Tractor Supply (TSCO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Tractor Supply, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $30.21 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -10.71% |
| Total return over period | -28.69% |
| Annualized volatility | 28.32% |
| Sharpe ratio | -0.51 |
| Sortino ratio | -0.67 |
| Max drawdown | -52.69% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.37% |
| Correlation with the S&P 500 | 0.34 |
| Period range | $29.14 – $61.60 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Tractor Supply (TSCO) has posted an annualized return of -10.71% with annual volatility of 28.32%, 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 -52.69%. Its correlation with the S&P 500 is 0.34, 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 TSCO would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with TSCO →
Other Consumer Discretionary stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio