Incyte (INCY): analysis and statistics
Return, volatility, Sharpe ratio and risk for Incyte, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $116.87 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +30.72% |
| Total return over period | +122.44% |
| Annualized volatility | 32.49% |
| Period volatility | 56.12% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.96 |
| Sortino ratio | 3.02 |
| Max drawdown | -33.83% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.28% |
| Correlation with the S&P 500 | 0.23 |
| Period range | $51.18 – $129.93 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Incyte (INCY) has posted an annualized return of +30.72% with annual volatility of 32.49%, a Sharpe ratio of 1.96. Its worst stretch (max drawdown from a peak) was -33.83%. Its correlation with the S&P 500 is 0.23, 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 INCY 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, Incyte (INCY) is of the S&P 500.
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