Pfizer (PFE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Pfizer, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $27.72 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -0.46% |
| Total return over period | -1.36% |
| Annualized volatility | 24.41% |
| Period volatility | 42.14% |
| Sharpe ratio | -0.18 |
| Sortino ratio | -0.26 |
| Max drawdown | -30.89% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.30% |
| Correlation with the S&P 500 | 0.23 |
| Period range | $19.46 – $29.02 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Pfizer (PFE) has posted an annualized return of -0.46% with annual volatility of 24.41%, 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 -30.89%. Its correlation with the S&P 500 is 0.23, 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 PFE 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, Pfizer (PFE) is of the S&P 500.
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