Tractor Supply (TSCO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Tractor Supply, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $31.61 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -3.99% |
| Total return over period | -11.45% |
| Annualized volatility | 29.14% |
| Period volatility | 50.33% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.47 |
| Sortino ratio | -0.64 |
| Max drawdown | -52.69% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.35% |
| Correlation with the S&P 500 | 0.32 |
| 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 -3.99% with annual volatility of 29.14%, 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 0.32, 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 TSCO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Tractor Supply (TSCO) is of the S&P 500.
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