Sempra (SRE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Sempra, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $89.61 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +9.79% |
| Total return over period | +32.13% |
| Annualized volatility | 23.67% |
| Sharpe ratio | 0.26 |
| Sortino ratio | 0.34 |
| Max drawdown | -31.62% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.37% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $59.91 – $99.04 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Sempra (SRE) has posted an annualized return of +9.79% with annual volatility of 23.67%, a Sharpe ratio of 0.26. Its worst stretch (max drawdown from a peak) was -31.62%. Its correlation with the S&P 500 is 0.32, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how SRE would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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