NVR, Inc. (NVR): analysis and statistics
Return, volatility, Sharpe ratio and risk for NVR, Inc., a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $6,160.76 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +0.34% |
| Total return over period | +1.01% |
| Annualized volatility | 26.42% |
| Period volatility | 45.61% |
| Sharpe ratio | -0.14 |
| Sortino ratio | -0.20 |
| Max drawdown | -43.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.55% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $5,377.29 – $9,924.40 |
| Trading days analyzed | 751 |
Over the last 3.0 years, NVR, Inc. (NVR) has posted an annualized return of +0.34% with annual volatility of 26.42%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -43.94%. Its correlation with the S&P 500 is 0.36, 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 NVR 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, NVR, Inc. (NVR) is of the S&P 500.
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