DNA Ginkgo Biowo...
Fundamental Data
Get detailed Fundamental insights of Ginkgo Bioworks 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 | -0.65 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of DNA
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Nov 10, 2021 | May 17, 2024 | -94.90% | 920 |
| Sep 28, 2021 | Oct 18, 2021 | -28.69% | 21 |
| Apr 26, 2021 | Sep 15, 2021 | -11.76% | 143 |
| Oct 20, 2021 | Nov 5, 2021 | -11.28% | 17 |
| Sep 20, 2021 | Sep 22, 2021 | -8.78% | 3 |
DNA vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between April 20, 2021 - May 17, 2024Annual Return (%)
DNA
S&P500
Metric DNA S&P500
| Cumulative Return | -92.04% | 27.51 % |
| Compound Annual Growth Rate (CAGR) | -43.33% | 5.61% |
| Sharpe | -0.45 | 0.54 |
| Sortino | -0.67 | 0.78 |
| Max Drawdown | -94.9% | -25.36% |
| Longest Drawdown Days | 920 | 745 |
| Volatility (ann.) | 90.87% | 17.28% |
| Correlation | 47.45% | - |
| R^2 | 0.23 | - |
| Calmar | -0.46 | 0.22 |
| Skew | 0.51 | -0.14 |
| Kurtosis | 1.34 | 1.77 |
| Expected Daily | -0.33% | 0.03% |
| Expected Monthly | -6.44% | 0.64% |
| Expected Yearly | -46.88% | 6.26% |
| Kelly Criterion | -4.2% | 4.19% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -9.58% | -1.75% |
| Expected Shortfall (cVaR) | -9.58% | -1.75% |
| Max Consecutive Wins | 6 | 10 |
| Max Consecutive Losses | 6 | 6 |
| Gain/Pain Ratio | -0.08 | 0.10 |
| Gain/Pain (1M) | -0.33 | 0.43 |
| Payoff Ratio | 1.09 | 1.00 |
| Profit Factor | 0.92 | 1.10 |
| Outlier Win Ratio | 2.23 | 11.24 |
| Outlier Loss Ratio | 1.87 | 9.83 |
| MTD | -9.59% | 5.47% |
| 3M | -45.20% | 5.99% |
| 6M | -44.82% | 17.60% |
| YTD | -52.33% | 11.39% |
| 1Y | -35.55% | 29.06% |
| 3Y (ann.) | -44.79% | 5.51% |
| Best Day | 24.02% | 5.50% |
| Worst Day | -17.29% | -4.35% |
| Best Month | 34.95% | 9.21% |
| Worst Month | -29.99% | -9.62% |
| Best Year | -0.00% | 24.29% |
| Worst Year | -79.66% | -19.48% |
| Avg. Drawdown | -31.08% | -1.93% |
| Avg. Drawdown Days | 221 | 27 |
| Recovery Factor | 1.34 | 1.14 |
| Ulcer Index | 0.75 | 0.11 |
| Avg. Up Month | 16.91% | 3.94% |
| Avg. Down Month | -20.02% | -4.35% |
| Win Days | 45.74% | 52.20% |
| Win Month | 36.84% | 63.16% |
| Win Quarter | 23.08% | 69.23% |
| Win Year | 0.00% | 75.00% |