Endeavour Silver Risk Adjusted Performance
| EDR Stock | | | CAD 13.73 -0.09 -0.65% |
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 Endeavour Silver's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Endeavour Silver's Risk Adjusted Performance of
-0.02 reflects slightly negative risk-adjusted return. Endeavour Silver's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.02 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Endeavour Silver's Risk Adjusted Performance of -0.0189 is below the 0.03 group average. The range runs from -0.0705 (Erdene Resource Development) to 0.1322 (Wesdome Gold Mines). Endeavour Silver'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 Endeavour Silver 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 Endeavour Silver to PeersMethodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Endeavour Silver is -0.02. The Risk Adjusted Performance for Endeavour Silver applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Endeavour Silver operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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