IREN Iris Energy ...

Fundamental Data

Get detailed Fundamental insights of Iris Energy Limited and compare it to the S&P500.
1-Day Range
undefined undefined
1-Year Range
undefined undefined

Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.3 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of IREN

Started Recovered Drawdown Days
Nov 22, 2021 Jul 19, 2024 -95.73% 971

IREN vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between November 18, 2021 - July 19, 2024

Annual Return (%)

IREN
S&P500
Metric IREN S&P500
Cumulative Return -53.78% +17.27%
Compound Annual Growth Rate (CAGR) -18.1% +4.21%
Sharpe 0.38 0.42
Sortino 0.63 0.60
Max Drawdown -95.73% -25.36%
Longest Drawdown Days 971 745
Volatility (ann.) 127.56% 18.01%
Correlation 33.03% -
R^2 0.11 -
Calmar -0.19 0.17
Skew 1.37 -0.11
Kurtosis 8.30 1.59
Expected Daily -0.12% +0.02%
Expected Monthly -2.31% +0.48%
Expected Yearly -17.55% +4.06%
Kelly Criterion 2.7% 3.92%
Risk of Ruin 0% 0%
Daily Value-at-Risk -13.03% -1.84%
Expected Shortfall (cVaR) -13.03% -1.84%
Max Consecutive Wins 8 10
Max Consecutive Losses 9 6
Gain/Pain Ratio 0.07 0.07
Gain/Pain (1M) 0.30 0.32
Payoff Ratio 1.24 1.02
Profit Factor 1.07 1.07
Outlier Win Ratio 1.93 14.66
Outlier Loss Ratio 1.76 10.98
MTD +0.09% +0.88%
3M +141.45% +9.90%
6M +160.97% +15.22%
YTD +58.04% +15.50%
1Y +68.15% +20.87%
3Y (ann.) -18.10% +4.21%
Best Day +66.99% +5.50%
Worst Day -36.45% -4.35%
Best Month -36.45% -4.35%
Worst Month -55.98% -9.62%
Best Year +472.00% +24.29%
Worst Year -92.27% -19.48%
Avg. Drawdown -95.73% -2.47%
Avg. Drawdown Days 971 41
Recovery Factor 1.34 0.80
Ulcer Index 0.77 0.12
Avg. Up Month +37.63% +4.68%
Avg. Down Month -26.21% -4.94%
Win Days 46.15% 51.57%
Win Month 51.52% 60.61%
Win Quarter 50.00% 66.67%
Win Year 50.00% 75.00%