Idexx Laboratories (IDXX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Idexx Laboratories, a component of both the S&P 500 and the Nasdaq 100 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $504.70 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +3.29% |
| Total return over period | +10.13% |
| Annualized volatility | 34.89% |
| Period volatility | 60.24% |
| Sharpe ratio | -0.02 |
| Sortino ratio | -0.03 |
| Max drawdown | -37.41% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.22% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $361.04 – $766.68 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Idexx Laboratories (IDXX) has posted an annualized return of +3.29% with annual volatility of 34.89%, 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 0.43, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Idexx Laboratories (IDXX) is of both the S&P 500 and the Nasdaq 100.
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