AAPL Apple Inc.
Fundamental Data
Get detailed Fundamental insights of Apple Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.11 | 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 | May 17, 2024 | -16.71% | 155 |
| 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 - May 17, 2024Annual Return (%)
AAPL
S&P500
Metric AAPL S&P500
| Cumulative Return | 594.73% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | 15.35% | 7.23% |
| Sharpe | 0.86 | 0.65 |
| Sortino | 1.26 | 0.91 |
| Max Drawdown | -38.73% | -34.1% |
| Longest Drawdown Days | 718 | 745 |
| Volatility (ann.) | 28.83% | 17.95% |
| Correlation | 75.45% | - |
| R^2 | 0.57 | - |
| Calmar | 0.4 | 0.21 |
| Skew | -0.00 | -0.55 |
| Kurtosis | 5.25 | 12.55 |
| Expected Daily | 0.08% | 0.04% |
| Expected Monthly | 1.73% | 0.84% |
| Expected Yearly | 21.39% | 9.93% |
| Kelly Criterion | 4.25% | 5.18% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -2.89% | -1.81% |
| Expected Shortfall (cVaR) | -2.89% | -1.81% |
| Max Consecutive Wins | 11 | 10 |
| Max Consecutive Losses | 8 | 8 |
| Gain/Pain Ratio | 0.17 | 0.13 |
| Gain/Pain (1M) | 0.88 | 0.74 |
| Payoff Ratio | 0.98 | 0.94 |
| Profit Factor | 1.17 | 1.13 |
| Outlier Win Ratio | 2.95 | 5.22 |
| Outlier Loss Ratio | 3.23 | 5.31 |
| MTD | 11.47% | 5.47% |
| 3M | 4.15% | 5.99% |
| 6M | 0.08% | 17.60% |
| YTD | -1.38% | 11.39% |
| 1Y | 10.34% | 29.06% |
| 3Y (ann.) | 9.35% | 5.51% |
| Best Day | 11.97% | 9.06% |
| Worst Day | -12.87% | -10.94% |
| Best Month | 21.44% | 12.70% |
| Worst Month | -18.40% | -13.00% |
| Best Year | 86.13% | 28.79% |
| Worst Year | -26.83% | -19.48% |
| Avg. Drawdown | -4.64% | -1.81% |
| Avg. Drawdown Days | 36 | 22 |
| Recovery Factor | 6.01 | 3.22 |
| Ulcer Index | 0.13 | 0.08 |
| Avg. Up Month | 8.42% | 4.05% |
| Avg. Down Month | -6.13% | -4.69% |
| Win Days | 52.67% | 54.06% |
| Win Month | 55.75% | 66.37% |
| Win Quarter | 68.42% | 76.32% |
| Win Year | 60.00% | 70.00% |