SPCX (SPCX): analysis and statistics
Return, volatility, Sharpe ratio and risk for SPCX, a component of the Nasdaq 100 in the —. Data as of 2026-10-30.
| Last close price | $137.82 |
| Sector (GICS) | — |
| Annualized return (0.4 yr) | -33.17% |
| Total return over period | -14.37% |
| Annualized volatility | 81.72% |
| Period volatility | 50.70% |
| Period T-bill | 1.51% |
| Sharpe ratio | -0.31 |
| Sortino ratio | -0.47 |
| Max drawdown | -48.78% |
| CVaR 95% (avg. loss, worst 5% of days) | -12.11% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $108.27 – $211.39 |
| Trading days analyzed | 97 |
Over the last 0.4 years, SPCX (SPCX) has posted an annualized return of -33.17% with annual volatility of 81.72%, 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 -48.78%. Its correlation with the S&P 500 is 0.47, 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 SPCX would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
No, SPCX (SPCX) is not part of the S&P 500 — it is of the Nasdaq 100.
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