Moody's Corporation (MCO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Moody's Corporation, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $482.48 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +11.98% |
| Total return over period | +40.17% |
| Annualized volatility | 25.04% |
| Sharpe ratio | 0.33 |
| Sortino ratio | 0.45 |
| Max drawdown | -24.65% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.88% |
| Correlation with the S&P 500 | 0.56 |
| Period range | $295.34 – $537.16 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Moody's Corporation (MCO) has posted an annualized return of +11.98% with annual volatility of 25.04%, a Sharpe ratio of 0.33. Its worst stretch (max drawdown from a peak) was -24.65%. Its correlation with the S&P 500 is 0.56, 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 MCO would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with MCO →
Other Financials stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio