GATX Information Ratio
| GATX Stock | | | USD 198.16 -0.78 -0.39% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is GATX's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of 0.0825 places GATX at positive but modest excess return per unit of tracking risk. GATX has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0825 | |
Information Ratio Peers Comparison
Among sector peers, GATX's Information Ratio of 0.0825 is above the 0.05 group average. The range runs from -0.1791 (KBR Inc) to 0.1713 (Ryder System). GATX's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for GATX and its peers. Each point represents one equity — position along the horizontal axis shows Information 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.
GATX's Maximum Drawdown of
8.51 runs about
103.16 times its Information Ratio of
0.08 . This indicates Maximum Drawdown substantially exceeds Information Ratio for GATX.
Methodology, Assumptions & Data Sources
GATX has a current Information Ratio reading of 0.0825. The Information Ratio for GATX applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. GATX operates in the industrials 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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