Ross Stores (ROST): analysis and statistics
Return, volatility, Sharpe ratio and risk for Ross Stores, a component of both the S&P 500 and the Nasdaq 100 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $227.98 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +27.77% |
| Total return over period | +107.76% |
| Annualized volatility | 24.60% |
| Period volatility | 42.50% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.24 |
| Sortino ratio | 3.54 |
| Max drawdown | -21.08% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.10% |
| Correlation with the S&P 500 | 0.41 |
| Period range | $111.59 – $255.23 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Ross Stores (ROST) has posted an annualized return of +27.77% with annual volatility of 24.60%, a Sharpe ratio of 2.24. Its worst stretch (max drawdown from a peak) was -21.08%. Its correlation with the S&P 500 is 0.41, 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 ROST 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, Ross Stores (ROST) is of both the S&P 500 and the Nasdaq 100.
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