Dime Community Risk Adjusted Performance
| DCOM Stock | | | USD 37.52 0.48 1.30% |
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 Dime Community's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.056, Dime Community exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. Dime Community has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.056 | |
Risk Adjusted Performance Peers Comparison
Dime Community's Risk Adjusted Performance of 0.056 falls above the 0.04 peer average. Values range from -0.0066 (TriCo Bancshares) to 0.0899 (ConnectOne Bancorp), with wide dispersion across the group. Dime Community'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 Dime Community 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.
Dime Community shows nearly
174.33 of Maximum Drawdown per unit of Risk Adjusted Performance (
0.06 versus
9.76 ). This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Dime Community.
Methodology, Assumptions & Data Sources
Dime Community's Risk Adjusted Performance currently stands at 0.056. This Risk Adjusted Performance reading for Dime Community results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Dime Community operates in the financial services 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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