FCX Freeport-McM...

Fundamental Data

Get detailed Fundamental insights of Freeport-McMoRan Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.02 Beta -
EPS undefined PE undefined

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
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
May 21, 2024 Jul 19, 2024 -16.33% 60
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 - July 19, 2024

Annual Return (%)

FCX
S&P500
Metric FCX S&P500
Cumulative Return +94.9% +167.24%
Compound Annual Growth Rate (CAGR) +4.95% +7.37%
Sharpe 0.40 0.67
Sortino 0.60 0.93
Max Drawdown -84.19% -34.1%
Longest Drawdown Days 2039 745
Volatility (ann.) 55.41% 17.83%
Correlation 53.78% -
R^2 0.29 -
Calmar 0.06 0.22
Skew 0.45 -0.55
Kurtosis 6.60 12.70
Expected Daily +0.03% +0.04%
Expected Monthly +0.58% +0.86%
Expected Yearly +6.9% +10.33%
Kelly Criterion 0.9% 5.93%
Risk of Ruin 0% 0%
Daily Value-at-Risk -5.65% -1.80%
Expected Shortfall (cVaR) -5.65% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.07 0.14
Gain/Pain (1M) 0.32 0.76
Payoff Ratio 1.03 0.95
Profit Factor 1.07 1.14
Outlier Win Ratio 2.45 8.63
Outlier Loss Ratio 2.59 8.14
MTD -5.56% +0.88%
3M -8.49% +9.90%
6M +20.13% +15.22%
YTD +7.82% +15.50%
1Y +13.59% +20.87%
3Y (ann.) +7.45% +5.42%
Best Day +29.68% +9.06%
Worst Day -20.33% -10.94%
Best Month -20.33% -10.94%
Worst Month -36.90% -13.00%
Best Year +98.32% +28.79%
Worst Year -71.25% -19.48%
Avg. Drawdown -16.09% -1.80%
Avg. Drawdown Days 171 21
Recovery Factor 2.52 3.33
Ulcer Index 0.40 0.08
Avg. Up Month +16.32% +4.32%
Avg. Down Month -12.76% -4.69%
Win Days 49.62% 54.28%
Win Month 48.70% 66.96%
Win Quarter 51.28% 76.92%
Win Year 70.00% 70.00%