TKO Group Holdings (TKO): analysis and statistics
Return, volatility, Sharpe ratio and risk for TKO Group Holdings, a component of the S&P 500 in the Communication Services. Data as of 2026-10-29.
| Last close price | $173.88 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +29.54% |
| Total return over period | +116.51% |
| Annualized volatility | 31.74% |
| Period volatility | 54.82% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.90 |
| Sortino ratio | 2.95 |
| Max drawdown | -23.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.36% |
| 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 +29.54% with annual volatility of 31.74%, a Sharpe ratio of 1.90. Its worst stretch (max drawdown from a peak) was -23.28%. 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, TKO Group Holdings (TKO) is of the S&P 500.
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