Regeneron Pharmaceuticals (REGN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Regeneron Pharmaceuticals, a component of both the S&P 500 and the Nasdaq 100 in the Health Care. Data as of 2026-10-29.
| Last close price | $813.27 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +1.90% |
| Total return over period | +5.78% |
| Annualized volatility | 31.79% |
| Period volatility | 54.92% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.12 |
| Sortino ratio | -0.16 |
| Max drawdown | -59.69% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.78% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $480.44 – $1,191.92 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Regeneron Pharmaceuticals (REGN) has posted an annualized return of +1.90% with annual volatility of 31.79%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -59.69%. Its correlation with the S&P 500 is 0.28, 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 REGN 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, Regeneron Pharmaceuticals (REGN) is of both the S&P 500 and the Nasdaq 100.
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