Norwegian Cruise Line Holdings (NCLH): analysis and statistics
Return, volatility, Sharpe ratio and risk for Norwegian Cruise Line Holdings, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $18.72 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -5.38% |
| Total return over period | -15.20% |
| Annualized volatility | 52.69% |
| Sharpe ratio | -0.17 |
| Sortino ratio | -0.25 |
| Max drawdown | -49.12% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.51% |
| Correlation with the S&P 500 | 0.52 |
| Period range | $12.76 – $29.07 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Norwegian Cruise Line Holdings (NCLH) has posted an annualized return of -5.38% with annual volatility of 52.69%, 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 -49.12%. Its correlation with the S&P 500 is 0.52, 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 NCLH would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with NCLH →
Other Consumer Discretionary stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio