Gildan Activewear Treynor Ratio
| GIL Stock | | | USD 59.40 -1.90 -3.10% |
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 Gildan Activewear's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
With Treynor Ratio at
-0.08, Gildan Activewear shows negative return per unit of systematic risk. Gildan Activewear has not been compensated for the market risk it carries — systematic exposure has produced negative returns over the measured period.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | -0.08 | |
| ER[a] | = | Expected return on investing in Gildan Activewear |
| BETA | = | Beta coefficient between Gildan Activewear and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Gildan Activewear's Treynor Ratio is below the group average of 0.0. Peer readings range from -0.193 (LKQ Corporation) to 0.5284 (Maplebear), reflecting tight clustering across the sector. Gildan Activewear has earned less 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 Gildan Activewear 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.
Compare Gildan Activewear to PeersMethodology, Assumptions & Data Sources
Gildan Activewear's Treynor Ratio currently stands at -0.08. Gildan Activewear's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Gildan Activewear operates in the consumer discretionary 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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