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 sector. Data as of 2026-09-13.
| Last close price | $100.28 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | -9.51% |
| Total return over period | -25.76% |
| Annualized volatility | 29.33% |
| Period volatility | 50.64% |
| Sharpe ratio | -0.46 |
| Sortino ratio | -0.58 |
| Max drawdown | -44.19% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.92% |
| Correlation with the S&P 500 | 0.40 |
| Period range | $78.73 – $141.07 |
| Trading days analyzed | 751 |
Over the last 3.0 years, United Parcel Service (UPS) has posted an annualized return of -9.51% with annual volatility of 29.33%, 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 0.40, 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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