United Parcel Service (UPS): analysis and statistics
Return, volatility, Sharpe ratio and risk for United Parcel Service, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $105.23 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | -12.86% |
| Total return over period | -33.69% |
| Annualized volatility | 29.21% |
| Sharpe ratio | -0.57 |
| Sortino ratio | -0.71 |
| Max drawdown | -49.96% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.88% |
| Correlation with the S&P 500 | 0.40 |
| Period range | $78.73 – $158.70 |
| Trading days analyzed | 752 |
Over the last 3.0 years, United Parcel Service (UPS) has posted an annualized return of -12.86% with annual volatility of 29.21%, 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 -49.96%. 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with UPS →
Other Industrials stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio