ZBH Zimmer Biome...

Fundamental Data

Get detailed Fundamental insights of Zimmer Biomet Inc. and compare it to the S&P500.
1-Day Range
undefined undefined
1-Year Range
undefined undefined

Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha -0.07 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of ZBH

Started Recovered Drawdown Days
Feb 18, 2020 Jan 12, 2021 -49.73% 330
Apr 30, 2021 Jul 19, 2024 -41.33% 1177
Aug 10, 2016 Jul 25, 2019 -26.94% 1080
Feb 25, 2015 May 24, 2016 -24.70% 455
Sep 13, 2019 Nov 5, 2019 -7.99% 54
Jan 21, 2021 Feb 23, 2021 -6.65% 34
Jan 9, 2015 Feb 13, 2015 -6.54% 36
May 31, 2016 Jul 7, 2016 -6.28% 38
Feb 26, 2021 Apr 7, 2021 -5.08% 41
Aug 9, 2019 Aug 29, 2019 -3.81% 21

ZBH vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

ZBH
S&P500
Metric ZBH S&P500
Cumulative Return +1.16% +167.24%
Compound Annual Growth Rate (CAGR) +0.08% +7.37%
Sharpe 0.14 0.67
Sortino 0.20 0.93
Max Drawdown -49.73% -34.1%
Longest Drawdown Days 1177 745
Volatility (ann.) 27.24% 17.83%
Correlation 58.56% -
R^2 0.34 -
Calmar 0 0.22
Skew 0.20 -0.55
Kurtosis 10.78 12.70
Expected Daily +0% +0.04%
Expected Monthly +0.01% +0.86%
Expected Yearly +0.12% +10.33%
Kelly Criterion -0.16% 5.43%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.81% -1.80%
Expected Shortfall (cVaR) -2.81% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.03 0.14
Gain/Pain (1M) 0.12 0.76
Payoff Ratio 1.00 0.94
Profit Factor 1.03 1.14
Outlier Win Ratio 3.19 5.11
Outlier Loss Ratio 3.47 5.13
MTD +1.82% +0.88%
3M -7.40% +9.90%
6M -10.76% +15.22%
YTD -9.20% +15.50%
1Y -21.55% +20.87%
3Y (ann.) -5.46% +5.42%
Best Day +15.57% +9.06%
Worst Day -14.00% -10.94%
Best Month -14.00% -10.94%
Worst Month -25.76% -13.00%
Best Year +44.32% +28.79%
Worst Year -17.56% -19.48%
Avg. Drawdown -6.29% -1.80%
Avg. Drawdown Days 102 21
Recovery Factor 0.73 3.33
Ulcer Index 0.20 0.08
Avg. Up Month +6.85% +3.98%
Avg. Down Month -6.74% -4.35%
Win Days 49.83% 54.28%
Win Month 46.96% 66.96%
Win Quarter 64.10% 76.92%
Win Year 50.00% 70.00%