AAPL Apple Inc.

Fundamental Data

Get detailed Fundamental insights of Apple Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.12 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of AAPL

Started Recovered Drawdown Days
Oct 4, 2018 Oct 10, 2019 -38.73% 372
Feb 24, 2015 Feb 10, 2017 -32.06% 718
Feb 13, 2020 Jun 4, 2020 -31.43% 113
Jan 4, 2022 Jun 9, 2023 -31.31% 522
Sep 2, 2020 Dec 24, 2020 -20.38% 114
Jan 27, 2021 Jul 6, 2021 -18.72% 161
Dec 15, 2023 Jun 10, 2024 -16.71% 179
Aug 1, 2023 Dec 12, 2023 -15.05% 134
Jan 19, 2018 Mar 8, 2018 -13.45% 49
Sep 8, 2021 Nov 17, 2021 -11.20% 71

AAPL vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

AAPL
S&P500
Metric AAPL S&P500
Cumulative Return +720.75% +167.24%
Compound Annual Growth Rate (CAGR) +16.45% +7.37%
Sharpe 0.91 0.67
Sortino 1.34 0.93
Max Drawdown -38.73% -34.1%
Longest Drawdown Days 718 745
Volatility (ann.) 28.82% 17.83%
Correlation 75.13% -
R^2 0.56 -
Calmar 0.42 0.22
Skew 0.01 -0.55
Kurtosis 5.23 12.70
Expected Daily +0.09% +0.04%
Expected Monthly +1.85% +0.86%
Expected Yearly +23.43% +10.33%
Kelly Criterion 4.77% 5.22%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.88% -1.80%
Expected Shortfall (cVaR) -2.88% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.18 0.14
Gain/Pain (1M) 0.95 0.76
Payoff Ratio 0.97 0.93
Profit Factor 1.18 1.14
Outlier Win Ratio 2.97 5.30
Outlier Loss Ratio 3.20 5.31
MTD +6.50% +0.88%
3M +34.29% +9.90%
6M +18.92% +15.22%
YTD +16.51% +15.50%
1Y +15.78% +20.87%
3Y (ann.) +10.63% +5.42%
Best Day +11.97% +9.06%
Worst Day -12.87% -10.94%
Best Month -12.87% -10.94%
Worst Month -18.40% -13.00%
Best Year +86.13% +28.79%
Worst Year -26.83% -19.48%
Avg. Drawdown -4.57% -1.80%
Avg. Drawdown Days 35 21
Recovery Factor 6.46 3.33
Ulcer Index 0.13 0.08
Avg. Up Month +8.43% +3.97%
Avg. Down Month -6.13% -4.69%
Win Days 53.01% 54.28%
Win Month 56.52% 66.96%
Win Quarter 69.23% 76.92%
Win Year 70.00% 70.00%