International Flavors & Fragrances (IFF): analysis and statistics
Return, volatility, Sharpe ratio and risk for International Flavors & Fragrances, a component of the S&P 500 in the Materials. Data as of 2026-10-29.
| Last close price | $90.66 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +12.50% |
| Total return over period | +42.12% |
| Annualized volatility | 30.02% |
| Period volatility | 51.86% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.57 |
| Sortino ratio | 0.87 |
| Max drawdown | -42.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.09% |
| Correlation with the S&P 500 | 0.34 |
| Period range | $58.53 – $102.02 |
| Trading days analyzed | 752 |
Over the last 3.0 years, International Flavors & Fragrances (IFF) has posted an annualized return of +12.50% with annual volatility of 30.02%, a Sharpe ratio of 0.57. Its worst stretch (max drawdown from a peak) was -42.63%. Its correlation with the S&P 500 is 0.34, 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 IFF 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, International Flavors & Fragrances (IFF) is of the S&P 500.
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