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iRobot Corporation (IRBT)

Equity · Currency in USD
Sector
Technology
Industry
Consumer Electronics
ISIN
US4627261005
CUSIP
462726100

IRBTPrice Chart


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IRBTPerformance

The chart shows the growth of $10,000 invested in iRobot Corporation on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $37,082 for a total return of roughly 270.82%. All prices are adjusted for splits and dividends.


IRBT (iRobot Corporation)
Benchmark (S&P 500)

IRBTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD1.09%-1.87%
1M-9.25%-0.21%
6M-24.81%8.24%
1Y-16.17%24.78%
5Y2.55%15.48%
10Y7.93%13.85%

IRBTMonthly Returns Heatmap


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IRBTSharpe 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 iRobot Corporation Sharpe ratio is -0.34. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


IRBT (iRobot Corporation)
Benchmark (S&P 500)

IRBTDividends


iRobot Corporation doesn't pay dividends

IRBTDrawdowns Chart

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


IRBT (iRobot Corporation)
Benchmark (S&P 500)

IRBTWorst Drawdowns

The table below shows the maximum drawdowns of the iRobot Corporation. 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 iRobot Corporation is 74.07%, recorded on Mar 18, 2020. It took 217 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.07%Mar 5, 2019263Mar 18, 2020217Jan 27, 2021480
-60.64%Jan 28, 2021225Dec 16, 2021
-57.05%Apr 27, 2011393Nov 15, 2012153Jun 27, 2013546
-46.8%Jul 31, 2017186Apr 25, 201885Aug 24, 2018271
-38.93%Mar 6, 2014373Aug 26, 2015290Oct 19, 2016663
-35.9%Aug 29, 201880Dec 21, 201837Feb 15, 2019117
-27.58%Jul 8, 2013111Dec 11, 201341Feb 11, 2014152
-24.37%May 28, 201066Aug 31, 201071Dec 10, 2010137
-21.03%Jun 15, 201715Jul 6, 201714Jul 26, 201729
-21%Jan 15, 201053Apr 1, 201019Apr 29, 201072

IRBTVolatility Chart

Current iRobot Corporation volatility is 33.97%. 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.


IRBT (iRobot Corporation)
Benchmark (S&P 500)

Portfolios with iRobot Corporation


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