Moderna (MRNA): analysis and statistics
Return, volatility, Sharpe ratio and risk for Moderna, a component of both the S&P 500 and the Nasdaq 100 in the Health Care. Data as of 2026-10-29.
| Last close price | $214.16 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +44.15% |
| Total return over period | +197.82% |
| Annualized volatility | 123.84% |
| Period volatility | 213.94% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.87 |
| Sortino ratio | 2.27 |
| Max drawdown | -86.58% |
| CVaR 95% (avg. loss, worst 5% of days) | -9.51% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $22.36 – $245.81 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Moderna (MRNA) has posted an annualized return of +44.15% with annual volatility of 123.84%, a Sharpe ratio of 0.87. 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 both the S&P 500 and the Nasdaq 100.
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