Norwegian Cruise Line Holdings (NCLH): analysis and statistics
Return, volatility, Sharpe ratio and risk for Norwegian Cruise Line Holdings, a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $14.82 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -3.24% |
| Total return over period | -9.36% |
| Annualized volatility | 52.62% |
| Period volatility | 90.83% |
| Sharpe ratio | -0.14 |
| Sortino ratio | -0.20 |
| Max drawdown | -49.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.32% |
| Correlation with the S&P 500 | 0.53 |
| Period range | $12.76 – $29.07 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Norwegian Cruise Line Holdings (NCLH) has posted an annualized return of -3.24% with annual volatility of 52.62%, 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 -49.88%. Its correlation with the S&P 500 is 0.53, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Norwegian Cruise Line Holdings (NCLH) is of the S&P 500.
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