HLX Helix Energy...

Fundamental Data

Get detailed Fundamental insights of Helix Energy Solutions Group Inc. and compare it to the S&P500.
YTD Return
HLX -2.53%
vs.
SPY +18.46%
1-Year Return
HLX -6.62%
vs.
SPY +27.00%
3-Year Return
HLX +21.89%
vs.
SPY +5.68%

Worst 10 Drawdowns of HLX

Started Recovered Drawdown Days
Jan 6, 2015 Sep 17, 2024 -95.15% 3543

HLX vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

HLX
S&P500
Metric HLX S&P500
Cumulative Return -53.74% +174.09%
Compound Annual Growth Rate (CAGR) -5.34% +7.44%
Sharpe 0.24 0.67
Sortino 0.36 0.94
Max Drawdown -95.15% -34.1%
Longest Drawdown Days 3543 745
Volatility (ann.) 70.68% 17.83%
Correlation 40.7% -
R^2 0.17 -
Calmar -0.06 0.22
Skew 0.29 -0.55
Kurtosis 12.00 12.49
Expected Daily -0.03% +0.04%
Expected Monthly -0.66% +0.87%
Expected Yearly -7.42% +10.61%
Kelly Criterion -1.52% 5.09%
Risk of Ruin 0% 0%
Daily Value-at-Risk -7.26% -1.80%
Expected Shortfall (cVaR) -7.26% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.05 0.14
Gain/Pain (1M) 0.20 0.78
Payoff Ratio 0.97 0.93
Profit Factor 1.05 1.14
Outlier Win Ratio 2.65 11.06
Outlier Loss Ratio 2.31 9.09
MTD -10.70% -0.11%
3M -1.28% +3.74%
6M +1.11% +10.44%
Best Day +37.28% +9.06%
Worst Day -44.32% -10.94%
Best Month +81.35% +12.70%
Worst Month -75.56% -13.00%
Best Year +136.54% +28.79%
Worst Year -75.72% -19.48%
Avg. Drawdown -95.15% -1.83%
Avg. Drawdown Days 3543 22
Recovery Factor 1.75 3.41
Ulcer Index 0.66 0.08
Avg. Up Month +19.58% +3.64%
Avg. Down Month -17.77% -4.13%
Win Days 50.13% 54.39%
Win Month 47.86% 66.67%
Win Quarter 58.97% 76.92%
Win Year 40.00% 70.00%

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