Sandisk (SNDK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Sandisk, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $1,404.77 |
| Sector (GICS) | Information Technology |
| Annualized return (0.3 yr) | +3.57% |
| Total return over period | +0.99% |
| Annualized volatility | 103.71% |
| Period volatility | 55.05% |
| Period T-bill | 1.11% |
| Sharpe ratio | -0.00 |
| Sortino ratio | -0.00 |
| Max drawdown | -36.91% |
| CVaR 95% (avg. loss, worst 5% of days) | -12.02% |
| Correlation with the S&P 500 | 0.42 |
| Period range | $1,015.89 – $1,887.04 |
| Trading days analyzed | 71 |
Over the last 0.3 years, Sandisk (SNDK) has posted an annualized return of +3.57% with annual volatility of 103.71%, 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 -36.91%. 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 SNDK would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Information Technology stocks
Is it part of the S&P 500?
Yes, Sandisk (SNDK) is of both the S&P 500 and the Nasdaq 100.
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