Waters Corporation (WAT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Waters Corporation, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $408.34 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +15.29% |
| Total return over period | +52.80% |
| Annualized volatility | 35.74% |
| Period volatility | 61.69% |
| Sharpe ratio | 0.32 |
| Sortino ratio | 0.48 |
| Max drawdown | -33.45% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.84% |
| Correlation with the S&P 500 | 0.42 |
| Period range | $236.70 – $421.26 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Waters Corporation (WAT) has posted an annualized return of +15.29% with annual volatility of 35.74%, a Sharpe ratio of 0.32. Its worst stretch (max drawdown from a peak) was -33.45%. Its correlation with the S&P 500 is 0.42, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Waters Corporation (WAT) is of the S&P 500.
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