Supermicro (SMCI): analysis and statistics
Return, volatility, Sharpe ratio and risk for Supermicro, an S&P 500 component in the Information Technology sector. Data as of 2026-07-30.
| Last close price | $27.70 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | -5.72% |
| Total return over period | -16.11% |
| Annualized volatility | 100.44% |
| Sharpe ratio | -0.09 |
| Sortino ratio | -0.14 |
| Max drawdown | -84.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -14.14% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $18.01 – $118.81 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Supermicro (SMCI) has posted an annualized return of -5.72% with annual volatility of 100.44%, 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 -84.84%. Its correlation with the S&P 500 is 0.43, 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 SMCI would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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