Generac (GNRC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Generac, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $186.99 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +18.89% |
| Total return over period | +67.49% |
| Annualized volatility | 45.93% |
| Period volatility | 79.30% |
| Sharpe ratio | 0.33 |
| Sortino ratio | 0.50 |
| Max drawdown | -47.76% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.19% |
| Correlation with the S&P 500 | 0.48 |
| Period range | $82.20 – $295.54 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Generac (GNRC) has posted an annualized return of +18.89% with annual volatility of 45.93%, a Sharpe ratio of 0.33. Its worst stretch (max drawdown from a peak) was -47.76%. Its correlation with the S&P 500 is 0.48, 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 GNRC would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with GNRC →
Other Industrials stocks
Is it part of the S&P 500?
Yes, Generac (GNRC) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio