PFE Pfizer Inc.

Fundamental Data

Get detailed Fundamental insights of Pfizer Inc. and compare it to the S&P500.
YTD Return
PFE -0.97%
vs.
SPY +15.63%
1-Year Return
PFE -20.32%
vs.
SPY +21.81%
3-Year Return
PFE -8.97%
vs.
SPY +6.05%

Worst 10 Drawdowns of PFE

Started Recovered Drawdown Days
Dec 17, 2021 Sep 5, 2024 -58.76% 994
Dec 3, 2018 Jul 30, 2021 -38.36% 971
Aug 4, 2015 Jul 11, 2016 -21.01% 343
Aug 2, 2016 Jan 25, 2018 -19.90% 542
Aug 18, 2021 Nov 16, 2021 -18.05% 91
Jan 30, 2018 Jul 30, 2018 -13.81% 182
Oct 10, 2018 Nov 28, 2018 -6.57% 50
Apr 13, 2015 Jul 28, 2015 -6.19% 107
Dec 2, 2021 Dec 10, 2021 -6.00% 9
Jan 21, 2015 Feb 5, 2015 -5.61% 16

PFE vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

PFE
S&P500
Metric PFE S&P500
Cumulative Return -4.01% +167.54%
Compound Annual Growth Rate (CAGR) -0.29% +7.28%
Sharpe 0.10 0.66
Sortino 0.14 0.92
Max Drawdown -58.76% -34.1%
Longest Drawdown Days 994 745
Volatility (ann.) 23.35% 17.85%
Correlation 47.22% -
R^2 0.22 -
Calmar 0 0.21
Skew 0.29 -0.55
Kurtosis 4.93 12.49
Expected Daily +0% +0.04%
Expected Monthly -0.03% +0.84%
Expected Yearly -0.41% +10.34%
Kelly Criterion -3.05% 6.04%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.41% -1.80%
Expected Shortfall (cVaR) -2.41% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.02 0.13
Gain/Pain (1M) 0.08 0.75
Payoff Ratio 0.97 0.95
Profit Factor 1.02 1.13
Outlier Win Ratio 3.30 4.73
Outlier Loss Ratio 3.47 4.65
MTD -1.72% -2.50%
3M -3.32% +4.02%
6M +10.12% +7.28%
Best Day +10.86% +9.06%
Worst Day -7.74% -10.94%
Best Month +22.84% +12.70%
Worst Month -14.36% -13.00%
Best Year +60.42% +28.79%
Worst Year -43.81% -19.48%
Avg. Drawdown -7.61% -1.83%
Avg. Drawdown Days 118 21
Recovery Factor 0.38 3.34
Ulcer Index 0.23 0.08
Avg. Up Month +5.98% +3.48%
Avg. Down Month -4.98% -4.23%
Win Days 49.35% 54.28%
Win Month 44.44% 66.67%
Win Quarter 51.28% 76.92%
Win Year 50.00% 70.00%

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