NiSource (NI): analysis and statistics
Return, volatility, Sharpe ratio and risk for NiSource, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $45.08 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +21.00% |
| Total return over period | +76.60% |
| Annualized volatility | 19.05% |
| Sharpe ratio | 0.91 |
| Sortino ratio | 1.26 |
| Max drawdown | -16.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.84% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $21.26 – $49.08 |
| Trading days analyzed | 752 |
Over the last 3.0 years, NiSource (NI) has posted an annualized return of +21.00% with annual volatility of 19.05%, a Sharpe ratio of 0.91. Its worst stretch (max drawdown from a peak) was -16.44%. Its correlation with the S&P 500 is 0.28, 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 NI would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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