Hormel Foods (HRL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Hormel Foods, a component of the S&P 500 in the Consumer Staples sector. Data as of 2026-09-13.
| Last close price | $20.57 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -14.82% |
| Total return over period | -38.00% |
| Annualized volatility | 27.68% |
| Period volatility | 47.79% |
| Sharpe ratio | -0.68 |
| Sortino ratio | -0.91 |
| Max drawdown | -43.87% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.00% |
| Correlation with the S&P 500 | 0.04 |
| Period range | $19.51 – $34.75 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Hormel Foods (HRL) has posted an annualized return of -14.82% with annual volatility of 27.68%, 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 -43.87%. Its correlation with the S&P 500 is 0.04, 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 HRL 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, Hormel Foods (HRL) is of the S&P 500.
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