TRI (TRI): analysis and statistics
Return, volatility, Sharpe ratio and risk for TRI, an S&P 500 component in the — sector. Data as of 2026-08-01.
| Last close price | $98.13 |
| Sector (GICS) | — |
| Annualized return (2.9 yr) | -3.37% |
| Total return over period | -9.44% |
| Annualized volatility | 31.61% |
| Sharpe ratio | -0.22 |
| Sortino ratio | -0.32 |
| Max drawdown | -60.04% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.73% |
| Correlation with the S&P 500 | 0.20 |
| Period range | $76.55 – $206.18 |
| Trading days analyzed | 729 |
Over the last 2.9 years, TRI (TRI) has posted an annualized return of -3.37% with annual volatility of 31.61%, 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 -60.04%. Its correlation with the S&P 500 is 0.20, 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 S&P 500 stocks, try the optimizer.
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