Intercontinental Exchange (ICE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Intercontinental Exchange, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $155.96 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +15.59% |
| Total return over period | +54.09% |
| Annualized volatility | 20.47% |
| Period volatility | 35.36% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.18 |
| Sortino ratio | 1.65 |
| Max drawdown | -33.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.01% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $102.48 – $186.07 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Intercontinental Exchange (ICE) has posted an annualized return of +15.59% with annual volatility of 20.47%, a Sharpe ratio of 1.18. Its worst stretch (max drawdown from a peak) was -33.94%. Its correlation with the S&P 500 is 0.29, 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 ICE 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, Intercontinental Exchange (ICE) is of the S&P 500.
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