TKO Group Holdings (TKO): analysis and statistics
Return, volatility, Sharpe ratio and risk for TKO Group Holdings, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $183.79 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +23.00% |
| Total return over period | +85.49% |
| Annualized volatility | 34.12% |
| Sharpe ratio | 0.57 |
| Sortino ratio | 0.82 |
| Max drawdown | -34.80% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.02% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $71.33 – $223.19 |
| Trading days analyzed | 752 |
Over the last 3.0 years, TKO Group Holdings (TKO) has posted an annualized return of +23.00% with annual volatility of 34.12%, a Sharpe ratio of 0.57. Its worst stretch (max drawdown from a peak) was -34.80%. Its correlation with the S&P 500 is 0.32, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how TKO would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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