Phillips 66 (PSX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Phillips 66, a component of the S&P 500 in the Energy sector. Data as of 2026-09-13.
| Last close price | $259.47 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +32.50% |
| Total return over period | +131.34% |
| Annualized volatility | 30.84% |
| Period volatility | 53.23% |
| Sharpe ratio | 0.93 |
| Sortino ratio | 1.34 |
| Max drawdown | -44.37% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.39% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $88.93 – $260.78 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Phillips 66 (PSX) has posted an annualized return of +32.50% with annual volatility of 30.84%, a Sharpe ratio of 0.93. Its worst stretch (max drawdown from a peak) was -44.37%. Its correlation with the S&P 500 is 0.32, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Phillips 66 (PSX) is of the S&P 500.
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