Lennar (LEN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lennar, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $83.45 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -4.59% |
| Total return over period | -13.09% |
| Annualized volatility | 35.22% |
| Period volatility | 60.84% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.42 |
| Sortino ratio | -0.60 |
| Max drawdown | -59.11% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.66% |
| Correlation with the S&P 500 | 0.34 |
| Period range | $73.53 – $179.83 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lennar (LEN) has posted an annualized return of -4.59% with annual volatility of 35.22%, 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 -59.11%. Its correlation with the S&P 500 is 0.34, 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 LEN would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Lennar (LEN) is of the S&P 500.
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