Generac (GNRC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Generac, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $191.85 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +7.71% |
| Total return over period | +24.82% |
| Annualized volatility | 47.55% |
| Sharpe ratio | 0.09 |
| Sortino ratio | 0.12 |
| Max drawdown | -47.76% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.66% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $82.20 – $295.54 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Generac (GNRC) has posted an annualized return of +7.71% with annual volatility of 47.55%, a Sharpe ratio of 0.09. Its worst stretch (max drawdown from a peak) was -47.76%. Its correlation with the S&P 500 is 0.47, 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 S&P 500 stocks, try the optimizer.
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