FCX Freeport-McM...

Fundamental Data

Get detailed Fundamental insights of Freeport-McMoRan Inc. and compare it to the S&P500.
YTD Return
FCX -2.75%
vs.
SPY +15.63%
1-Year Return
FCX -0.22%
vs.
SPY +21.81%
3-Year Return
FCX +5.73%
vs.
SPY +6.05%

Worst 10 Drawdowns of FCX

Started Recovered Drawdown Days
May 4, 2015 Dec 1, 2020 -84.19% 2039
Mar 28, 2022 Apr 26, 2024 -51.68% 761
May 12, 2021 Jan 11, 2022 -31.96% 245
Jan 12, 2015 Apr 30, 2015 -28.32% 109
May 21, 2024 Sep 5, 2024 -27.96% 108
Jan 13, 2022 Feb 24, 2022 -20.18% 43
Jan 15, 2021 Feb 5, 2021 -19.38% 22
Feb 23, 2021 Apr 15, 2021 -18.30% 52
Mar 7, 2022 Mar 23, 2022 -11.63% 17
Apr 19, 2021 Apr 23, 2021 -8.91% 5

FCX vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

FCX
S&P500
Metric FCX S&P500
Cumulative Return +75.8% +167.54%
Compound Annual Growth Rate (CAGR) +4.11% +7.28%
Sharpe 0.38 0.66
Sortino 0.56 0.92
Max Drawdown -84.19% -34.1%
Longest Drawdown Days 2039 745
Volatility (ann.) 55.21% 17.85%
Correlation 54.01% -
R^2 0.29 -
Calmar 0.05 0.21
Skew 0.45 -0.55
Kurtosis 6.62 12.49
Expected Daily +0.02% +0.04%
Expected Monthly +0.48% +0.84%
Expected Yearly +5.8% +10.34%
Kelly Criterion 0.65% 5.87%
Risk of Ruin 0% 0%
Daily Value-at-Risk -5.64% -1.80%
Expected Shortfall (cVaR) -5.64% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.07 0.13
Gain/Pain (1M) 0.31 0.75
Payoff Ratio 1.03 0.94
Profit Factor 1.07 1.13
Outlier Win Ratio 2.44 8.50
Outlier Loss Ratio 2.59 8.10
MTD -6.50% -2.50%
3M -16.70% +4.02%
6M +8.04% +7.28%
Best Day +29.68% +9.06%
Worst Day -20.33% -10.94%
Best Month +65.87% +12.70%
Worst Month -36.90% -13.00%
Best Year +98.32% +28.79%
Worst Year -71.25% -19.48%
Avg. Drawdown -16.67% -1.83%
Avg. Drawdown Days 173 21
Recovery Factor 2.41 3.34
Ulcer Index 0.39 0.08
Avg. Up Month +16.32% +4.32%
Avg. Down Month -12.55% -4.61%
Win Days 49.69% 54.28%
Win Month 47.86% 66.67%
Win Quarter 51.28% 76.92%
Win Year 60.00% 70.00%