GLW Corning

Fundamental Data

Get detailed Fundamental insights of Corning and compare it to the S&P500.
YTD Return
GLW +42.20%
vs.
SPY +18.46%
1-Year Return
GLW +38.65%
vs.
SPY +27.00%
3-Year Return
GLW +3.17%
vs.
SPY +5.68%

Worst 10 Drawdowns of GLW

Started Recovered Drawdown Days
Sep 21, 2018 Nov 13, 2020 -50.87% 785
Apr 26, 2021 Sep 17, 2024 -42.51% 1241
Feb 17, 2015 Jan 23, 2017 -36.12% 707
Jan 19, 2018 Sep 12, 2018 -24.39% 237
Jul 26, 2017 Nov 6, 2017 -13.26% 104
Jan 20, 2021 Feb 12, 2021 -8.56% 24
Dec 7, 2020 Jan 13, 2021 -7.98% 38
Mar 2, 2017 Apr 24, 2017 -6.67% 54
Mar 2, 2021 Mar 10, 2021 -6.36% 9
Mar 16, 2021 Mar 25, 2021 -4.14% 10

GLW vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

GLW
S&P500
Metric GLW S&P500
Cumulative Return +88.18% +174.09%
Compound Annual Growth Rate (CAGR) +4.6% +7.44%
Sharpe 0.37 0.67
Sortino 0.54 0.94
Max Drawdown -50.87% -34.1%
Longest Drawdown Days 1241 745
Volatility (ann.) 29.45% 17.83%
Correlation 70.63% -
R^2 0.5 -
Calmar 0.09 0.22
Skew 0.19 -0.55
Kurtosis 9.58 12.49
Expected Daily +0.03% +0.04%
Expected Monthly +0.54% +0.87%
Expected Yearly +6.53% +10.61%
Kelly Criterion 0.22% 6.66%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.01% -1.80%
Expected Shortfall (cVaR) -3.01% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.07 0.14
Gain/Pain (1M) 0.37 0.78
Payoff Ratio 0.94 0.96
Profit Factor 1.07 1.14
Outlier Win Ratio 3.11 5.36
Outlier Loss Ratio 3.25 5.41
MTD +3.46% -0.11%
3M +16.24% +3.74%
6M +33.19% +10.44%
Best Day +13.12% +9.06%
Worst Day -16.40% -10.94%
Best Month +20.61% +12.70%
Worst Month -15.44% -13.00%
Best Year +42.20% +28.79%
Worst Year -20.56% -19.48%
Avg. Drawdown -5.08% -1.83%
Avg. Drawdown Days 68 22
Recovery Factor 2.07 3.41
Ulcer Index 0.20 0.08
Avg. Up Month +6.47% +3.85%
Avg. Down Month -6.13% -4.20%
Win Days 51.66% 54.39%
Win Month 52.99% 66.67%
Win Quarter 53.85% 76.92%
Win Year 50.00% 70.00%

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