Moderna (MRNA): analysis and statistics
Return, volatility, Sharpe ratio and risk for Moderna, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $57.88 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -21.16% |
| Total return over period | -50.81% |
| Annualized volatility | 65.03% |
| Sharpe ratio | -0.38 |
| Sortino ratio | -0.56 |
| Max drawdown | -86.58% |
| CVaR 95% (avg. loss, worst 5% of days) | -8.77% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $22.36 – $166.61 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Moderna (MRNA) has posted an annualized return of -21.16% with annual volatility of 65.03%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -86.58%. Its correlation with the S&P 500 is 0.32, 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 S&P 500 stocks, try the optimizer.
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