HRL Hormel Foods

Fundamental Data

Get detailed Fundamental insights of Hormel Foods and compare it to the S&P500.
YTD Return
HRL +0.81%
vs.
SPY +18.46%
1-Year Return
HRL -15.35%
vs.
SPY +27.00%
3-Year Return
HRL -6.32%
vs.
SPY +5.68%

Worst 10 Drawdowns of HRL

Started Recovered Drawdown Days
Apr 22, 2022 Sep 17, 2024 -47.60% 880
Feb 18, 2016 Nov 7, 2018 -32.20% 994
Aug 19, 2020 Apr 5, 2022 -22.92% 595
Feb 18, 2020 Apr 14, 2020 -17.50% 57
Nov 19, 2018 Jan 10, 2020 -15.45% 418
Apr 20, 2020 Jul 22, 2020 -9.46% 94
Aug 21, 2015 Oct 1, 2015 -7.58% 42
Dec 23, 2015 Jan 29, 2016 -7.50% 38
Feb 26, 2015 Jul 28, 2015 -7.14% 153
Jan 23, 2015 Feb 3, 2015 -4.69% 12

HRL vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

HRL
S&P500
Metric HRL S&P500
Cumulative Return +25.42% +174.09%
Compound Annual Growth Rate (CAGR) +1.62% +7.44%
Sharpe 0.22 0.67
Sortino 0.30 0.94
Max Drawdown -47.6% -34.1%
Longest Drawdown Days 994 745
Volatility (ann.) 22.6% 17.83%
Correlation 31.56% -
R^2 0.1 -
Calmar 0.03 0.22
Skew 0.18 -0.55
Kurtosis 12.98 12.49
Expected Daily +0.01% +0.04%
Expected Monthly +0.19% +0.87%
Expected Yearly +2.29% +10.61%
Kelly Criterion -1.1% 5.67%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.32% -1.80%
Expected Shortfall (cVaR) -2.32% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 11 8
Gain/Pain Ratio 0.04 0.14
Gain/Pain (1M) 0.20 0.78
Payoff Ratio 0.88 0.94
Profit Factor 1.04 1.14
Outlier Win Ratio 3.32 4.30
Outlier Loss Ratio 3.51 4.72
MTD -0.55% -0.11%
3M +6.20% +3.74%
6M -5.18% +10.44%
Best Day +14.56% +9.06%
Worst Day -9.83% -10.94%
Best Month +17.90% +12.70%
Worst Month -14.41% -13.00%
Best Year +53.20% +28.79%
Worst Year -29.51% -19.48%
Avg. Drawdown -4.72% -1.83%
Avg. Drawdown Days 77 22
Recovery Factor 1.00 3.41
Ulcer Index 0.19 0.08
Avg. Up Month +4.66% +3.51%
Avg. Down Month -4.11% -4.05%
Win Days 52.57% 54.39%
Win Month 53.85% 66.67%
Win Quarter 56.41% 76.92%
Win Year 70.00% 70.00%

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