Stock Statistics

Historical returns, volatility, drawdown, momentum, and benchmark comparison for any stock.

Enter a ticker and choose a lookback period to begin.

Try AAPL, MSFT, NVDA, SPY, or any US-listed stock.

How Stock Statistics works

Stock Statistics calculates historical risk-adjusted performance for any US-listed stock over 1, 3, 5, 10, or 20 years, or since IPO. It returns annualized return, annualized volatility, Sharpe ratio (using a 4.5% risk-free rate), maximum drawdown, downside volatility, one-day 95% Value at Risk, 50-day and 200-day moving averages, three-, six-, and twelve-month price momentum, and benchmark comparison (beta and correlation) versus SPY. All calculations use adjusted closing prices to account for splits and dividends.

Why risk-adjusted stats matter more than raw returns

A stock up 200% over five years sounds impressive — until you learn it fell 70% along the way and had a Sharpe ratio of 0.3. Raw return hides the ride. A Sharpe ratio above 1.0 means you were rewarded more than one unit of return for each unit of volatility — a materially better outcome than the same return with twice the drawdown. Maximum drawdown is especially important: a stock that fell 60% needs a 150% gain just to recover.

Example

Enter NVDA with a 5-year lookback to see Nvidia's annualized return, how that compares to SPY on a risk-adjusted basis, the maximum drawdown experienced during the AI boom-and-bust cycles, and whether current momentum across 3-, 6-, and 12-month periods supports the existing trend or is starting to diverge.

Disclaimer: Theo Capital provides educational analysis only. Past performance is not a guarantee of future results. All statistics use adjusted closing prices from Financial Modeling Prep. This tool does not constitute investment advice.