DHT Holdings Treynor Ratio
| DHT Stock | | | USD 19.02 0.08 0.42% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is DHT Holdings's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At 0.5945, DHT Holdings exhibits strong return per unit of systematic risk in Treynor Ratio. DHT Holdings has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.5945 | |
| ER[a] | = | Expected return on investing in DHT Holdings |
| BETA | = | Beta coefficient between DHT Holdings and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
DHT Holdings falls above the 0.06 peer average for Treynor Ratio. Seadrill Limited leads at 0.9892 while Baytex Energy Corp registers the lowest at -1.9698. DHT Holdings has earned more return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for DHT Holdings and its peers. Each point represents one equity — position along the horizontal axis shows Treynor 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.
Comparing Treynor Ratio (
0.59 ) to Maximum Drawdown (
12.44 ) for DHT Holdings yields a
20.92 multiple. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for DHT Holdings.
Methodology, Assumptions & Data Sources
DHT Holdings' Treynor Ratio currently stands at 0.5945. The Treynor Ratio for DHT Holdings is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators