TGT Target

Fundamental Data

Get detailed Fundamental insights of Target and compare it to the S&P500.
YTD Return
TGT +6.70%
vs.
SPY +18.46%
1-Year Return
TGT +23.49%
vs.
SPY +27.00%
3-Year Return
TGT -10.75%
vs.
SPY +5.68%

Worst 10 Drawdowns of TGT

Started Recovered Drawdown Days
Nov 17, 2021 Sep 17, 2024 -60.58% 1036
Jul 17, 2015 Aug 21, 2018 -40.97% 1132
Sep 11, 2018 Aug 20, 2019 -31.51% 344
Dec 30, 2019 Aug 3, 2020 -29.54% 218
Jan 13, 2021 Mar 25, 2021 -14.71% 72
Aug 11, 2021 Nov 12, 2021 -14.46% 94
Oct 14, 2020 Nov 17, 2020 -8.10% 35
Apr 13, 2015 Jun 19, 2015 -7.55% 68
Aug 20, 2020 Sep 24, 2020 -6.63% 36
Oct 22, 2019 Nov 19, 2019 -5.96% 29

TGT vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

TGT
S&P500
Metric TGT S&P500
Cumulative Return +101.73% +174.09%
Compound Annual Growth Rate (CAGR) +5.12% +7.44%
Sharpe 0.39 0.67
Sortino 0.56 0.94
Max Drawdown -60.58% -34.1%
Longest Drawdown Days 1132 745
Volatility (ann.) 31.36% 17.83%
Correlation 46.15% -
R^2 0.21 -
Calmar 0.08 0.22
Skew -0.07 -0.55
Kurtosis 23.67 12.49
Expected Daily +0.03% +0.04%
Expected Monthly +0.6% +0.87%
Expected Yearly +7.27% +10.61%
Kelly Criterion 0.4% 5.01%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.20% -1.80%
Expected Shortfall (cVaR) -3.20% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.08 0.14
Gain/Pain (1M) 0.36 0.78
Payoff Ratio 0.94 0.92
Profit Factor 1.08 1.14
Outlier Win Ratio 2.99 5.25
Outlier Loss Ratio 3.25 5.43
MTD -1.08% -0.11%
3M +7.65% +3.74%
6M -7.47% +10.44%
Best Day +20.43% +9.06%
Worst Day -24.93% -10.94%
Best Month +23.89% +12.70%
Worst Month -29.20% -13.00%
Best Year +93.99% +28.79%
Worst Year -35.60% -19.48%
Avg. Drawdown -5.15% -1.83%
Avg. Drawdown Days 62 22
Recovery Factor 1.95 3.41
Ulcer Index 0.26 0.08
Avg. Up Month +7.78% +4.15%
Avg. Down Month -6.49% -4.54%
Win Days 51.83% 54.39%
Win Month 54.31% 66.67%
Win Quarter 61.54% 76.92%
Win Year 50.00% 70.00%

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