Moderna (MRNA): analysis and statistics
Return, volatility, Sharpe ratio and risk for Moderna, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $143.97 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +9.93% |
| Total return over period | +32.58% |
| Annualized volatility | 122.75% |
| Period volatility | 211.90% |
| Sharpe ratio | 0.05 |
| Sortino ratio | 0.13 |
| Max drawdown | -86.58% |
| CVaR 95% (avg. loss, worst 5% of days) | -9.23% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $22.36 – $174.38 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Moderna (MRNA) has posted an annualized return of +9.93% with annual volatility of 122.75%, a Sharpe ratio of 0.05. Its worst stretch (max drawdown from a peak) was -86.58%. Its correlation with the S&P 500 is 0.18, 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 MRNA would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Health Care stocks
Is it part of the S&P 500?
Yes, Moderna (MRNA) is of the S&P 500.
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