Sempra (SRE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Sempra, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $84.67 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +9.84% |
| Total return over period | +32.31% |
| Annualized volatility | 23.89% |
| Period volatility | 41.26% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.48 |
| Sortino ratio | 0.63 |
| Max drawdown | -31.62% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.43% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $61.45 – $99.04 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Sempra (SRE) has posted an annualized return of +9.84% with annual volatility of 23.89%, a Sharpe ratio of 0.48. Its worst stretch (max drawdown from a peak) was -31.62%. Its correlation with the S&P 500 is 0.29, 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 stocks, try the optimizer.
Optimize a portfolio with SRE →
Other Utilities stocks
Is it part of the S&P 500?
Yes, Sempra (SRE) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio