Compass Minerals Risk Adjusted Performance
| CMP Stock | | | USD 27.93 -0.31 -1.10% |
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 Compass Minerals's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Compass Minerals's Risk Adjusted Performance of 0.0607 reflects positive but modest risk-adjusted return. Compass Minerals has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0607 | |
Risk Adjusted Performance Peers Comparison
Compass Minerals falls above the 0.05 peer average for Risk Adjusted Performance. Oil Dri leads at 0.1885 while Ferroglobe PLC registers the lowest at -0.0478. Compass Minerals'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 Compass Minerals 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.
Compass Minerals's Risk Adjusted Performance reads
0.06 while Maximum Drawdown reads
14.93 , a
246.01 ratio between the two. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Compass Minerals.
Methodology, Assumptions & Data Sources
Compass Minerals' Risk Adjusted Performance currently stands at 0.0607. Risk Adjusted Performance for Compass Minerals is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Compass Minerals operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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