Grifols (GRF.MC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Grifols, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $10.39 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -5.70% |
| Total return over period | -16.32% |
| Annualized volatility | 51.92% |
| Sharpe ratio | -0.18 |
| Sortino ratio | -0.24 |
| Max drawdown | -56.17% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.59% |
| Correlation with the S&P 500 | 0.09 |
| Period range | $6.76 – $15.14 |
| Trading days analyzed | 765 |
Over the last 3.0 years, Grifols (GRF.MC) has posted an annualized return of -5.70% with annual volatility of 51.92%, 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 -56.17%. Its correlation with the S&P 500 is 0.09, 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 GRF.MC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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