Greif Bros Risk Adjusted Performance
| GEF Stock | | | USD 67.64 1.58 2.39% |
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 Greif Bros's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of
-0.08 places Greif Bros at slightly negative risk-adjusted return. Greif Bros's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.08 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Greif Bros's Risk Adjusted Performance is below the group average of 0.0. Peer readings range from -0.1856 (LCI Industries) to 0.1461 (TRI Pointe Homes), reflecting tight clustering across the sector. Greif Bros'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 Greif Bros 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 Greif Bros to PeersMethodology, Assumptions & Data Sources
Greif Bros' Risk Adjusted Performance currently stands at -0.08. The Risk Adjusted Performance for Greif Bros applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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