ROST Ross Stores ...

Fundamental Data

Get detailed Fundamental insights of Ross Stores Inc. and compare it to the S&P500.
YTD Return
ROST +8.62%
vs.
SPY +18.46%
1-Year Return
ROST +27.21%
vs.
SPY +27.00%
3-Year Return
ROST +7.97%
vs.
SPY +5.68%

Worst 10 Drawdowns of ROST

Started Recovered Drawdown Days
Feb 21, 2020 Mar 8, 2021 -51.56% 382
May 10, 2021 Dec 8, 2023 -47.18% 943
Nov 9, 2018 Jun 18, 2019 -26.16% 222
Dec 19, 2016 Nov 16, 2017 -23.73% 333
Aug 19, 2015 Jan 29, 2016 -20.73% 164
Feb 29, 2024 Jul 10, 2024 -15.13% 133
Jan 29, 2018 Jun 7, 2018 -12.43% 130
Mar 21, 2016 Jul 19, 2016 -11.74% 121
Mar 23, 2015 Aug 4, 2015 -11.07% 135
Jul 15, 2024 Aug 20, 2024 -10.33% 37

ROST vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

ROST
S&P500
Metric ROST S&P500
Cumulative Return +220.72% +174.09%
Compound Annual Growth Rate (CAGR) +8.64% +7.44%
Sharpe 0.54 0.67
Sortino 0.77 0.94
Max Drawdown -51.56% -34.1%
Longest Drawdown Days 943 745
Volatility (ann.) 31.87% 17.83%
Correlation 59.32% -
R^2 0.35 -
Calmar 0.17 0.22
Skew -0.33 -0.55
Kurtosis 18.69 12.49
Expected Daily +0.05% +0.04%
Expected Monthly +1% +0.87%
Expected Yearly +12.36% +10.61%
Kelly Criterion 3.69% 4.86%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.23% -1.80%
Expected Shortfall (cVaR) -3.23% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.11 0.14
Gain/Pain (1M) 0.67 0.78
Payoff Ratio 0.97 0.92
Profit Factor 1.11 1.14
Outlier Win Ratio 3.36 6.00
Outlier Loss Ratio 3.33 5.67
MTD -0.19% -0.11%
3M +3.01% +3.74%
6M +3.58% +10.44%
Best Day +16.63% +9.06%
Worst Day -22.47% -10.94%
Best Month +26.24% +12.70%
Worst Month -20.05% -13.00%
Best Year +39.93% +28.79%
Worst Year -6.95% -19.48%
Avg. Drawdown -5.08% -1.83%
Avg. Drawdown Days 44 22
Recovery Factor 3.22 3.41
Ulcer Index 0.15 0.08
Avg. Up Month +6.89% +4.24%
Avg. Down Month -5.51% -4.20%
Win Days 52.51% 54.39%
Win Month 53.85% 66.67%
Win Quarter 64.10% 76.92%
Win Year 90.00% 70.00%

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