Loews Corporation (L): analysis and statistics
Return, volatility, Sharpe ratio and risk for Loews Corporation, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $110.20 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +21.05% |
| Total return over period | +76.83% |
| Annualized volatility | 17.42% |
| Period volatility | 30.09% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.14 |
| Sortino ratio | 3.00 |
| Max drawdown | -12.54% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.50% |
| Correlation with the S&P 500 | 0.35 |
| Period range | $62.43 – $119.40 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Loews Corporation (L) has posted an annualized return of +21.05% with annual volatility of 17.42%, a Sharpe ratio of 2.14. Its worst stretch (max drawdown from a peak) was -12.54%. Its correlation with the S&P 500 is 0.35, 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 L 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, Loews Corporation (L) is of the S&P 500.
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