Nucor (NUE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Nucor, a component of the S&P 500 in the Materials. Data as of 2026-10-29.
| Last close price | $271.79 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +24.20% |
| Total return over period | +90.94% |
| Annualized volatility | 33.78% |
| Period volatility | 58.36% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.35 |
| Sortino ratio | 2.01 |
| Max drawdown | -47.79% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.63% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $101.43 – $274.74 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Nucor (NUE) has posted an annualized return of +24.20% with annual volatility of 33.78%, a Sharpe ratio of 1.35. Its worst stretch (max drawdown from a peak) was -47.79%. Its correlation with the S&P 500 is 0.47, 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 NUE 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, Nucor (NUE) is of the S&P 500.
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