The Trade Desk (TTD): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Trade Desk, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $18.27 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | -41.66% |
| Total return over period | -79.97% |
| Annualized volatility | 58.71% |
| Sharpe ratio | -0.77 |
| Sortino ratio | -0.99 |
| Max drawdown | -87.97% |
| CVaR 95% (avg. loss, worst 5% of days) | -8.84% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $16.79 – $139.51 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Trade Desk (TTD) has posted an annualized return of -41.66% with annual volatility of 58.71%, 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 -87.97%. Its correlation with the S&P 500 is 0.37, 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 S&P 500 stocks, try the optimizer.
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