Meliá Hotels International (MEL.MC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Meliá Hotels International, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $10.66 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +20.49% |
| Total return over period | +76.09% |
| Annualized volatility | 26.56% |
| Sharpe ratio | 0.63 |
| Sortino ratio | 0.94 |
| Max drawdown | -25.79% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.53% |
| Correlation with the S&P 500 | 0.26 |
| Period range | $4.92 – $12.26 |
| Trading days analyzed | 765 |
Over the last 3.0 years, Meliá Hotels International (MEL.MC) has posted an annualized return of +20.49% with annual volatility of 26.56%, a Sharpe ratio of 0.63. Its worst stretch (max drawdown from a peak) was -25.79%. Its correlation with the S&P 500 is 0.26, 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 MEL.MC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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