CPRT Copart Inc.

Fundamental Data

Get detailed Fundamental insights of Copart Inc. and compare it to the S&P500.
YTD Return
CPRT +3.51%
vs.
SPY +18.46%
1-Year Return
CPRT +15.59%
vs.
SPY +27.00%
3-Year Return
CPRT +8.27%
vs.
SPY +5.68%

Worst 10 Drawdowns of CPRT

Started Recovered Drawdown Days
Feb 20, 2020 Sep 1, 2020 -43.74% 195
Nov 17, 2021 May 9, 2023 -35.39% 539
Sep 12, 2018 Apr 23, 2019 -32.33% 224
Jan 4, 2021 May 21, 2021 -18.26% 138
Nov 30, 2015 Mar 2, 2016 -16.73% 94
Apr 2, 2024 Sep 17, 2024 -15.29% 169
Feb 26, 2015 Nov 23, 2015 -14.38% 271
Jan 22, 2018 Feb 14, 2018 -10.77% 24
Sep 17, 2021 Oct 21, 2021 -10.32% 35
Nov 6, 2020 Dec 24, 2020 -9.58% 49

CPRT vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

CPRT
S&P500
Metric CPRT S&P500
Cumulative Return +1.01K% +174.09%
Compound Annual Growth Rate (CAGR) +18.67% +7.44%
Sharpe 1.06 0.67
Sortino 1.57 0.94
Max Drawdown -43.74% -34.1%
Longest Drawdown Days 539 745
Volatility (ann.) 26.73% 17.83%
Correlation 68.13% -
R^2 0.46 -
Calmar 0.43 0.22
Skew 0.08 -0.55
Kurtosis 11.83 12.49
Expected Daily +0.1% +0.04%
Expected Monthly +2.08% +0.87%
Expected Yearly +27.21% +10.61%
Kelly Criterion 6.98% 3.14%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.66% -1.80%
Expected Shortfall (cVaR) -2.66% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.22 0.14
Gain/Pain (1M) 1.22 0.78
Payoff Ratio 0.94 0.89
Profit Factor 1.22 1.14
Outlier Win Ratio 3.09 4.81
Outlier Loss Ratio 3.14 4.90
MTD -4.23% -0.11%
3M -4.68% +3.74%
6M -9.64% +10.44%
Best Day +17.35% +9.06%
Worst Day -14.06% -10.94%
Best Month +18.96% +12.70%
Worst Month -19.90% -13.00%
Best Year +90.29% +28.79%
Worst Year -19.66% -19.48%
Avg. Drawdown -3.19% -1.83%
Avg. Drawdown Days 21 22
Recovery Factor 6.30 3.41
Ulcer Index 0.12 0.08
Avg. Up Month +6.76% +3.66%
Avg. Down Month -7.34% -4.95%
Win Days 54.89% 54.39%
Win Month 67.52% 66.67%
Win Quarter 69.23% 76.92%
Win Year 90.00% 70.00%