NTES NetEase Inc.

Fundamental Data

Get detailed Fundamental insights of NetEase Inc. and compare it to the S&P500.
YTD Return
NTES -17.33%
vs.
SPY +18.46%
1-Year Return
NTES -24.12%
vs.
SPY +27.00%
3-Year Return
NTES -4.98%
vs.
SPY +5.68%

Worst 10 Drawdowns of NTES

Started Recovered Drawdown Days
Feb 12, 2021 Sep 17, 2024 -58.17% 1314
Dec 22, 2017 May 13, 2020 -49.27% 874
Jun 18, 2015 Nov 11, 2015 -29.16% 147
Dec 30, 2015 Jun 29, 2016 -27.98% 183
Jun 26, 2017 Nov 16, 2017 -22.85% 144
Oct 26, 2016 Feb 15, 2017 -20.98% 113
Feb 5, 2015 Apr 7, 2015 -18.62% 62
Aug 26, 2020 Jan 5, 2021 -17.99% 133
Mar 1, 2017 Jun 6, 2017 -13.82% 98
Nov 20, 2017 Dec 20, 2017 -13.47% 31

NTES vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

NTES
S&P500
Metric NTES S&P500
Cumulative Return +289.78% +174.09%
Compound Annual Growth Rate (CAGR) +10.16% +7.44%
Sharpe 0.54 0.67
Sortino 0.80 0.94
Max Drawdown -58.17% -34.1%
Longest Drawdown Days 1314 745
Volatility (ann.) 42.69% 17.83%
Correlation 36.02% -
R^2 0.13 -
Calmar 0.17 0.22
Skew 0.30 -0.55
Kurtosis 6.32 12.49
Expected Daily +0.06% +0.04%
Expected Monthly +1.17% +0.87%
Expected Yearly +14.57% +10.61%
Kelly Criterion 3.54% 5.96%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.33% -1.80%
Expected Shortfall (cVaR) -4.33% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.10 0.14
Gain/Pain (1M) 0.55 0.78
Payoff Ratio 1.04 0.94
Profit Factor 1.10 1.14
Outlier Win Ratio 2.66 7.23
Outlier Loss Ratio 2.79 6.82
MTD -4.25% -0.11%
3M -16.77% +3.74%
6M -27.97% +10.44%
Best Day +25.69% +9.06%
Worst Day -16.06% -10.94%
Best Month +27.87% +12.70%
Worst Month -26.43% -13.00%
Best Year +83.45% +28.79%
Worst Year -31.79% -19.48%
Avg. Drawdown -7.98% -1.83%
Avg. Drawdown Days 67 22
Recovery Factor 3.85 3.41
Ulcer Index 0.24 0.08
Avg. Up Month +10.39% +3.66%
Avg. Down Month -8.78% -4.27%
Win Days 50.82% 54.39%
Win Month 56.41% 66.67%
Win Quarter 64.10% 76.92%
Win Year 70.00% 70.00%