Compass Information Ratio
| COMP Stock | | | USD 8.72 -0.02 -0.23% |
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 Compass's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
With Information Ratio at
-0.06, Compass shows slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Compass has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.06 | |
Information Ratio Peers Comparison
Among sector peers, Compass's Information Ratio of -0.0612 is below the 0.03 group average. The range runs from -0.1667 (Workiva) to 0.1427 (Navan Class A). Compass'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 Compass 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 Compass to PeersMethodology, Assumptions & Data Sources
Compass has a current Information Ratio reading of -0.06. Compass' Information Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Compass operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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