Henry Schein (HSIC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Henry Schein, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $84.96 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +8.61% |
| Total return over period | +27.93% |
| Annualized volatility | 26.25% |
| Period volatility | 45.35% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.34 |
| Sortino ratio | 0.51 |
| Max drawdown | -24.27% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.45% |
| Correlation with the S&P 500 | 0.31 |
| Period range | $61.89 – $90.86 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Henry Schein (HSIC) has posted an annualized return of +8.61% with annual volatility of 26.25%, a Sharpe ratio of 0.34. Its worst stretch (max drawdown from a peak) was -24.27%. Its correlation with the S&P 500 is 0.31, 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 HSIC 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, Henry Schein (HSIC) is of the S&P 500.
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