Entegris Treynor Ratio
| ENTG Stock | | | USD 155.86 6.57 4.40% |
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 Entegris's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
A Treynor Ratio of 0.2638 for Entegris signals positive return per unit of systematic risk. Entegris has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.2638 | |
| ER[a] | = | Expected return on investing in Entegris |
| BETA | = | Beta coefficient between Entegris and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.25 for Treynor Ratio, with Entegris at 0.2638 falling above that level. Readings span -0.0371 (Zebra Technologies) to 0.4388 (Tower Semiconductor). Entegris 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 Entegris 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.
Entegris records a Treynor Ratio of
0.26 and a Maximum Drawdown of
20.66 , yielding roughly
78.33 units of Maximum Drawdown per Treynor Ratio. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Entegris.
Methodology, Assumptions & Data Sources
Entegris' Treynor Ratio currently stands at 0.2638. Treynor Ratio for Entegris is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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