NiSource (NI): analysis and statistics
Return, volatility, Sharpe ratio and risk for NiSource, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $43.87 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +24.05% |
| Total return over period | +90.22% |
| Annualized volatility | 18.31% |
| Period volatility | 31.63% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.46 |
| Sortino ratio | 3.47 |
| Max drawdown | -20.54% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.68% |
| Correlation with the S&P 500 | 0.26 |
| Period range | $22.98 – $49.08 |
| Trading days analyzed | 752 |
Over the last 3.0 years, NiSource (NI) has posted an annualized return of +24.05% with annual volatility of 18.31%, a Sharpe ratio of 2.46. Its worst stretch (max drawdown from a peak) was -20.54%. Its correlation with the S&P 500 is 0.26, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, NiSource (NI) is of the S&P 500.
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