Humana (HUM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Humana, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $409.80 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -3.50% |
| Total return over period | -10.06% |
| Annualized volatility | 42.80% |
| Period volatility | 73.89% |
| Sharpe ratio | -0.17 |
| Sortino ratio | -0.23 |
| Max drawdown | -67.92% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.10% |
| Correlation with the S&P 500 | 0.14 |
| Period range | $162.46 – $506.43 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Humana (HUM) has posted an annualized return of -3.50% with annual volatility of 42.80%, 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 -67.92%. Its correlation with the S&P 500 is 0.14, 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 HUM 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, Humana (HUM) is of the S&P 500.
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