Western Digital (WDC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Western Digital, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $447.18 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +140.98% |
| Total return over period | +1275.12% |
| Annualized volatility | 58.01% |
| Period volatility | 100.14% |
| Sharpe ratio | 2.36 |
| Sortino ratio | 3.68 |
| Max drawdown | -49.65% |
| CVaR 95% (avg. loss, worst 5% of days) | -8.24% |
| Correlation with the S&P 500 | 0.51 |
| Period range | $28.79 – $746.23 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Western Digital (WDC) has posted an annualized return of +140.98% with annual volatility of 58.01%, a Sharpe ratio of 2.36. Its worst stretch (max drawdown from a peak) was -49.65%. Its correlation with the S&P 500 is 0.51, 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 WDC would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with WDC →
Other Information Technology stocks
Is it part of the S&P 500?
Yes, Western Digital (WDC) is of both the S&P 500 and the Nasdaq 100.
What is the Sharpe ratio? · How to optimize an investment portfolio