Northern Trust (NTRS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Northern Trust, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $189.19 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +42.13% |
| Total return over period | +185.09% |
| Annualized volatility | 26.19% |
| Period volatility | 45.21% |
| Sharpe ratio | 1.46 |
| Sortino ratio | 2.21 |
| Max drawdown | -25.21% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.69% |
| Correlation with the S&P 500 | 0.58 |
| Period range | $58.19 – $191.47 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Northern Trust (NTRS) has posted an annualized return of +42.13% with annual volatility of 26.19%, a Sharpe ratio of 1.46. 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Northern Trust (NTRS) is of the S&P 500.
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