Digimarc Risk Adjusted Performance
| DMRC Stock | | | USD 7.29 0.33 4.74% |
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 Digimarc's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Digimarc's Risk Adjusted Performance of 0.0907 reflects positive but modest risk-adjusted return. Digimarc has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0907 | |
Risk Adjusted Performance Peers Comparison
Digimarc falls above the -0.01 peer average for Risk Adjusted Performance. ON24 Inc leads at 0.1273 while Waldencast Acquisition Corp registers the lowest at -0.1684. Digimarc'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 Digimarc 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.
With Risk Adjusted Performance at
0.09 and Maximum Drawdown at
32.32 , Digimarc shows a
356.37 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Digimarc.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Digimarc is 0.0907. Risk Adjusted Performance for Digimarc is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Digimarc operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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