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 sector. Data as of 2026-09-13.
| Last close price | $157.40 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +11.94% |
| Total return over period | +39.97% |
| Annualized volatility | 20.32% |
| Period volatility | 35.07% |
| Sharpe ratio | 0.40 |
| Sortino ratio | 0.55 |
| Max drawdown | -33.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.00% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $101.21 – $186.07 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Intercontinental Exchange (ICE) has posted an annualized return of +11.94% with annual volatility of 20.32%, a Sharpe ratio of 0.40. Its worst stretch (max drawdown from a peak) was -33.94%. Its correlation with the S&P 500 is 0.33, 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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