Sirius XM (SIRI): analysis and statistics
Return, volatility, Sharpe ratio and risk for Sirius XM, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $30.97 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | -12.08% |
| Total return over period | -31.90% |
| Annualized volatility | 45.18% |
| Sharpe ratio | -0.35 |
| Sortino ratio | -0.50 |
| Max drawdown | -64.49% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.57% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $18.21 – $51.27 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Sirius XM (SIRI) has posted an annualized return of -12.08% with annual volatility of 45.18%, 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 -64.49%. 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 SIRI would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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