Gildan Activewear Risk Adjusted Performance
| GIL Stock | | | USD 61.30 1.58 2.65% |
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 Gildan Activewear's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of
-0.04 places Gildan Activewear at slightly negative risk-adjusted return. Gildan Activewear's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.04 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Gildan Activewear's Risk Adjusted Performance is below the group average of 0.0. Peer readings range from -0.1086 (LKQ Corporation) to 0.1331 (Five Below), reflecting tight clustering across the sector. Gildan Activewear'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 Gildan Activewear 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 Gildan Activewear to PeersMethodology, Assumptions & Data Sources
Gildan Activewear has a current Risk Adjusted Performance reading of -0.04. Risk Adjusted Performance for Gildan Activewear is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. 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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