Fortive (FTV): analysis and statistics
Return, volatility, Sharpe ratio and risk for Fortive, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $64.11 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +9.86% |
| Total return over period | +32.38% |
| Annualized volatility | 24.93% |
| Period volatility | 43.07% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.46 |
| Sortino ratio | 0.66 |
| Max drawdown | -28.03% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.70% |
| Correlation with the S&P 500 | 0.54 |
| Period range | $46.34 – $64.40 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Fortive (FTV) has posted an annualized return of +9.86% with annual volatility of 24.93%, a Sharpe ratio of 0.46. Its worst stretch (max drawdown from a peak) was -28.03%. Its correlation with the S&P 500 is 0.54, 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 FTV 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, Fortive (FTV) is of the S&P 500.
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