Donaldson Risk Adjusted Performance
| DCI Stock | | | USD 86.00 0.09 0.10% |
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 Donaldson's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At
-0.14, Donaldson's Risk Adjusted Performance indicates slightly negative risk-adjusted return. Donaldson's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.14 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Donaldson's Risk Adjusted Performance of -0.1403 is below the -0.02 group average. The range runs from -0.2285 (Smith AO) to 0.1825 (Generac Holdings). Donaldson's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Donaldson 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.
Compare Donaldson to PeersMethodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Donaldson is -0.14. The Risk Adjusted Performance for Donaldson applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Donaldson operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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