Moody's Corporation (MCO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Moody's Corporation, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $474.95 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +12.35% |
| Total return over period | +41.50% |
| Annualized volatility | 25.29% |
| Period volatility | 43.67% |
| Sharpe ratio | 0.33 |
| Sortino ratio | 0.46 |
| Max drawdown | -24.65% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.88% |
| Correlation with the S&P 500 | 0.55 |
| Period range | $295.34 – $537.16 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Moody's Corporation (MCO) has posted an annualized return of +12.35% with annual volatility of 25.29%, 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 0.55, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Moody's Corporation (MCO) is of the S&P 500.
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