Parker Hannifin (PH): analysis and statistics
Return, volatility, Sharpe ratio and risk for Parker Hannifin, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $911.92 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +37.06% |
| Total return over period | +156.16% |
| Annualized volatility | 28.48% |
| Period volatility | 49.20% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.92 |
| Sortino ratio | 4.54 |
| Max drawdown | -26.79% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.88% |
| Correlation with the S&P 500 | 0.65 |
| Period range | $358.59 – $1,073.87 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Parker Hannifin (PH) has posted an annualized return of +37.06% with annual volatility of 28.48%, a Sharpe ratio of 2.92. Its worst stretch (max drawdown from a peak) was -26.79%. Its correlation with the S&P 500 is 0.65, 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 PH 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, Parker Hannifin (PH) is of the S&P 500.
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