Skydance Corporation (SKYD): analysis and statistics
Return, volatility, Sharpe ratio and risk for Skydance Corporation, a component of the S&P 500 in the Communication Services sector. Data as of 2026-10-13.
| Last close price | $9.27 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | -6.45% |
| Total return over period | -18.01% |
| Annualized volatility | 55.57% |
| Period volatility | 95.94% |
| Sharpe ratio | -0.32 |
| Sortino ratio | -0.54 |
| Max drawdown | -59.87% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.71% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $7.77 – $19.37 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Skydance Corporation (SKYD) has posted an annualized return of -6.45% with annual volatility of 55.57%, 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 -59.87%. Its correlation with the S&P 500 is 0.16, 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 SKYD 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, Skydance Corporation (SKYD) is of the S&P 500.
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