KOPN Kopin

Fundamental Data

Get detailed Fundamental insights of Kopin and compare it to the S&P500.
YTD Return
KOPN -55.98%
vs.
SPY +18.46%
1-Year Return
KOPN -30.73%
vs.
SPY +27.00%
3-Year Return
KOPN -32.45%
vs.
SPY +5.68%

Worst 10 Drawdowns of KOPN

Started Recovered Drawdown Days
Sep 20, 2017 Jan 22, 2021 -95.35% 1221
Feb 17, 2021 Sep 17, 2024 -94.95% 1309
Mar 3, 2015 Sep 18, 2017 -63.76% 931
Jan 14, 2015 Feb 25, 2015 -12.05% 43
Jan 6, 2015 Jan 6, 2015 -9.16% 1
Jan 27, 2021 Feb 1, 2021 -8.75% 6
Feb 3, 2021 Feb 3, 2021 -5.40% 1
Feb 11, 2021 Feb 11, 2021 -0.64% 1

KOPN vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

KOPN
S&P500
Metric KOPN S&P500
Cumulative Return -75.58% +174.09%
Compound Annual Growth Rate (CAGR) -9.54% +7.44%
Sharpe 0.21 0.67
Sortino 0.33 0.94
Max Drawdown -95.35% -34.1%
Longest Drawdown Days 1309 745
Volatility (ann.) 80.22% 17.83%
Correlation 34.73% -
R^2 0.12 -
Calmar -0.1 0.22
Skew 0.70 -0.55
Kurtosis 4.90 12.49
Expected Daily -0.06% +0.04%
Expected Monthly -1.2% +0.87%
Expected Yearly -13.15% +10.61%
Kelly Criterion 0.25% 7.47%
Risk of Ruin 0% 0%
Daily Value-at-Risk -8.24% -1.80%
Expected Shortfall (cVaR) -8.24% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 13 8
Gain/Pain Ratio 0.04 0.14
Gain/Pain (1M) 0.18 0.78
Payoff Ratio 1.09 0.97
Profit Factor 1.04 1.14
Outlier Win Ratio 2.65 13.03
Outlier Loss Ratio 2.24 10.15
MTD -7.61% -0.11%
3M +24.18% +3.74%
6M -52.97% +10.44%
Best Day +36.65% +9.06%
Worst Day -25.50% -10.94%
Best Month +109.88% +12.70%
Worst Month -56.33% -13.00%
Best Year +505.83% +28.79%
Worst Year -69.68% -19.48%
Avg. Drawdown -36.26% -1.83%
Avg. Drawdown Days 439 22
Recovery Factor 1.74 3.41
Ulcer Index 0.65 0.08
Avg. Up Month +23.61% +3.79%
Avg. Down Month -16.21% -4.11%
Win Days 47.94% 54.39%
Win Month 45.30% 66.67%
Win Quarter 33.33% 76.92%
Win Year 50.00% 70.00%

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