Cincinnati Financial Information Ratio
| CINF Stock | | | USD 160.43 0.08 0.05% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Cincinnati Financial's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of
-0.08 places Cincinnati Financial at slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Cincinnati Financial has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.08 | |
Information Ratio Peers Comparison
Among sector peers, Cincinnati Financial's Information Ratio of -0.0814 is below the -0.08 group average. The range runs from -0.1898 (Markel) to 0.0617 (Northern Trust). Cincinnati Financial's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Cincinnati Financial and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio 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 Cincinnati Financial to PeersMethodology, Assumptions & Data Sources
The current Information Ratio for Cincinnati Financial is -0.08. The Information Ratio for Cincinnati Financial 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. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators