Crown Holdings Market Risk Adjusted Performance
| CCK Stock | | | USD 101.12 0.03 0.03% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is Crown Holdings's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
A Market Risk Adjusted Performance of
-0.12 for Crown Holdings signals slightly negative risk-adjusted return. Crown Holdings's return has marginally failed to compensate for the volatility experienced.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.12 | |
| ER[a] | = | Expected return on investing in Crown Holdings |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Crown Holdings falls below the -0.06 peer average for Market Risk Adjusted Performance. Penske Automotive Group leads at 0.182 while Texas Roadhouse registers the lowest at -0.25. Crown Holdings's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Crown Holdings and its peers. Each point represents one equity — position along the horizontal axis shows Market 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.
Compare Crown Holdings to PeersMethodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for Crown Holdings is -0.12. The Market Risk Adjusted Performance for Crown Holdings applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Crown Holdings operates in the consumer cyclical 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.
Other Technical Indicators