Supermicro (SMCI): analysis and statistics
Return, volatility, Sharpe ratio and risk for Supermicro, a component of the S&P 500 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $40.10 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +14.06% |
| Total return over period | +47.99% |
| Annualized volatility | 100.26% |
| Period volatility | 173.09% |
| Sharpe ratio | 0.10 |
| Sortino ratio | 0.15 |
| Max drawdown | -84.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -13.73% |
| Correlation with the S&P 500 | 0.42 |
| Period range | $18.01 – $118.81 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Supermicro (SMCI) has posted an annualized return of +14.06% with annual volatility of 100.26%, a Sharpe ratio of 0.10. Its worst stretch (max drawdown from a peak) was -84.84%. Its correlation with the S&P 500 is 0.42, 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 stocks, try the optimizer.
Optimize a portfolio with SMCI →
Other Information Technology stocks
Is it part of the S&P 500?
Yes, Supermicro (SMCI) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio