IFF Internationa...

Fundamental Data

Get detailed Fundamental insights of International Flavors & Fragrances Inc. and compare it to the S&P500.
YTD Return
IFF +28.71%
vs.
SPY +18.46%
1-Year Return
IFF +50.93%
vs.
SPY +27.00%
3-Year Return
IFF -7.90%
vs.
SPY +5.68%

Worst 10 Drawdowns of IFF

Started Recovered Drawdown Days
Jan 8, 2018 Sep 17, 2024 -59.95% 2445
Oct 3, 2016 Sep 8, 2017 -19.38% 341
Mar 3, 2015 May 9, 2016 -18.15% 434
Jun 9, 2016 Jul 11, 2016 -8.74% 33
Jan 23, 2015 Feb 11, 2015 -5.12% 20
Sep 8, 2016 Sep 20, 2016 -3.41% 13
Sep 21, 2017 Oct 2, 2017 -2.75% 12
Oct 23, 2017 Nov 13, 2017 -2.60% 22
Dec 1, 2017 Jan 2, 2018 -2.45% 33
Aug 5, 2016 Aug 8, 2016 -2.25% 4

IFF vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

IFF
S&P500
Metric IFF S&P500
Cumulative Return +3.34% +174.09%
Compound Annual Growth Rate (CAGR) +0.23% +7.44%
Sharpe 0.16 0.67
Sortino 0.22 0.94
Max Drawdown -59.95% -34.1%
Longest Drawdown Days 2445 745
Volatility (ann.) 29.18% 17.83%
Correlation 55.86% -
R^2 0.31 -
Calmar 0 0.22
Skew -1.16 -0.55
Kurtosis 17.92 12.49
Expected Daily +0% +0.04%
Expected Monthly +0.03% +0.87%
Expected Yearly +0.33% +10.61%
Kelly Criterion 1.29% 4.02%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.00% -1.80%
Expected Shortfall (cVaR) -3.00% -1.80%
Max Consecutive Wins 8 10
Max Consecutive Losses 11 8
Gain/Pain Ratio 0.03 0.14
Gain/Pain (1M) 0.13 0.78
Payoff Ratio 0.97 0.91
Profit Factor 1.03 1.14
Outlier Win Ratio 3.08 5.05
Outlier Loss Ratio 3.34 5.36
MTD +0.22% -0.11%
3M +10.24% +3.74%
6M +25.79% +10.44%
Best Day +15.81% +9.06%
Worst Day -19.37% -10.94%
Best Month +28.36% +12.70%
Worst Month -23.78% -13.00%
Best Year +38.41% +28.79%
Worst Year -30.41% -19.48%
Avg. Drawdown -3.89% -1.83%
Avg. Drawdown Days 90 22
Recovery Factor 0.75 3.41
Ulcer Index 0.24 0.08
Avg. Up Month +6.99% +3.88%
Avg. Down Month -8.06% -4.54%
Win Days 51.38% 54.39%
Win Month 52.14% 66.67%
Win Quarter 51.28% 76.92%
Win Year 40.00% 70.00%