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Foot Locker, Inc. (FL)

Equity · Currency in USD
Sector
Consumer Cyclical
Industry
Footwear & Accessories
ISIN
US3448491049
CUSIP
344849104

FLPrice Chart


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FLPerformance

The chart shows the growth of $10,000 invested in Foot Locker, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $58,974 for a total return of roughly 489.74%. All prices are adjusted for splits and dividends.


FL (Foot Locker, Inc.)
Benchmark (S&P 500)

FLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.89%0.43%
6M-23.56%9.37%
YTD22.41%22.33%
1Y29.08%26.59%
5Y-5.59%15.74%
10Y10.26%14.46%

FLMonthly Returns Heatmap


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FLSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Foot Locker, Inc. Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


FL (Foot Locker, Inc.)
Benchmark (S&P 500)

FLDividends

Foot Locker, Inc. granted a 1.75% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.85 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.85$0.93$1.49$1.35$1.21$1.08$0.97$0.86$0.78$0.71$0.65$0.60

Dividend yield

1.75%2.30%3.81%2.53%2.57%1.52%1.49%1.53%1.88%2.19%2.71%3.06%

FLDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FL (Foot Locker, Inc.)
Benchmark (S&P 500)

FLWorst Drawdowns

The table below shows the maximum drawdowns of the Foot Locker, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Foot Locker, Inc. is 74.78%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.78%Dec 9, 2016825Mar 23, 2020
-32.74%May 23, 201154Aug 8, 201183Dec 5, 2011137
-30.81%Sep 28, 2015189Jun 27, 2016111Dec 2, 2016300
-29.13%Apr 27, 201089Aug 31, 201047Nov 5, 2010136
-14.78%Sep 21, 201269Jan 2, 201394May 17, 2013163
-14.7%Aug 6, 201320Sep 3, 201358Nov 22, 201378
-12.82%May 30, 201219Jun 25, 201213Jul 13, 201232
-12.24%Mar 27, 201237May 17, 20125May 24, 201242
-11.31%Dec 22, 201024Jan 26, 201122Feb 28, 201146
-10.93%Jan 2, 201422Feb 3, 201415Feb 25, 201437

FLVolatility Chart

Current Foot Locker, Inc. volatility is 77.18%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FL (Foot Locker, Inc.)
Benchmark (S&P 500)

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