Wabtec (WAB): analysis and statistics
Return, volatility, Sharpe ratio and risk for Wabtec, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $292.62 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +36.11% |
| Total return over period | +150.90% |
| Annualized volatility | 25.24% |
| Sharpe ratio | 1.28 |
| Sortino ratio | 1.95 |
| Max drawdown | -23.55% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.52% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $97.38 – $305.79 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Wabtec (WAB) has posted an annualized return of +36.11% with annual volatility of 25.24%, a Sharpe ratio of 1.28. Its worst stretch (max drawdown from a peak) was -23.55%. Its correlation with the S&P 500 is 0.62, 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 WAB would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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