TRI (TRI): analysis and statistics
Return, volatility, Sharpe ratio and risk for TRI, a component of the Nasdaq 100 in the —. Data as of 2026-10-30.
| Last close price | $119.03 |
| Sector (GICS) | — |
| Annualized return (3.0 yr) | +1.68% |
| Total return over period | +5.09% |
| Annualized volatility | 34.33% |
| Period volatility | 59.34% |
| Period T-bill | 12.36% |
| Sharpe ratio | -0.12 |
| Sortino ratio | -0.17 |
| Max drawdown | -62.87% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.18% |
| Correlation with the S&P 500 | 0.17 |
| Period range | $76.55 – $206.18 |
| Trading days analyzed | 753 |
Over the last 3.0 years, TRI (TRI) has posted an annualized return of +1.68% with annual volatility of 34.33%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -62.87%. Its correlation with the S&P 500 is 0.17, 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 TRI would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
No, TRI (TRI) is not part of the S&P 500 — it is of the Nasdaq 100.
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