Warner Bros. Discovery (WBD): analysis and statistics
Return, volatility, Sharpe ratio and risk for Warner Bros. Discovery, a component of both the S&P 500 and the Nasdaq 100 in the Communication Services sector. Data as of 2026-09-13.
| Last close price | $28.04 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +35.22% |
| Total return over period | +145.75% |
| Annualized volatility | 50.03% |
| Period volatility | 86.37% |
| Sharpe ratio | 0.63 |
| Sortino ratio | 0.99 |
| Max drawdown | -46.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.60% |
| Correlation with the S&P 500 | 0.39 |
| Period range | $6.71 – $29.98 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Warner Bros. Discovery (WBD) has posted an annualized return of +35.22% with annual volatility of 50.03%, a Sharpe ratio of 0.63. Its worst stretch (max drawdown from a peak) was -46.28%. Its correlation with the S&P 500 is 0.39, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how WBD 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, Warner Bros. Discovery (WBD) is of both the S&P 500 and the Nasdaq 100.
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