INTC Intel
Fundamental Data
Get detailed Fundamental insights of Intel and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | -0.1 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of INTC
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Jan 27, 2020 | May 17, 2024 | -63.63% | 1573 |
| Jan 23, 2015 | Sep 15, 2016 | -29.91% | 602 |
| Apr 23, 2019 | Nov 25, 2019 | -26.11% | 217 |
| Jun 4, 2018 | Apr 16, 2019 | -25.68% | 317 |
| Jan 29, 2018 | Mar 5, 2018 | -14.64% | 36 |
| Oct 10, 2016 | Sep 29, 2017 | -12.18% | 355 |
| Dec 21, 2017 | Jan 25, 2018 | -10.64% | 36 |
| Nov 3, 2017 | Dec 19, 2017 | -8.54% | 47 |
| Mar 27, 2018 | Apr 11, 2018 | -7.03% | 16 |
| Mar 12, 2018 | Mar 23, 2018 | -5.42% | 12 |
INTC vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
INTC
S&P500
Metric INTC S&P500
| Cumulative Return | -12.46% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | -0.98% | 7.23% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.18 | 0.91 |
| Max Drawdown | -63.63% | -34.1% |
| Longest Drawdown Days | 1573 | 745 |
| Volatility (ann.) | 33.84% | 17.95% |
| Correlation | 64.18% | - |
| R^2 | 0.41 | - |
| Calmar | -0.02 | 0.21 |
| Skew | -0.27 | -0.55 |
| Kurtosis | 10.24 | 12.55 |
| Expected Daily | -0.01% | 0.04% |
| Expected Monthly | -0.12% | 0.84% |
| Expected Yearly | -1.32% | 9.93% |
| Kelly Criterion | 0.05% | 5.86% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -3.49% | -1.81% |
| Expected Shortfall (cVaR) | -3.49% | -1.81% |
| Max Consecutive Wins | 9 | 10 |
| Max Consecutive Losses | 9 | 8 |
| Gain/Pain Ratio | 0.02 | 0.13 |
| Gain/Pain (1M) | 0.12 | 0.74 |
| Payoff Ratio | 0.95 | 0.95 |
| Profit Factor | 1.02 | 1.13 |
| Outlier Win Ratio | 3.09 | 5.97 |
| Outlier Loss Ratio | 3.08 | 5.97 |
| MTD | 4.46% | 5.47% |
| 3M | -26.84% | 5.99% |
| 6M | -26.57% | 17.60% |
| YTD | -36.66% | 11.39% |
| 1Y | 8.93% | 29.06% |
| 3Y (ann.) | -12.96% | 5.51% |
| Best Day | 19.52% | 9.06% |
| Worst Day | -18.04% | -10.94% |
| Best Month | 31.05% | 12.70% |
| Worst Month | -31.02% | -13.00% |
| Best Year | 90.12% | 28.79% |
| Worst Year | -48.68% | -19.48% |
| Avg. Drawdown | -7.81% | -1.81% |
| Avg. Drawdown Days | 111 | 22 |
| Recovery Factor | 0.64 | 3.22 |
| Ulcer Index | 0.27 | 0.08 |
| Avg. Up Month | 6.51% | 3.80% |
| Avg. Down Month | -8.60% | -4.79% |
| Win Days | 51.41% | 54.06% |
| Win Month | 54.87% | 66.37% |
| Win Quarter | 42.11% | 76.32% |
| Win Year | 60.00% | 70.00% |