Procter & Gamble (PG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Procter & Gamble, a component of the S&P 500 in the Consumer Staples. Data as of 2026-10-29.
| Last close price | $158.26 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +4.99% |
| Total return over period | +15.65% |
| Annualized volatility | 18.26% |
| Period volatility | 31.55% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.10 |
| Sortino ratio | 0.14 |
| Max drawdown | -21.15% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.65% |
| Correlation with the S&P 500 | 0.07 |
| Period range | $133.82 – $171.26 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Procter & Gamble (PG) has posted an annualized return of +4.99% with annual volatility of 18.26%, a Sharpe ratio of 0.10. Its worst stretch (max drawdown from a peak) was -21.15%. Its correlation with the S&P 500 is 0.07, 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 PG 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, Procter & Gamble (PG) is of the S&P 500.
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