Loews Corporation (L): analysis and statistics
Return, volatility, Sharpe ratio and risk for Loews Corporation, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $116.38 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +23.44% |
| Total return over period | +87.44% |
| Annualized volatility | 17.47% |
| Sharpe ratio | 1.13 |
| Sortino ratio | 1.58 |
| Max drawdown | -12.16% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.51% |
| Correlation with the S&P 500 | 0.38 |
| Period range | $60.89 – $119.40 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Loews Corporation (L) has posted an annualized return of +23.44% with annual volatility of 17.47%, a Sharpe ratio of 1.13. Its worst stretch (max drawdown from a peak) was -12.16%. Its correlation with the S&P 500 is 0.38, 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 S&P 500 stocks, try the optimizer.
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