Lennar (LEN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lennar, a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $79.60 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -9.43% |
| Total return over period | -25.56% |
| Annualized volatility | 34.26% |
| Period volatility | 59.14% |
| Sharpe ratio | -0.39 |
| Sortino ratio | -0.55 |
| Max drawdown | -56.68% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.60% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $77.90 – $179.83 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Lennar (LEN) has posted an annualized return of -9.43% with annual volatility of 34.26%, 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 -56.68%. Its correlation with the S&P 500 is 0.37, 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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