CULP Culp Inc.

Fundamental Data

Get detailed Fundamental insights of Culp Inc. and compare it to the S&P500.
YTD Return
CULP +3.45%
vs.
SPY +18.46%
1-Year Return
CULP +2.74%
vs.
SPY +27.00%
3-Year Return
CULP -17.17%
vs.
SPY +5.68%

Worst 10 Drawdowns of CULP

Started Recovered Drawdown Days
Dec 30, 2016 Sep 17, 2024 -89.48% 2819
Sep 8, 2015 Nov 17, 2016 -31.79% 437
Jul 8, 2015 Sep 3, 2015 -12.95% 58
Jan 9, 2015 Mar 4, 2015 -10.11% 55
Apr 8, 2015 Jun 17, 2015 -9.71% 71
Nov 21, 2016 Dec 5, 2016 -4.84% 15
Dec 12, 2016 Dec 27, 2016 -4.83% 16
Mar 31, 2015 Mar 31, 2015 -2.27% 1
Mar 13, 2015 Mar 17, 2015 -1.72% 5
Mar 20, 2015 Mar 24, 2015 -1.54% 5

CULP vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

CULP
S&P500
Metric CULP S&P500
Cumulative Return -72.47% +174.09%
Compound Annual Growth Rate (CAGR) -8.77% +7.44%
Sharpe -0.16 0.67
Sortino -0.23 0.94
Max Drawdown -89.48% -34.1%
Longest Drawdown Days 2819 745
Volatility (ann.) 38.21% 17.83%
Correlation 26.91% -
R^2 0.07 -
Calmar -0.1 0.22
Skew 0.48 -0.55
Kurtosis 6.23 12.49
Expected Daily -0.05% +0.04%
Expected Monthly -1.1% +0.87%
Expected Yearly -12.1% +10.61%
Kelly Criterion -2.89% 5.53%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.98% -1.80%
Expected Shortfall (cVaR) -3.98% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 11 8
Gain/Pain Ratio -0.03 0.14
Gain/Pain (1M) -0.11 0.78
Payoff Ratio 1.08 0.93
Profit Factor 0.97 1.14
Outlier Win Ratio 2.99 6.93
Outlier Loss Ratio 2.99 6.45
MTD +19.32% -0.11%
3M +39.63% +3.74%
6M +36.76% +10.44%
Best Day +16.69% +9.06%
Worst Day -14.63% -10.94%
Best Month +28.92% +12.70%
Worst Month -27.79% -13.00%
Best Year +45.86% +28.79%
Worst Year -51.74% -19.48%
Avg. Drawdown -11.53% -1.83%
Avg. Drawdown Days 233 22
Recovery Factor 0.65 3.41
Ulcer Index 0.59 0.08
Avg. Up Month +8.49% +3.74%
Avg. Down Month -9.29% -4.46%
Win Days 46.68% 54.39%
Win Month 45.69% 66.67%
Win Quarter 53.85% 76.92%
Win Year 50.00% 70.00%