NIO NIO Inc.

Fundamental Data

Get detailed Fundamental insights of NIO Inc. and compare it to the S&P500.
YTD Return
NIO -46.53%
vs.
SPY +15.63%
1-Year Return
NIO -55.91%
vs.
SPY +21.81%
3-Year Return
NIO -36.63%
vs.
SPY +6.05%

Worst 10 Drawdowns of NIO

Started Recovered Drawdown Days
Feb 10, 2021 Sep 5, 2024 -94.16% 1304
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 - September 5, 2024

Annual Return (%)

NIO
S&P500
Metric NIO S&P500
Cumulative Return -26.52% +90.1%
Compound Annual Growth Rate (CAGR) -3.49% +7.69%
Sharpe 0.37 0.63
Sortino 0.63 0.88
Max Drawdown -94.16% -34.1%
Longest Drawdown Days 1304 745
Volatility (ann.) 92% 20.35%
Correlation 31.65% -
R^2 0.1 -
Calmar -0.04 0.23
Skew 2.52 -0.51
Kurtosis 25.62 11.20
Expected Daily -0.02% +0.04%
Expected Monthly -0.42% +0.88%
Expected Yearly -4.31% +9.61%
Kelly Criterion -1.8% 3.95%
Risk of Ruin 0% 0%
Daily Value-at-Risk -9.40% -2.06%
Expected Shortfall (cVaR) -9.40% -2.06%
Max Consecutive Wins 9 10
Max Consecutive Losses 12 8
Gain/Pain Ratio 0.07 0.13
Gain/Pain (1M) 0.28 0.64
Payoff Ratio 1.06 0.89
Profit Factor 1.07 1.13
Outlier Win Ratio 2.35 12.07
Outlier Loss Ratio 2.09 8.66
MTD +20.05% -2.50%
3M -6.91% +4.02%
6M -9.01% +7.28%
Best Day +75.76% +9.06%
Worst Day -21.16% -10.94%
Best Month +93.97% +12.70%
Worst Month -46.71% -13.00%
Best Year +1112.44% +28.79%
Worst Year -69.22% -19.48%
Avg. Drawdown -21.38% -2.25%
Avg. Drawdown Days 153 21
Recovery Factor 2.18 2.25
Ulcer Index 0.67 0.09
Avg. Up Month +31.58% +4.55%
Avg. Down Month -18.66% -5.14%
Win Days 47.72% 54.70%
Win Month 46.58% 65.75%
Win Quarter 40.00% 76.00%
Win Year 14.29% 71.43%

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