IDEX Corporation (IEX): analysis and statistics
Return, volatility, Sharpe ratio and risk for IDEX Corporation, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $238.54 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +9.14% |
| Total return over period | +29.83% |
| Annualized volatility | 24.11% |
| Period volatility | 41.65% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.42 |
| Sortino ratio | 0.59 |
| Max drawdown | -34.60% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.38% |
| Correlation with the S&P 500 | 0.51 |
| Period range | $155.22 – $240.52 |
| Trading days analyzed | 752 |
Over the last 3.0 years, IDEX Corporation (IEX) has posted an annualized return of +9.14% with annual volatility of 24.11%, a Sharpe ratio of 0.42. Its worst stretch (max drawdown from a peak) was -34.60%. Its correlation with the S&P 500 is 0.51, 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 IEX would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with IEX →
Other Industrials stocks
Is it part of the S&P 500?
Yes, IDEX Corporation (IEX) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio