Southwest Airlines (LUV): analysis and statistics
Return, volatility, Sharpe ratio and risk for Southwest Airlines, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $39.24 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +13.18% |
| Total return over period | +44.63% |
| Annualized volatility | 40.94% |
| Period volatility | 70.67% |
| Sharpe ratio | 0.23 |
| Sortino ratio | 0.33 |
| Max drawdown | -33.49% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.79% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $20.95 – $54.33 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Southwest Airlines (LUV) has posted an annualized return of +13.18% with annual volatility of 40.94%, a Sharpe ratio of 0.23. Its worst stretch (max drawdown from a peak) was -33.49%. Its correlation with the S&P 500 is 0.47, 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 LUV 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, Southwest Airlines (LUV) is of the S&P 500.
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