NKLA Nikola
Fundamental Data
Get detailed Fundamental insights of Nikola and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | -0.1 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of NKLA
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Jun 10, 2020 | May 17, 2024 | -99.33% | 1438 |
| Mar 6, 2020 | May 6, 2020 | -28.57% | 62 |
| May 14, 2020 | May 29, 2020 | -27.95% | 16 |
| Jun 2, 2020 | Jun 4, 2020 | -7.71% | 3 |
| Feb 24, 2020 | Mar 2, 2020 | -1.33% | 8 |
| Dec 4, 2018 | Jan 11, 2019 | -1.13% | 39 |
| Oct 23, 2019 | Jan 7, 2020 | -1.06% | 77 |
| Sep 18, 2018 | Nov 6, 2018 | -0.94% | 50 |
| Feb 6, 2019 | Feb 22, 2019 | -0.80% | 17 |
| Nov 29, 2018 | Nov 30, 2018 | -0.62% | 2 |
NKLA vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between June 12, 2018 - May 17, 2024Annual Return (%)
NKLA
S&P500
Metric NKLA S&P500
| Cumulative Return | -94.42% | 90.07 % |
| Compound Annual Growth Rate (CAGR) | -28.52% | 7.76% |
| Sharpe | 0.03 | 0.64 |
| Sortino | 0.05 | 0.89 |
| Max Drawdown | -99.33% | -34.1% |
| Longest Drawdown Days | 1438 | 745 |
| Volatility (ann.) | 106.39% | 20.24% |
| Correlation | 19.4% | - |
| R^2 | 0.04 | - |
| Calmar | -0.29 | 0.23 |
| Skew | 3.49 | -0.52 |
| Kurtosis | 46.17 | 11.56 |
| Expected Daily | -0.19% | 0.04% |
| Expected Monthly | -3.93% | 0.9% |
| Expected Yearly | -33.78% | 9.61% |
| Kelly Criterion | 1.54% | 7.58% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -11.01% | -2.05% |
| Expected Shortfall (cVaR) | -11.01% | -2.05% |
| Max Consecutive Wins | 8 | 10 |
| Max Consecutive Losses | 8 | 8 |
| Gain/Pain Ratio | 0.01 | 0.13 |
| Gain/Pain (1M) | 0.02 | 0.64 |
| Payoff Ratio | 1.16 | 0.97 |
| Profit Factor | 1.01 | 1.13 |
| Outlier Win Ratio | 3.38 | 13.67 |
| Outlier Loss Ratio | 2.22 | 10.76 |
| MTD | -13.81% | 5.47% |
| 3M | -27.71% | 5.99% |
| 6M | -47.56% | 17.60% |
| YTD | -38.85% | 11.39% |
| 1Y | -24.13% | 29.06% |
| 3Y (ann.) | -55.09% | 5.51% |
| Best Day | 103.70% | 9.06% |
| Worst Day | -26.92% | -10.94% |
| Best Month | 135.30% | 12.70% |
| Worst Month | -55.81% | -13.00% |
| Best Year | 47.87% | 28.79% |
| Worst Year | -78.12% | -19.48% |
| Avg. Drawdown | -4.78% | -2.17% |
| Avg. Drawdown Days | 54 | 21 |
| Recovery Factor | 0.17 | 2.24 |
| Ulcer Index | 0.72 | 0.09 |
| Avg. Up Month | 27.60% | 4.63% |
| Avg. Down Month | -24.72% | -4.33% |
| Win Days | 47.22% | 54.46% |
| Win Month | 50.70% | 65.28% |
| Win Quarter | 50.00% | 72.00% |
| Win Year | 42.86% | 71.43% |