Pfizer (PFE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Pfizer, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $29.45 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +5.89% |
| Total return over period | +18.62% |
| Annualized volatility | 24.01% |
| Period volatility | 41.48% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.15 |
| Sortino ratio | 0.22 |
| Max drawdown | -29.00% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.22% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $19.46 – $30.42 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Pfizer (PFE) has posted an annualized return of +5.89% with annual volatility of 24.01%, a Sharpe ratio of 0.15. Its worst stretch (max drawdown from a peak) was -29.00%. Its correlation with the S&P 500 is 0.21, 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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Other Health Care stocks
Is it part of the S&P 500?
Yes, Pfizer (PFE) is of the S&P 500.
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