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. Data as of 2026-10-29.
| Last close price | $173.54 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +44.53% |
| Total return over period | +200.16% |
| Annualized volatility | 24.64% |
| Period volatility | 42.57% |
| Period T-bill | 12.40% |
| Sharpe ratio | 4.41 |
| Sortino ratio | 6.30 |
| Max drawdown | -25.68% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.77% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $58.69 – $194.26 |
| Trading days analyzed | 752 |
Over the last 3.0 years, State Street Corporation (STT) has posted an annualized return of +44.53% with annual volatility of 24.64%, a Sharpe ratio of 4.41. Its worst stretch (max drawdown from a peak) was -25.68%. Its correlation with the S&P 500 is 0.62, 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.
Optimize a portfolio with STT →
Other Financials stocks
Is it part of the S&P 500?
Yes, State Street Corporation (STT) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio