Stanley Black & Decker (SWK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Stanley Black & Decker, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $89.24 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +4.59% |
| Total return over period | +14.31% |
| Annualized volatility | 38.20% |
| Period volatility | 65.94% |
| Sharpe ratio | 0.02 |
| Sortino ratio | 0.03 |
| Max drawdown | -48.31% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.02% |
| Correlation with the S&P 500 | 0.56 |
| Period range | $52.74 – $104.00 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Stanley Black & Decker (SWK) has posted an annualized return of +4.59% with annual volatility of 38.20%, a Sharpe ratio of 0.02. Its worst stretch (max drawdown from a peak) was -48.31%. Its correlation with the S&P 500 is 0.56, 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 SWK 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, Stanley Black & Decker (SWK) is of the S&P 500.
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