W. R. Berkley Corporation (WRB): analysis and statistics
Return, volatility, Sharpe ratio and risk for W. R. Berkley Corporation, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $73.39 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +24.67% |
| Total return over period | +93.11% |
| Annualized volatility | 22.23% |
| Sharpe ratio | 0.94 |
| Sortino ratio | 1.35 |
| Max drawdown | -17.62% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.25% |
| Correlation with the S&P 500 | 0.11 |
| Period range | $37.40 – $76.44 |
| Trading days analyzed | 752 |
Over the last 3.0 years, W. R. Berkley Corporation (WRB) has posted an annualized return of +24.67% with annual volatility of 22.23%, a Sharpe ratio of 0.94. Its worst stretch (max drawdown from a peak) was -17.62%. Its correlation with the S&P 500 is 0.11, 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 WRB would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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