Waters Corporation (WAT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Waters Corporation, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $380.29 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +11.31% |
| Total return over period | +37.68% |
| Annualized volatility | 35.83% |
| Sharpe ratio | 0.21 |
| Sortino ratio | 0.32 |
| Max drawdown | -33.45% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.86% |
| Correlation with the S&P 500 | 0.41 |
| Period range | $236.70 – $417.28 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Waters Corporation (WAT) has posted an annualized return of +11.31% with annual volatility of 35.83%, a Sharpe ratio of 0.21. Its worst stretch (max drawdown from a peak) was -33.45%. Its correlation with the S&P 500 is 0.41, 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 WAT would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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