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Farfetch Limited (FTCH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINKY30744W1070
SectorConsumer Cyclical
IndustryInternet Retail

Highlights

Market Cap$254.21M
EPS-$2.29
Revenue (TTM)$2.35B
Gross Profit (TTM)$1.02B
EBITDA (TTM)-$563.53M
Year Range$0.01 - $6.79
Target Price$4.16
Short %15.20%
Short Ratio1.94

Share Price Chart


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Farfetch Limited

Popular comparisons: FTCH vs. VTWO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Farfetch Limited, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11
-99.93%
70.86%
FTCH (Farfetch Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A6.92%
1 monthN/A-2.83%
6 monthsN/A23.86%
1 yearN/A23.33%
5 years (annualized)N/A11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202434.53%
2023-26.67%-28.23%-22.00%-98.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Farfetch Limited (FTCH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FTCH
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11
-0.42
1.66
FTCH (Farfetch Limited)
Benchmark (^GSPC)

Dividends

Dividend History


Farfetch Limited doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11
-99.97%
-0.48%
FTCH (Farfetch Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Farfetch Limited. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Farfetch Limited was 99.99%, occurring on Dec 27, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.99%Feb 22, 2021718Dec 27, 2023
-77.39%Sep 25, 2018383Apr 2, 2020148Nov 2, 2020531
-12.46%Dec 23, 202023Jan 27, 20215Feb 3, 202128
-6.48%Nov 10, 20201Nov 10, 20203Nov 13, 20204
-5.68%Feb 5, 20212Feb 8, 20213Feb 11, 20215

Volatility

Volatility Chart

The current Farfetch Limited volatility is 87.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11
87.30%
3.45%
FTCH (Farfetch Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Farfetch Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

0.00

Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items