CHWY Chewy Inc.

Fundamental Data

Get detailed Fundamental insights of Chewy Inc. and compare it to the S&P500.
YTD Return
CHWY +35.72%
vs.
SPY +18.46%
1-Year Return
CHWY +59.16%
vs.
SPY +27.00%
3-Year Return
CHWY -14.93%
vs.
SPY +5.68%

Worst 10 Drawdowns of CHWY

Started Recovered Drawdown Days
Feb 16, 2021 Sep 17, 2024 -87.37% 1310
Jun 19, 2019 Mar 27, 2020 -40.77% 283
Sep 3, 2020 Oct 27, 2020 -24.39% 55
Dec 22, 2020 Jan 12, 2021 -17.29% 22
Oct 29, 2020 Nov 25, 2020 -16.79% 28
Apr 28, 2020 Jun 1, 2020 -15.44% 35
Aug 6, 2020 Aug 27, 2020 -13.96% 22
Jun 10, 2020 Jul 8, 2020 -13.24% 29
Mar 31, 2020 Apr 8, 2020 -12.58% 9
Jan 15, 2021 Feb 11, 2021 -11.51% 28

CHWY vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between June 17, 2019 - September 17, 2024

Annual Return (%)

CHWY
S&P500
Metric CHWY S&P500
Cumulative Return -8.35% +94.66%
Compound Annual Growth Rate (CAGR) -1.14% +9.14%
Sharpe 0.30 0.72
Sortino 0.46 1.00
Max Drawdown -87.37% -34.1%
Longest Drawdown Days 1310 745
Volatility (ann.) 65.67% 20.73%
Correlation 37.16% -
R^2 0.14 -
Calmar -0.01 0.27
Skew 0.69 -0.56
Kurtosis 3.58 11.62
Expected Daily -0.01% +0.05%
Expected Monthly -0.14% +1.05%
Expected Yearly -1.44% +11.74%
Kelly Criterion -1.42% 6.82%
Risk of Ruin 0% 0%
Daily Value-at-Risk -6.73% -2.09%
Expected Shortfall (cVaR) -6.73% -2.09%
Max Consecutive Wins 7 10
Max Consecutive Losses 10 7
Gain/Pain Ratio 0.05 0.15
Gain/Pain (1M) 0.26 0.83
Payoff Ratio 1.03 0.93
Profit Factor 1.05 1.15
Outlier Win Ratio 2.30 8.78
Outlier Loss Ratio 2.22 7.19
MTD +12.33% -0.11%
3M +44.85% +3.74%
6M +84.42% +10.44%
Best Day +27.14% +9.06%
Worst Day -16.10% -10.94%
Best Month +41.49% +12.70%
Worst Month -29.26% -13.00%
Best Year +209.97% +27.04%
Worst Year -37.12% -19.48%
Avg. Drawdown -16.21% -2.01%
Avg. Drawdown Days 104 19
Recovery Factor 1.18 2.29
Ulcer Index 0.56 0.10
Avg. Up Month +15.43% +4.99%
Avg. Down Month -13.81% -4.12%
Win Days 48.63% 55.03%
Win Month 48.44% 65.63%
Win Quarter 54.55% 77.27%
Win Year 33.33% 83.33%