Northern Trust (NTRS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Northern Trust, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $182.52 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +35.81% |
| Total return over period | +149.31% |
| Annualized volatility | 26.49% |
| Sharpe ratio | 1.21 |
| Sortino ratio | 1.81 |
| Max drawdown | -25.21% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.80% |
| Correlation with the S&P 500 | 0.58 |
| Period range | $58.19 – $191.13 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Northern Trust (NTRS) has posted an annualized return of +35.81% with annual volatility of 26.49%, a Sharpe ratio of 1.21. Its worst stretch (max drawdown from a peak) was -25.21%. Its correlation with the S&P 500 is 0.58, 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 NTRS would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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