DELL Dell Technol...

Fundamental Data

Get detailed Fundamental insights of Dell Technologies Inc. and compare it to the S&P500.
YTD Return
DELL +52.71%
vs.
SPY +18.46%
1-Year Return
DELL +68.60%
vs.
SPY +27.00%
3-Year Return
DELL +19.74%
vs.
SPY +5.68%

Worst 10 Drawdowns of DELL

Started Recovered Drawdown Days
May 17, 2019 Oct 12, 2020 -58.63% 515
May 30, 2024 Sep 17, 2024 -50.96% 111
Feb 10, 2022 Aug 31, 2023 -44.43% 568
Nov 29, 2018 Mar 14, 2019 -28.61% 106
Jan 24, 2018 Jun 15, 2018 -26.35% 143
Oct 15, 2020 Dec 2, 2020 -14.70% 49
Mar 4, 2024 Apr 2, 2024 -14.56% 30
Apr 8, 2024 May 9, 2024 -13.45% 32
Jun 1, 2017 Aug 23, 2017 -12.99% 84
Sep 17, 2018 Nov 7, 2018 -12.06% 52

DELL vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between August 18, 2016 - September 17, 2024

Annual Return (%)

DELL
S&P500
Metric DELL S&P500
Cumulative Return +867.85% +157.85%
Compound Annual Growth Rate (CAGR) +21.38% +8.42%
Sharpe 0.91 0.73
Sortino 1.35 1.02
Max Drawdown -58.63% -34.1%
Longest Drawdown Days 568 745
Volatility (ann.) 39.66% 18.31%
Correlation 52.8% -
R^2 0.28 -
Calmar 0.36 0.25
Skew 0.53 -0.58
Kurtosis 25.07 13.29
Expected Daily +0.11% +0.05%
Expected Monthly +2.34% +0.97%
Expected Yearly +28.69% +11.1%
Kelly Criterion 6.59% 4.83%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.97% -1.84%
Expected Shortfall (cVaR) -3.97% -1.84%
Max Consecutive Wins 10 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.20 0.15
Gain/Pain (1M) 1.32 0.86
Payoff Ratio 0.96 0.89
Profit Factor 1.20 1.15
Outlier Win Ratio 3.07 6.65
Outlier Loss Ratio 3.25 6.64
MTD +1.11% -0.11%
3M -13.45% +3.74%
6M +9.18% +10.44%
Best Day +31.62% +9.06%
Worst Day -26.40% -10.94%
Best Month +22.51% +12.70%
Worst Month -17.57% -13.00%
Best Year +90.20% +28.79%
Worst Year -28.40% -19.48%
Avg. Drawdown -5.03% -1.83%
Avg. Drawdown Days 25 20
Recovery Factor 4.95 3.18
Ulcer Index 0.19 0.08
Avg. Up Month +8.27% +3.41%
Avg. Down Month -8.59% -5.55%
Win Days 54.13% 55.08%
Win Month 67.35% 68.37%
Win Quarter 66.67% 75.76%
Win Year 88.89% 77.78%

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