SPDR S&P 500 ETF Trust (SPY): analysis and statistics
Return, volatility, Sharpe ratio and risk for SPDR S&P 500 ETF Trust, in the Macro sector. Data as of 2026-09-13.
| Last close price | $764.29 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +21.27% |
| Total return over period | +77.67% |
| Annualized volatility | 15.34% |
| Period volatility | 26.49% |
| Sharpe ratio | 1.13 |
| Sortino ratio | 1.67 |
| Max drawdown | -18.76% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.16% |
| Correlation with the S&P 500 | 1.00 |
| Period range | $397.04 – $777.88 |
| Trading days analyzed | 751 |
Over the last 3.0 years, SPDR S&P 500 ETF Trust (SPY) has posted an annualized return of +21.27% with annual volatility of 15.34%, a Sharpe ratio of 1.13. Its worst stretch (max drawdown from a peak) was -18.76%. Its correlation with the S&P 500 is 1.00, which means it moves closely in line 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 SPY would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Information for educational purposes only. Not financial advice or a recommendation to buy or sell. Past performance does not guarantee future results.