United Parcel Service (UPS): analysis and statistics
Return, volatility, Sharpe ratio and risk for United Parcel Service, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $105.62 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | -2.92% |
| Total return over period | -8.46% |
| Annualized volatility | 29.54% |
| Period volatility | 51.03% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.41 |
| Sortino ratio | -0.52 |
| Max drawdown | -44.19% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.94% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $78.73 – $141.07 |
| Trading days analyzed | 752 |
Over the last 3.0 years, United Parcel Service (UPS) has posted an annualized return of -2.92% with annual volatility of 29.54%, 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 -44.19%. 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 UPS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, United Parcel Service (UPS) is of the S&P 500.
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