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. Data as of 2026-10-29.
| Last close price | $772.31 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +24.98% |
| Total return over period | +94.51% |
| Annualized volatility | 15.21% |
| Period volatility | 26.27% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.12 |
| Sortino ratio | 4.67 |
| Max drawdown | -18.76% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.15% |
| Correlation with the S&P 500 | 1.00 |
| Period range | $401.79 – $779.09 |
| Trading days analyzed | 752 |
Over the last 3.0 years, SPDR S&P 500 ETF Trust (SPY) has posted an annualized return of +24.98% with annual volatility of 15.21%, a Sharpe ratio of 3.12. 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.