Union Pacific Corporation (UNP): analysis and statistics
Return, volatility, Sharpe ratio and risk for Union Pacific Corporation, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $297.80 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +16.32% |
| Total return over period | +56.99% |
| Annualized volatility | 21.52% |
| Period volatility | 37.18% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.20 |
| Sortino ratio | 1.82 |
| Max drawdown | -17.75% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.88% |
| Correlation with the S&P 500 | 0.38 |
| Period range | $193.53 – $309.19 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Union Pacific Corporation (UNP) has posted an annualized return of +16.32% with annual volatility of 21.52%, a Sharpe ratio of 1.20. Its worst stretch (max drawdown from a peak) was -17.75%. Its correlation with the S&P 500 is 0.38, 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 UNP would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with UNP →
Other Industrials stocks
Is it part of the S&P 500?
Yes, Union Pacific Corporation (UNP) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio