ZIM ZIM Integrat...

Fundamental Data

Get detailed Fundamental insights of ZIM Integrated Shipping Services Ltd. and compare it to the S&P500.
YTD Return
ZIM +99.59%
vs.
SPY +18.46%
1-Year Return
ZIM +79.09%
vs.
SPY +27.00%
3-Year Return
ZIM -17.28%
vs.
SPY +5.68%

Worst 10 Drawdowns of ZIM

Started Recovered Drawdown Days
Mar 17, 2022 Sep 17, 2024 -92.56% 916
Jun 28, 2021 Aug 23, 2021 -29.26% 57
Sep 17, 2021 Jan 10, 2022 -28.59% 116
Mar 22, 2021 Apr 7, 2021 -18.27% 17
May 6, 2021 May 18, 2021 -17.91% 13
Jun 1, 2021 Jun 10, 2021 -13.81% 10
Feb 22, 2021 Mar 10, 2021 -13.55% 17
Jan 18, 2022 Jan 27, 2022 -10.17% 10
May 20, 2021 May 27, 2021 -9.86% 8
Apr 19, 2021 Apr 22, 2021 -9.85% 4

ZIM vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 29, 2021 - September 17, 2024

Annual Return (%)

ZIM
S&P500
Metric ZIM S&P500
Cumulative Return +71.3% +49.11%
Compound Annual Growth Rate (CAGR) +10.76% +7.88%
Sharpe 0.57 0.74
Sortino 0.82 1.05
Max Drawdown -92.56% -25.36%
Longest Drawdown Days 916 745
Volatility (ann.) 71% 16.88%
Correlation 29.86% -
R^2 0.09 -
Calmar 0.12 0.31
Skew -0.12 -0.18
Kurtosis 1.79 1.77
Expected Daily +0.06% +0.04%
Expected Monthly +1.2% +0.89%
Expected Yearly +14.4% +10.5%
Kelly Criterion 5.76% 4.35%
Risk of Ruin 0% 0%
Daily Value-at-Risk -7.20% -1.70%
Expected Shortfall (cVaR) -7.20% -1.70%
Max Consecutive Wins 8 10
Max Consecutive Losses 10 6
Gain/Pain Ratio 0.10 0.13
Gain/Pain (1M) 0.43 0.65
Payoff Ratio 1.07 0.94
Profit Factor 1.10 1.13
Outlier Win Ratio 2.10 9.22
Outlier Loss Ratio 2.48 10.25
MTD +7.83% -0.11%
3M +6.31% +3.74%
6M +108.47% +10.44%
Best Day +17.99% +5.50%
Worst Day -18.74% -4.35%
Best Month +70.11% +9.21%
Worst Month -34.89% -9.62%
Best Year +411.83% +25.77%
Worst Year -70.80% -19.48%
Avg. Drawdown -13.55% -1.89%
Avg. Drawdown Days 56 24
Recovery Factor 1.57 1.78
Ulcer Index 0.63 0.10
Avg. Up Month +27.72% +4.03%
Avg. Down Month -23.70% -5.77%
Win Days 51.27% 53.62%
Win Month 51.11% 64.44%
Win Quarter 53.33% 73.33%
Win Year 50.00% 75.00%