Genuine Parts Company (GPC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Genuine Parts Company, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $121.39 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +1.40% |
| Total return over period | +4.24% |
| Annualized volatility | 30.20% |
| Period volatility | 52.18% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.16 |
| Sortino ratio | -0.21 |
| Max drawdown | -39.72% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.00% |
| Correlation with the S&P 500 | 0.30 |
| Period range | $91.47 – $151.74 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Genuine Parts Company (GPC) has posted an annualized return of +1.40% with annual volatility of 30.20%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -39.72%. Its correlation with the S&P 500 is 0.30, 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 GPC would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with GPC →
Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Genuine Parts Company (GPC) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio