W. R. Berkley Corporation (WRB): analysis and statistics
Return, volatility, Sharpe ratio and risk for W. R. Berkley Corporation, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $71.63 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +20.94% |
| Total return over period | +76.35% |
| Annualized volatility | 22.08% |
| Period volatility | 38.14% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.68 |
| Sortino ratio | 2.37 |
| Max drawdown | -17.62% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.25% |
| Correlation with the S&P 500 | 0.08 |
| Period range | $41.48 – $76.44 |
| Trading days analyzed | 752 |
Over the last 3.0 years, W. R. Berkley Corporation (WRB) has posted an annualized return of +20.94% with annual volatility of 22.08%, a Sharpe ratio of 1.68. Its worst stretch (max drawdown from a peak) was -17.62%. Its correlation with the S&P 500 is 0.08, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, W. R. Berkley Corporation (WRB) is of the S&P 500.
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