Simon Property Group (SPG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Simon Property Group, a component of the S&P 500 in the Real Estate sector. Data as of 2026-09-13.
| Last close price | $204.83 |
| Sector (GICS) | Real Estate |
| Annualized return (3.0 yr) | +27.14% |
| Total return over period | +104.55% |
| Annualized volatility | 22.99% |
| Period volatility | 39.70% |
| Sharpe ratio | 1.01 |
| Sortino ratio | 1.48 |
| Max drawdown | -24.32% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.17% |
| Correlation with the S&P 500 | 0.50 |
| Period range | $90.19 – $236.70 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Simon Property Group (SPG) has posted an annualized return of +27.14% with annual volatility of 22.99%, a Sharpe ratio of 1.01. Its worst stretch (max drawdown from a peak) was -24.32%. Its correlation with the S&P 500 is 0.50, 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 SPG 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, Simon Property Group (SPG) is of the S&P 500.
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