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. Data as of 2026-10-30.
| Last close price | $488.83 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +17.83% |
| Total return over period | +63.16% |
| Annualized volatility | 25.25% |
| Period volatility | 43.62% |
| Period T-bill | 12.41% |
| Sharpe ratio | 1.16 |
| Sortino ratio | 1.61 |
| Max drawdown | -24.65% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.84% |
| Correlation with the S&P 500 | 0.53 |
| Period range | $301.24 – $537.16 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Moody's Corporation (MCO) has posted an annualized return of +17.83% with annual volatility of 25.25%, a Sharpe ratio of 1.16. Its worst stretch (max drawdown from a peak) was -24.65%. Its correlation with the S&P 500 is 0.53, 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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