Vulcan Materials Company (VMC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Vulcan Materials Company, a component of the S&P 500 in the Materials sector. Data as of 2026-09-13.
| Last close price | $252.74 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +6.51% |
| Total return over period | +20.69% |
| Annualized volatility | 25.69% |
| Period volatility | 44.34% |
| Sharpe ratio | 0.10 |
| Sortino ratio | 0.14 |
| Max drawdown | -24.43% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.69% |
| Correlation with the S&P 500 | 0.50 |
| Period range | $189.77 – $329.09 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Vulcan Materials Company (VMC) has posted an annualized return of +6.51% with annual volatility of 25.69%, a Sharpe ratio of 0.10. Its worst stretch (max drawdown from a peak) was -24.43%. Its correlation with the S&P 500 is 0.50, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how VMC 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, Vulcan Materials Company (VMC) is of the S&P 500.
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