TransDigm Group (TDG): analysis and statistics
Return, volatility, Sharpe ratio and risk for TransDigm Group, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $1,140.32 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +15.55% |
| Total return over period | +53.84% |
| Annualized volatility | 26.33% |
| Period volatility | 45.45% |
| Sharpe ratio | 0.44 |
| Sortino ratio | 0.60 |
| Max drawdown | -25.77% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.93% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $694.30 – $1,516.55 |
| Trading days analyzed | 751 |
Over the last 3.0 years, TransDigm Group (TDG) has posted an annualized return of +15.55% with annual volatility of 26.33%, a Sharpe ratio of 0.44. Its worst stretch (max drawdown from a peak) was -25.77%. Its correlation with the S&P 500 is 0.47, 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 TDG 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, TransDigm Group (TDG) is of the S&P 500.
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