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Sun Country Airlines Holdings Inc
SNCYAdd to Watchlist
16.170USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
876.36MMarket Cap
21.39P/E TTM
Risk Assessment
Currency: USD Updated: 2026-05-12Sun Country Airlines Holdings Inc’s latest ESG disclosure leads the Passenger Transportation Services industry, indicating outstanding, compliant performance across environmental management, social responsibility, and governance, which may help mitigate overall risk.
Beta vs S&P 500 index
1.40
VaR
+5.04%
240-Day Maximum Drawdown
+30.08%
240-Day Volatility
+53.97%
Return
Best Daily Return
60 days
+6.69%
120 days
+12.58%
5 years
+21.61%
Worst Daily Return
60 days
-7.83%
120 days
-7.83%
5 years
-18.59%
Sharpe Ratio
60 days
-1.94
120 days
+1.36
5 years
-0.02
Risk Assessment
Maximum Drawdown
240 days
+30.08%
3 years
+64.72%
5 years
+77.33%
Return-to-Drawdown Ratio
240 days
+1.29
3 years
-0.12
5 years
-0.13
Skewness
240 days
+0.60
3 years
+0.29
5 years
+0.14
Volatility
Realised Volatility
240 days
+53.97%
5 years
+55.99%
Standardised True Range
240 days
+4.19%
5 years
+5.34%
Downside Risk-Adjusted Return
120 days
+263.11%
240 days
+263.11%
Maximum Daily Upside Volatility
60 days
+44.54%
Maximum Daily Downside Volatility
60 days
+45.22%
Liquidity
Average Turnover Rate
60 days
+1.53%
120 days
+2.01%
5 years
--
Turnover Deviation
20 days
-22.54%
60 days
-12.76%
120 days
+14.83%
