Zimmer Biomet (ZBH): analysis and statistics
Return, volatility, Sharpe ratio and risk for Zimmer Biomet, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $96.39 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -1.41% |
| Total return over period | -4.15% |
| Annualized volatility | 27.31% |
| Period volatility | 47.18% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.35 |
| Sortino ratio | -0.46 |
| Max drawdown | -38.82% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.11% |
| Correlation with the S&P 500 | 0.19 |
| Period range | $79.37 – $129.74 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Zimmer Biomet (ZBH) has posted an annualized return of -1.41% with annual volatility of 27.31%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -38.82%. Its correlation with the S&P 500 is 0.19, 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 ZBH 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, Zimmer Biomet (ZBH) is of the S&P 500.
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