NiSource (NI): analysis and statistics
Return, volatility, Sharpe ratio and risk for NiSource, a component of the S&P 500 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $41.41 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +18.24% |
| Total return over period | +64.75% |
| Annualized volatility | 19.13% |
| Period volatility | 33.02% |
| Sharpe ratio | 0.75 |
| Sortino ratio | 1.03 |
| Max drawdown | -17.34% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.88% |
| Correlation with the S&P 500 | 0.27 |
| Period range | $21.26 – $49.08 |
| Trading days analyzed | 751 |
Over the last 3.0 years, NiSource (NI) has posted an annualized return of +18.24% with annual volatility of 19.13%, a Sharpe ratio of 0.75. Its worst stretch (max drawdown from a peak) was -17.34%. Its correlation with the S&P 500 is 0.27, 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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