Principal Financial Group (PFG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Principal Financial Group, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $111.84 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +22.32% |
| Total return over period | +82.43% |
| Annualized volatility | 24.02% |
| Period volatility | 41.49% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.69 |
| Sortino ratio | 2.41 |
| Max drawdown | -22.43% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.51% |
| Correlation with the S&P 500 | 0.57 |
| Period range | $60.94 – $118.51 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Principal Financial Group (PFG) has posted an annualized return of +22.32% with annual volatility of 24.02%, a Sharpe ratio of 1.69. Its worst stretch (max drawdown from a peak) was -22.43%. Its correlation with the S&P 500 is 0.57, 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 PFG 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, Principal Financial Group (PFG) is of the S&P 500.
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