SPCX (SPCX): analysis and statistics
Return, volatility, Sharpe ratio and risk for SPCX, an S&P 500 component in the — sector. Data as of 2026-08-01.
| Last close price | $108.37 |
| Sector (GICS) | — |
| Annualized return (0.1 yr) | -81.30% |
| Total return over period | -18.64% |
| Annualized volatility | 89.66% |
| Sharpe ratio | -0.95 |
| Sortino ratio | -1.53 |
| Max drawdown | -38.05% |
| CVaR 95% (avg. loss, worst 5% of days) | -9.26% |
| Correlation with the S&P 500 | 0.44 |
| Period range | $108.37 – $211.39 |
| Trading days analyzed | 31 |
Over the last 0.1 years, SPCX (SPCX) has posted an annualized return of -81.30% with annual volatility of 89.66%, 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 -38.05%. Its correlation with the S&P 500 is 0.44, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with SPCX →
Other stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio