LEN Lennar

Fundamental Data

Get detailed Fundamental insights of Lennar and compare it to the S&P500.
YTD Return
LEN +27.05%
vs.
SPY +18.46%
1-Year Return
LEN +65.01%
vs.
SPY +27.00%
3-Year Return
LEN +17.12%
vs.
SPY +5.68%

Worst 10 Drawdowns of LEN

Started Recovered Drawdown Days
Jan 22, 2018 Jul 24, 2020 -59.13% 915
Dec 13, 2021 Jun 14, 2023 -44.84% 549
Aug 19, 2015 Oct 3, 2017 -32.00% 777
Jul 17, 2023 Dec 5, 2023 -22.64% 142
Apr 1, 2024 Jul 19, 2024 -17.14% 110
Oct 19, 2020 Jan 22, 2021 -17.06% 96
May 10, 2021 Aug 10, 2021 -15.65% 93
Aug 12, 2021 Nov 16, 2021 -15.61% 97
Feb 9, 2021 Mar 16, 2021 -15.56% 36
Apr 6, 2015 Jul 9, 2015 -14.85% 95

LEN vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

LEN
S&P500
Metric LEN S&P500
Cumulative Return +327.55% +174.09%
Compound Annual Growth Rate (CAGR) +10.89% +7.44%
Sharpe 0.59 0.67
Sortino 0.87 0.94
Max Drawdown -59.13% -34.1%
Longest Drawdown Days 915 745
Volatility (ann.) 36.42% 17.83%
Correlation 58.3% -
R^2 0.34 -
Calmar 0.18 0.22
Skew 0.23 -0.55
Kurtosis 10.33 12.49
Expected Daily +0.06% +0.04%
Expected Monthly +1.25% +0.87%
Expected Yearly +15.64% +10.61%
Kelly Criterion 2.2% 4.36%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.69% -1.80%
Expected Shortfall (cVaR) -3.69% -1.80%
Max Consecutive Wins 8 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.12 0.14
Gain/Pain (1M) 0.68 0.78
Payoff Ratio 0.98 0.91
Profit Factor 1.12 1.14
Outlier Win Ratio 2.69 5.94
Outlier Loss Ratio 3.02 6.13
MTD +4.01% -0.11%
3M +22.09% +3.74%
6M +20.94% +10.44%
Best Day +21.29% +9.06%
Worst Day -19.61% -10.94%
Best Month +31.07% +12.70%
Worst Month -36.69% -13.00%
Best Year +64.69% +28.79%
Worst Year -38.09% -19.48%
Avg. Drawdown -6.35% -1.83%
Avg. Drawdown Days 52 22
Recovery Factor 3.54 3.41
Ulcer Index 0.20 0.08
Avg. Up Month +7.48% +3.85%
Avg. Down Month -8.91% -4.93%
Win Days 51.69% 54.39%
Win Month 60.68% 66.67%
Win Quarter 48.72% 76.92%
Win Year 70.00% 70.00%

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