Southern Company (SO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Southern Company, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $91.52 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +14.88% |
| Total return over period | +51.29% |
| Annualized volatility | 17.66% |
| Period volatility | 30.50% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.27 |
| Sortino ratio | 1.88 |
| Max drawdown | -16.22% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.33% |
| Correlation with the S&P 500 | -0.01 |
| Period range | $60.73 – $98.30 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Southern Company (SO) has posted an annualized return of +14.88% with annual volatility of 17.66%, a Sharpe ratio of 1.27. Its worst stretch (max drawdown from a peak) was -16.22%. Its correlation with the S&P 500 is -0.01, 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 SO 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, Southern Company (SO) is of the S&P 500.
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