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. Data as of 2026-10-29.
| Last close price | $265.00 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +11.84% |
| Total return over period | +39.64% |
| Annualized volatility | 25.44% |
| Period volatility | 43.95% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.62 |
| Sortino ratio | 0.88 |
| Max drawdown | -26.82% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.55% |
| Correlation with the S&P 500 | 0.48 |
| Period range | $192.03 – $329.09 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Vulcan Materials Company (VMC) has posted an annualized return of +11.84% with annual volatility of 25.44%, a Sharpe ratio of 0.62. Its worst stretch (max drawdown from a peak) was -26.82%. Its correlation with the S&P 500 is 0.48, 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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