INTU Intuit Inc.

Fundamental Data

Get detailed Fundamental insights of Intuit Inc. and compare it to the S&P500.
YTD Return
INTU +3.17%
vs.
SPY +18.46%
1-Year Return
INTU +19.84%
vs.
SPY +27.00%
3-Year Return
INTU +3.74%
vs.
SPY +5.68%

Worst 10 Drawdowns of INTU

Started Recovered Drawdown Days
Nov 30, 2021 Sep 17, 2024 -49.14% 1023
Feb 20, 2020 Jul 2, 2020 -36.28% 134
Jul 17, 2015 Jun 1, 2016 -26.11% 321
Oct 4, 2018 Feb 14, 2019 -21.00% 134
Sep 3, 2020 Nov 6, 2020 -15.26% 65
Sep 6, 2019 Feb 5, 2020 -13.82% 153
Feb 17, 2021 May 19, 2021 -12.28% 92
Apr 4, 2019 Jul 2, 2019 -11.95% 90
Jan 29, 2018 Feb 15, 2018 -10.38% 18
Feb 27, 2017 May 22, 2017 -9.68% 85

INTU vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

INTU
S&P500
Metric INTU S&P500
Cumulative Return +606.96% +174.09%
Compound Annual Growth Rate (CAGR) +14.92% +7.44%
Sharpe 0.80 0.67
Sortino 1.16 0.94
Max Drawdown -49.14% -34.1%
Longest Drawdown Days 1023 745
Volatility (ann.) 31.44% 17.83%
Correlation 75.07% -
R^2 0.56 -
Calmar 0.3 0.22
Skew 0.09 -0.55
Kurtosis 8.55 12.49
Expected Daily +0.08% +0.04%
Expected Monthly +1.69% +0.87%
Expected Yearly +21.6% +10.61%
Kelly Criterion 6.87% 3.66%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.16% -1.80%
Expected Shortfall (cVaR) -3.16% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.16 0.14
Gain/Pain (1M) 1.11 0.78
Payoff Ratio 0.96 0.90
Profit Factor 1.16 1.14
Outlier Win Ratio 3.01 5.56
Outlier Loss Ratio 3.24 5.88
MTD +2.31% -0.11%
3M +8.25% +3.74%
6M +3.09% +10.44%
Best Day +20.08% +9.06%
Worst Day -14.48% -10.94%
Best Month +18.35% +12.70%
Worst Month -18.93% -13.00%
Best Year +69.34% +28.79%
Worst Year -39.49% -19.48%
Avg. Drawdown -3.97% -1.83%
Avg. Drawdown Days 29 22
Recovery Factor 4.96 3.41
Ulcer Index 0.17 0.08
Avg. Up Month +6.98% +3.65%
Avg. Down Month -6.09% -4.75%
Win Days 54.45% 54.39%
Win Month 59.83% 66.67%
Win Quarter 76.92% 76.92%
Win Year 90.00% 70.00%

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