State Street Corporation (STT): analysis and statistics
Return, volatility, Sharpe ratio and risk for State Street Corporation, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $193.40 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +44.33% |
| Total return over period | +198.49% |
| Annualized volatility | 24.76% |
| Period volatility | 42.74% |
| Sharpe ratio | 1.63 |
| Sortino ratio | 2.34 |
| Max drawdown | -25.68% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.74% |
| Correlation with the S&P 500 | 0.61 |
| Period range | $57.82 – $194.26 |
| Trading days analyzed | 751 |
Over the last 3.0 years, State Street Corporation (STT) has posted an annualized return of +44.33% with annual volatility of 24.76%, a Sharpe ratio of 1.63. Its worst stretch (max drawdown from a peak) was -25.68%. Its correlation with the S&P 500 is 0.61, 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 STT 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, State Street Corporation (STT) is of the S&P 500.
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