Wabtec (WAB): analysis and statistics
Return, volatility, Sharpe ratio and risk for Wabtec, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $282.18 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +40.38% |
| Total return over period | +175.13% |
| Annualized volatility | 25.17% |
| Period volatility | 43.48% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.74 |
| Sortino ratio | 5.68 |
| Max drawdown | -23.55% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.50% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $104.08 – $305.79 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Wabtec (WAB) has posted an annualized return of +40.38% with annual volatility of 25.17%, a Sharpe ratio of 3.74. 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Wabtec (WAB) is of the S&P 500.
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