Autolus Therapeutics Risk Adjusted Performance
| AUTL Stock | | | USD 1.61 -0.09 -5.29% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Autolus Therapeutics's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.1017 places Autolus Therapeutics at positive but modest risk-adjusted return. Autolus Therapeutics has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1017 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Autolus Therapeutics's Risk Adjusted Performance is above the group average of 0.09. Peer readings range from 0.0213 (ADC Therapeutics SA) to 0.1841 (Aura Biosciences), reflecting wide dispersion across the sector. Autolus Therapeutics's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Autolus Therapeutics and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Risk Adjusted Performance ratio for Autolus Therapeutics sits near
161.71 , with Risk Adjusted Performance at
0.10 and Maximum Drawdown at
16.45 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Autolus Therapeutics.
Methodology, Assumptions & Data Sources
Autolus Therapeutics' Risk Adjusted Performance currently stands at 0.1017. Risk Adjusted Performance for Autolus Therapeutics is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Autolus Therapeutics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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