Steris (STE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Steris, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $228.78 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +3.89% |
| Total return over period | +12.05% |
| Annualized volatility | 23.45% |
| Period volatility | 40.51% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.01 |
| Sortino ratio | -0.01 |
| Max drawdown | -25.37% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.10% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $193.03 – $267.17 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Steris (STE) has posted an annualized return of +3.89% with annual volatility of 23.45%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -25.37%. Its correlation with the S&P 500 is 0.33, 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 STE would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with STE →
Other Health Care stocks
Is it part of the S&P 500?
Yes, Steris (STE) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio