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. Data as of 2026-10-29.
| Last close price | $562.91 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +12.95% |
| Total return over period | +43.83% |
| Annualized volatility | 34.66% |
| Period volatility | 59.87% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.53 |
| Sortino ratio | 0.90 |
| Max drawdown | -37.41% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.11% |
| Correlation with the S&P 500 | 0.41 |
| 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 +12.95% with annual volatility of 34.66%, a Sharpe ratio of 0.53. Its worst stretch (max drawdown from a peak) was -37.41%. Its correlation with the S&P 500 is 0.41, 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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