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 sector. Data as of 2026-09-13.
| Last close price | $190.31 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +26.12% |
| Total return over period | +99.68% |
| Annualized volatility | 33.13% |
| Period volatility | 57.20% |
| Sharpe ratio | 0.67 |
| Sortino ratio | 1.00 |
| Max drawdown | -28.35% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.70% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $71.33 – $223.19 |
| Trading days analyzed | 751 |
Over the last 3.0 years, TKO Group Holdings (TKO) has posted an annualized return of +26.12% with annual volatility of 33.13%, a Sharpe ratio of 0.67. Its worst stretch (max drawdown from a peak) was -28.35%. Its correlation with the S&P 500 is 0.33, 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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