Ingersoll Rand (IR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Ingersoll Rand, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $75.45 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +8.45% |
| Total return over period | +27.40% |
| Annualized volatility | 30.55% |
| Period volatility | 52.78% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.28 |
| Sortino ratio | 0.40 |
| Max drawdown | -36.62% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.38% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $60.41 – $105.19 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Ingersoll Rand (IR) has posted an annualized return of +8.45% with annual volatility of 30.55%, a Sharpe ratio of 0.28. Its worst stretch (max drawdown from a peak) was -36.62%. Its correlation with the S&P 500 is 0.60, 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 IR would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with IR →
Other Industrials stocks
Is it part of the S&P 500?
Yes, Ingersoll Rand (IR) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio