NIO NIO Inc.

Fundamental Data

Get detailed Fundamental insights of NIO Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.14 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of NIO

Started Recovered Drawdown Days
Feb 10, 2021 Jul 19, 2024 -93.95% 1256
Sep 14, 2018 Jul 6, 2020 -88.62% 662
Nov 24, 2020 Jan 7, 2021 -26.00% 45
Jul 13, 2020 Aug 24, 2020 -25.97% 43
Aug 27, 2020 Sep 28, 2020 -16.68% 33
Jan 12, 2021 Feb 8, 2021 -11.05% 28
Oct 19, 2020 Oct 28, 2020 -8.67% 10
Nov 13, 2020 Nov 18, 2020 -7.74% 6
Nov 10, 2020 Nov 11, 2020 -5.61% 2
Oct 2, 2020 Oct 9, 2020 -5.01% 8

NIO vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between September 13, 2018 - July 19, 2024

Annual Return (%)

NIO
S&P500
Metric NIO S&P500
Cumulative Return -32.42% +89.88%
Compound Annual Growth Rate (CAGR) -4.52% +7.86%
Sharpe 0.36 0.64
Sortino 0.61 0.89
Max Drawdown -93.95% -34.1%
Longest Drawdown Days 1256 745
Volatility (ann.) 92.44% 20.39%
Correlation 31.54% -
R^2 0.1 -
Calmar -0.05 0.23
Skew 2.53 -0.52
Kurtosis 25.68 11.37
Expected Daily -0.03% +0.04%
Expected Monthly -0.55% +0.91%
Expected Yearly -5.45% +9.59%
Kelly Criterion -1.7% 3.79%
Risk of Ruin 0% 0%
Daily Value-at-Risk -9.45% -2.06%
Expected Shortfall (cVaR) -9.45% -2.06%
Max Consecutive Wins 9 10
Max Consecutive Losses 12 8
Gain/Pain Ratio 0.07 0.13
Gain/Pain (1M) 0.27 0.65
Payoff Ratio 1.06 0.89
Profit Factor 1.07 1.13
Outlier Win Ratio 2.36 12.16
Outlier Loss Ratio 2.09 8.74
MTD +7.21% +0.88%
3M +11.50% +9.90%
6M -28.98% +15.22%
YTD -50.83% +15.50%
1Y -57.20% +20.87%
3Y (ann.) -40.08% +5.42%
Best Day +75.76% +9.06%
Worst Day -21.16% -10.94%
Best Month -21.16% -10.94%
Worst Month -46.71% -13.00%
Best Year +1112.44% +28.79%
Worst Year -69.22% -19.48%
Avg. Drawdown -21.36% -2.18%
Avg. Drawdown Days 150 21
Recovery Factor 2.06 2.24
Ulcer Index 0.66 0.10
Avg. Up Month +31.60% +4.54%
Avg. Down Month -18.66% -5.14%
Win Days 47.67% 54.70%
Win Month 46.48% 66.20%
Win Quarter 40.00% 76.00%
Win Year 14.29% 71.43%