UPBD Upbound Grou...

Fundamental Data

Get detailed Fundamental insights of Upbound Group Inc. and compare it to the S&P500.
YTD Return
UPBD -9.48%
vs.
SPY +18.46%
1-Year Return
UPBD +5.42%
vs.
SPY +27.00%
3-Year Return
UPBD -12.06%
vs.
SPY +5.68%

Worst 10 Drawdowns of UPBD

Started Recovered Drawdown Days
Jan 27, 2015 Dec 18, 2020 -80.26% 2153
Jun 9, 2021 Sep 17, 2024 -73.62% 1197
Mar 16, 2021 Jun 7, 2021 -16.39% 84
Jan 15, 2021 Feb 4, 2021 -11.55% 21
Mar 2, 2021 Mar 9, 2021 -9.99% 8
Jan 9, 2015 Jan 23, 2015 -5.68% 15
Dec 23, 2020 Jan 4, 2021 -4.43% 13
Feb 16, 2021 Feb 19, 2021 -4.23% 4
Jan 6, 2015 Jan 7, 2015 -2.76% 2
Jan 7, 2021 Jan 11, 2021 -2.07% 5

UPBD vs. S&P500

Comparison of company stats against the S&P500 Index.

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

Annual Return (%)

UPBD
S&P500
Metric UPBD S&P500
Cumulative Return -14.46% +174.09%
Compound Annual Growth Rate (CAGR) -1.11% +7.44%
Sharpe 0.22 0.67
Sortino 0.31 0.94
Max Drawdown -80.26% -34.1%
Longest Drawdown Days 2153 745
Volatility (ann.) 50.04% 17.83%
Correlation 43.2% -
R^2 0.19 -
Calmar -0.01 0.22
Skew -0.74 -0.55
Kurtosis 13.60 12.49
Expected Daily -0.01% +0.04%
Expected Monthly -0.13% +0.87%
Expected Yearly -1.55% +10.61%
Kelly Criterion -0.96% 5.53%
Risk of Ruin 0% 0%
Daily Value-at-Risk -5.14% -1.80%
Expected Shortfall (cVaR) -5.14% -1.80%
Max Consecutive Wins 12 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.04 0.14
Gain/Pain (1M) 0.19 0.78
Payoff Ratio 0.95 0.93
Profit Factor 1.04 1.14
Outlier Win Ratio 2.78 7.85
Outlier Loss Ratio 2.65 7.22
MTD -7.66% -0.11%
3M -1.60% +3.74%
6M -7.38% +10.44%
Best Day +22.03% +9.06%
Worst Day -29.95% -10.94%
Best Month +55.11% +12.70%
Worst Month -33.58% -13.00%
Best Year +78.13% +28.79%
Worst Year -58.36% -19.48%
Avg. Drawdown -17.73% -1.83%
Avg. Drawdown Days 292 22
Recovery Factor 1.35 3.41
Ulcer Index 0.52 0.08
Avg. Up Month +12.40% +3.69%
Avg. Down Month -12.41% -4.20%
Win Days 50.77% 54.39%
Win Month 51.28% 66.67%
Win Quarter 51.28% 76.92%
Win Year 50.00% 70.00%

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