TRMB Trimble Inc.

Fundamental Data

Get detailed Fundamental insights of Trimble Inc. and compare it to the S&P500.
YTD Return
TRMB +9.61%
vs.
SPY +18.46%
1-Year Return
TRMB +13.58%
vs.
SPY +27.00%
3-Year Return
TRMB -8.51%
vs.
SPY +5.68%

Worst 10 Drawdowns of TRMB

Started Recovered Drawdown Days
Aug 31, 2021 Sep 17, 2024 -57.35% 1114
Feb 21, 2020 Aug 5, 2020 -53.78% 167
Feb 13, 2015 Jun 22, 2016 -40.87% 496
Jan 24, 2018 Jun 27, 2019 -33.10% 520
Jul 5, 2019 Feb 18, 2020 -21.27% 229
Jun 24, 2016 Aug 10, 2016 -14.11% 48
Oct 20, 2016 Dec 6, 2016 -14.10% 48
Sep 3, 2020 Nov 4, 2020 -13.31% 63
Apr 27, 2021 Jul 27, 2021 -12.22% 92
Mar 2, 2021 Mar 30, 2021 -10.34% 29

TRMB vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

TRMB
S&P500
Metric TRMB S&P500
Cumulative Return +116.69% +174.09%
Compound Annual Growth Rate (CAGR) +5.65% +7.44%
Sharpe 0.40 0.67
Sortino 0.58 0.94
Max Drawdown -57.35% -34.1%
Longest Drawdown Days 1114 745
Volatility (ann.) 34.12% 17.83%
Correlation 64.54% -
R^2 0.42 -
Calmar 0.1 0.22
Skew 0.22 -0.55
Kurtosis 14.64 12.49
Expected Daily +0.03% +0.04%
Expected Monthly +0.66% +0.87%
Expected Yearly +8.04% +10.61%
Kelly Criterion 1.11% 5.61%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.48% -1.80%
Expected Shortfall (cVaR) -3.48% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.08 0.14
Gain/Pain (1M) 0.38 0.78
Payoff Ratio 0.96 0.94
Profit Factor 1.08 1.14
Outlier Win Ratio 2.65 5.27
Outlier Loss Ratio 3.02 5.75
MTD +2.86% -0.11%
3M +6.39% +3.74%
6M -6.06% +10.44%
Best Day +21.40% +9.06%
Worst Day -18.60% -10.94%
Best Month +38.55% +12.70%
Worst Month -19.38% -13.00%
Best Year +60.16% +28.79%
Worst Year -42.01% -19.48%
Avg. Drawdown -6.29% -1.83%
Avg. Drawdown Days 54 22
Recovery Factor 2.33 3.41
Ulcer Index 0.25 0.08
Avg. Up Month +7.58% +3.83%
Avg. Down Month -9.18% -4.62%
Win Days 51.67% 54.39%
Win Month 57.26% 66.67%
Win Quarter 61.54% 76.92%
Win Year 70.00% 70.00%