Steel Dynamics (STLD): analysis and statistics
Return, volatility, Sharpe ratio and risk for Steel Dynamics, a component of the S&P 500 in the Materials sector. Data as of 2026-09-13.
| Last close price | $239.79 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +36.63% |
| Total return over period | +153.46% |
| Annualized volatility | 34.84% |
| Period volatility | 60.14% |
| Sharpe ratio | 0.94 |
| Sortino ratio | 1.46 |
| Max drawdown | -28.66% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.42% |
| Correlation with the S&P 500 | 0.49 |
| Period range | $94.09 – $282.12 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Steel Dynamics (STLD) has posted an annualized return of +36.63% with annual volatility of 34.84%, a Sharpe ratio of 0.94. Its worst stretch (max drawdown from a peak) was -28.66%. Its correlation with the S&P 500 is 0.49, which means it moves moderately in step 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 STLD would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Steel Dynamics (STLD) is of the S&P 500.
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