Ralph Lauren Corporation (RL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Ralph Lauren Corporation, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $389.56 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +54.89% |
| Total return over period | +269.00% |
| Annualized volatility | 35.73% |
| Period volatility | 61.73% |
| Period T-bill | 12.40% |
| Sharpe ratio | 4.16 |
| Sortino ratio | 6.57 |
| Max drawdown | -36.18% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.57% |
| Correlation with the S&P 500 | 0.56 |
| Period range | $107.14 – $413.24 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Ralph Lauren Corporation (RL) has posted an annualized return of +54.89% with annual volatility of 35.73%, a Sharpe ratio of 4.16. Its worst stretch (max drawdown from a peak) was -36.18%. Its correlation with the S&P 500 is 0.56, 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 RL would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Ralph Lauren Corporation (RL) is of the S&P 500.
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