Tyson Foods (TSN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Tyson Foods, a component of the S&P 500 in the Consumer Staples sector. Data as of 2026-09-13.
| Last close price | $52.98 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +3.33% |
| Total return over period | +10.26% |
| Annualized volatility | 23.94% |
| Period volatility | 41.32% |
| Sharpe ratio | -0.02 |
| Sortino ratio | -0.04 |
| Max drawdown | -24.58% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.39% |
| Correlation with the S&P 500 | 0.09 |
| Period range | $41.08 – $68.18 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Tyson Foods (TSN) has posted an annualized return of +3.33% with annual volatility of 23.94%, 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 -24.58%. Its correlation with the S&P 500 is 0.09, 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 TSN would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with TSN →
Other Consumer Staples stocks
Is it part of the S&P 500?
Yes, Tyson Foods (TSN) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio