DRI Darden Resta...

Fundamental Data

Get detailed Fundamental insights of Darden Restaurants Inc. and compare it to the S&P500.
YTD Return
DRI -1.69%
vs.
SPY +18.46%
1-Year Return
DRI +7.64%
vs.
SPY +27.00%
3-Year Return
DRI +1.90%
vs.
SPY +5.68%

Worst 10 Drawdowns of DRI

Started Recovered Drawdown Days
Sep 10, 2019 Feb 3, 2021 -73.22% 513
Sep 28, 2021 May 17, 2023 -30.02% 597
Jul 21, 2023 Mar 1, 2024 -22.17% 225
Mar 7, 2024 Sep 17, 2024 -21.51% 195
Aug 6, 2015 Mar 9, 2016 -19.60% 217
Sep 12, 2018 Mar 27, 2019 -18.99% 197
Jun 28, 2017 Dec 18, 2017 -16.87% 174
Jan 8, 2018 Jun 20, 2018 -15.35% 164
Mar 29, 2021 Jul 9, 2021 -12.67% 103
Jun 10, 2016 Nov 8, 2016 -12.66% 152

DRI vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

DRI
S&P500
Metric DRI S&P500
Cumulative Return +208.79% +174.09%
Compound Annual Growth Rate (CAGR) +8.35% +7.44%
Sharpe 0.50 0.67
Sortino 0.75 0.94
Max Drawdown -73.22% -34.1%
Longest Drawdown Days 597 745
Volatility (ann.) 35.54% 17.83%
Correlation 55.04% -
R^2 0.3 -
Calmar 0.11 0.22
Skew 0.85 -0.55
Kurtosis 37.08 12.49
Expected Daily +0.05% +0.04%
Expected Monthly +0.97% +0.87%
Expected Yearly +11.94% +10.61%
Kelly Criterion 3.29% 4.07%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.61% -1.80%
Expected Shortfall (cVaR) -3.61% -1.80%
Max Consecutive Wins 8 10
Max Consecutive Losses 11 8
Gain/Pain Ratio 0.11 0.14
Gain/Pain (1M) 0.67 0.78
Payoff Ratio 0.97 0.91
Profit Factor 1.11 1.14
Outlier Win Ratio 3.14 5.76
Outlier Loss Ratio 3.30 5.74
MTD +2.14% -0.11%
3M +8.57% +3.74%
6M -6.07% +10.44%
Best Day +31.34% +9.06%
Worst Day -24.66% -10.94%
Best Month +35.49% +12.70%
Worst Month -44.14% -13.00%
Best Year +32.04% +28.79%
Worst Year -8.17% -19.48%
Avg. Drawdown -6.05% -1.83%
Avg. Drawdown Days 48 22
Recovery Factor 2.37 3.41
Ulcer Index 0.14 0.08
Avg. Up Month +6.85% +3.92%
Avg. Down Month -7.06% -4.76%
Win Days 52.38% 54.39%
Win Month 55.56% 66.67%
Win Quarter 64.10% 76.92%
Win Year 80.00% 70.00%