Group 1 Information Ratio
| GPI Stock | | | USD 341.39 1.61 0.47% |
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 Group 1's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Group 1's Information Ratio of
-0.12 reflects slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates Group 1 has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.12 | |
Information Ratio Peers Comparison
Group 1 falls below the -0.02 peer average for Information Ratio. Sealed Air leads at 0.181 while Asbury Automotive Group registers the lowest at -0.176. Group 1's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Group 1 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.
Compare Group 1 to PeersMethodology, Assumptions & Data Sources
Group 1's Information Ratio currently stands at -0.12. The Information Ratio for Group 1 is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Group 1 operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
Other Technical Indicators