Intuit (INTU): analysis and statistics
Return, volatility, Sharpe ratio and risk for Intuit, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $328.19 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | -11.28% |
| Total return over period | -30.04% |
| Annualized volatility | 37.80% |
| Period volatility | 65.30% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.65 |
| Sortino ratio | -0.87 |
| Max drawdown | -68.19% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.79% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $253.95 – $798.42 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Intuit (INTU) has posted an annualized return of -11.28% with annual volatility of 37.80%, 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 -68.19%. Its correlation with the S&P 500 is 0.33, 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 INTU 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, Intuit (INTU) is of both the S&P 500 and the Nasdaq 100.
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