized volatility | 41.90% |
| Period volatility | 72.39% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.72 |
| Sortino ratio | 4.16 |
| Max drawdown | -35.07% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.55% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $49.52 – $194.75 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Fortinet (FTNT) has posted an annualized return of +46.01% with annual volatility of 41.90%, a Sharpe ratio of 2.72. Its worst stretch (max drawdown from a peak) was -35.07%. Its correlation with the S&P 500 is 0.37, 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 stocks, try the optimizer.
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Other Information Technology stocks
Is it part of the S&P 500?
Yes, Fortinet (FTNT) is of both the S&P 500 and the Nasdaq 100.
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