VFS VinFast Auto...

Fundamental Data

Get detailed Fundamental insights of VinFast Auto Ltd. and compare it to the S&P500.
YTD Return
VFS -53.88%
vs.
SPY +18.46%
1-Year Return
VFS -77.98%
vs.
SPY +27.00%
3-Year Return
VFS -46.69%
vs.
SPY +15.52%

Worst 10 Drawdowns of VFS

Started Recovered Drawdown Days
Aug 29, 2023 Sep 17, 2024 -97.06% 386
Aug 16, 2023 Aug 23, 2023 -58.45% 8

VFS vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between August 15, 2023 - September 17, 2024

Annual Return (%)

VFS
S&P500
Metric VFS S&P500
Cumulative Return -63.06% +25.65%
Compound Annual Growth Rate (CAGR) -46.69% +15.52%
Sharpe 0.50 1.72
Sortino 1.57 2.51
Max Drawdown -97.06% -8.98%
Longest Drawdown Days 386 74
Volatility (ann.) 297.55% 12.63%
Correlation -4.57% -
R^2 0 -
Calmar -0.48 1.73
Skew 9.89 -0.37
Kurtosis 127.55 0.71
Expected Daily -0.36% +0.08%
Expected Monthly -6.87% +1.64%
Expected Yearly -39.22% +12.1%
Kelly Criterion -17.86% 15.1%
Risk of Ruin 0% 0%
Daily Value-at-Risk -30.24% -1.22%
Expected Shortfall (cVaR) -30.24% -1.22%
Max Consecutive Wins 7 10
Max Consecutive Losses 9 6
Gain/Pain Ratio 0.21 0.33
Gain/Pain (1M) 0.54 2.09
Payoff Ratio 0.95 0.95
Profit Factor 1.21 1.33
Outlier Win Ratio 2.83 37.90
Outlier Loss Ratio 2.52 20.39
MTD +7.22% -0.11%
3M -10.85% +3.74%
6M -23.11% +10.44%
Best Day +254.64% +2.31%
Worst Day -43.84% -2.91%
Best Month +232.15% +9.13%
Worst Month -63.99% -5.08%
Best Year -19.90% +18.46%
Worst Year -53.88% +6.07%
Avg. Drawdown -77.75% -1.62%
Avg. Drawdown Days 197 11
Recovery Factor 1.69 2.64
Ulcer Index 0.91 0.03
Avg. Up Month +94.78% +4.98%
Avg. Down Month -56.35% -3.76%
Win Days 42.59% 58.55%
Win Month 35.71% 71.43%
Win Quarter 20.00% 80.00%
Win Year 0.00% 100.00%

Add to Watchlist