Phillips 66 (PSX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Phillips 66, an S&P 500 component in the Energy sector. Data as of 2026-07-30.
| Last close price | $210.60 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +28.08% |
| Total return over period | +109.26% |
| Annualized volatility | 30.52% |
| Sharpe ratio | 0.80 |
| Sortino ratio | 1.14 |
| Max drawdown | -44.37% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.39% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $88.93 – $212.27 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Phillips 66 (PSX) has posted an annualized return of +28.08% with annual volatility of 30.52%, a Sharpe ratio of 0.80. Its worst stretch (max drawdown from a peak) was -44.37%. Its correlation with the S&P 500 is 0.33, 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 PSX would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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