ZBH Zimmer Biome...

Fundamental Data

Get detailed Fundamental insights of Zimmer Biomet Inc. and compare it to the S&P500.
YTD Return
ZBH -14.16%
vs.
SPY +15.63%
1-Year Return
ZBH -12.54%
vs.
SPY +21.81%
3-Year Return
ZBH -7.05%
vs.
SPY +6.05%

Worst 10 Drawdowns of ZBH

Started Recovered Drawdown Days
Feb 18, 2020 Jan 12, 2021 -49.73% 330
Apr 30, 2021 Sep 5, 2024 -41.33% 1225
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 - September 5, 2024

Annual Return (%)

ZBH
S&P500
Metric ZBH S&P500
Cumulative Return -4.36% +167.54%
Compound Annual Growth Rate (CAGR) -0.32% +7.28%
Sharpe 0.12 0.66
Sortino 0.17 0.92
Max Drawdown -49.73% -34.1%
Longest Drawdown Days 1225 745
Volatility (ann.) 27.3% 17.85%
Correlation 58.23% -
R^2 0.34 -
Calmar -0.01 0.21
Skew 0.14 -0.55
Kurtosis 10.77 12.49
Expected Daily +0% +0.04%
Expected Monthly -0.04% +0.84%
Expected Yearly -0.44% +10.34%
Kelly Criterion -0.48% 5.56%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.82% -1.80%
Expected Shortfall (cVaR) -2.82% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.02 0.13
Gain/Pain (1M) 0.10 0.75
Payoff Ratio 1.00 0.94
Profit Factor 1.02 1.13
Outlier Win Ratio 3.19 5.09
Outlier Loss Ratio 3.47 5.13
MTD -9.52% -2.50%
3M -7.91% +4.02%
6M -16.76% +7.28%
Best Day +15.57% +9.06%
Worst Day -14.00% -10.94%
Best Month +18.42% +12.70%
Worst Month -25.76% -13.00%
Best Year +44.32% +28.79%
Worst Year -17.56% -19.48%
Avg. Drawdown -6.29% -1.83%
Avg. Drawdown Days 104 21
Recovery Factor 0.63 3.34
Ulcer Index 0.20 0.08
Avg. Up Month +6.80% +3.96%
Avg. Down Month -6.82% -4.29%
Win Days 49.86% 54.28%
Win Month 47.01% 66.67%
Win Quarter 61.54% 76.92%
Win Year 50.00% 70.00%

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