PFE Pfizer Inc.

Fundamental Data

Get detailed Fundamental insights of Pfizer 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 -0.05 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of PFE

Started Recovered Drawdown Days
Dec 17, 2021 Jul 19, 2024 -58.76% 946
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 - July 19, 2024

Annual Return (%)

PFE
S&P500
Metric PFE S&P500
Cumulative Return +0.91% +167.24%
Compound Annual Growth Rate (CAGR) +0.07% +7.37%
Sharpe 0.12 0.67
Sortino 0.18 0.93
Max Drawdown -58.76% -34.1%
Longest Drawdown Days 971 745
Volatility (ann.) 23.4% 17.83%
Correlation 47.6% -
R^2 0.23 -
Calmar 0 0.22
Skew 0.29 -0.55
Kurtosis 4.95 12.70
Expected Daily +0% +0.04%
Expected Monthly +0.01% +0.86%
Expected Yearly +0.09% +10.33%
Kelly Criterion -2.87% 6.21%
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 0.14
Gain/Pain (1M) 0.10 0.76
Payoff Ratio 0.97 0.95
Profit Factor 1.02 1.14
Outlier Win Ratio 3.30 4.75
Outlier Loss Ratio 3.48 4.68
MTD +7.11% +0.88%
3M +18.04% +9.90%
6M +6.69% +15.22%
YTD +4.10% +15.50%
1Y -17.30% +20.87%
3Y (ann.) -11.11% +5.42%
Best Day +10.86% +9.06%
Worst Day -7.74% -10.94%
Best Month -7.74% -10.94%
Worst Month -14.36% -13.00%
Best Year +60.42% +28.79%
Worst Year -43.81% -19.48%
Avg. Drawdown -7.61% -1.80%
Avg. Drawdown Days 116 21
Recovery Factor 0.46 3.33
Ulcer Index 0.22 0.08
Avg. Up Month +5.94% +3.47%
Avg. Down Month -5.08% -4.29%
Win Days 49.41% 54.28%
Win Month 45.22% 66.96%
Win Quarter 51.28% 76.92%
Win Year 60.00% 70.00%