Halliburton (HAL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Halliburton, a component of the S&P 500 in the Energy. Data as of 2026-10-29.
| Last close price | $35.76 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | -1.27% |
| Total return over period | -3.75% |
| Annualized volatility | 34.98% |
| Period volatility | 60.43% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.27 |
| Sortino ratio | -0.38 |
| Max drawdown | -52.20% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.76% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $18.67 – $42.80 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Halliburton (HAL) has posted an annualized return of -1.27% with annual volatility of 34.98%, 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 -52.20%. Its correlation with the S&P 500 is 0.36, 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 HAL 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, Halliburton (HAL) is of the S&P 500.
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