Idexx Laboratories (IDXX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Idexx Laboratories, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $558.80 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +0.25% |
| Total return over period | +0.73% |
| Annualized volatility | 35.02% |
| Sharpe ratio | -0.10 |
| Sortino ratio | -0.16 |
| Max drawdown | -37.41% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.25% |
| Correlation with the S&P 500 | 0.44 |
| Period range | $361.04 – $766.68 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Idexx Laboratories (IDXX) has posted an annualized return of +0.25% with annual volatility of 35.02%, 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 -37.41%. Its correlation with the S&P 500 is 0.44, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how IDXX would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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