The Trade Desk (TTD): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Trade Desk, a component of the S&P 500 in the Communication Services sector. Data as of 2026-09-13.
| Last close price | $14.34 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | -45.03% |
| Total return over period | -83.19% |
| Annualized volatility | 60.43% |
| Period volatility | 104.32% |
| Sharpe ratio | -0.81 |
| Sortino ratio | -1.03 |
| Max drawdown | -90.66% |
| CVaR 95% (avg. loss, worst 5% of days) | -9.35% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $13.03 – $139.51 |
| Trading days analyzed | 751 |
Over the last 3.0 years, The Trade Desk (TTD) has posted an annualized return of -45.03% with annual volatility of 60.43%, 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 -90.66%. Its correlation with the S&P 500 is 0.36, 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 TTD would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Communication Services stocks
Is it part of the S&P 500?
Yes, The Trade Desk (TTD) is of the S&P 500.
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