Grab Holdings Treynor Ratio
| GRAB Stock | | | USD 3.77 0.09 2.45% |
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 Grab Holdings's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At
-0.1, Grab Holdings exhibits negative return per unit of systematic risk in Treynor Ratio. Grab Holdings 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 |
| = | -0.1 | |
| ER[a] | = | Expected return on investing in Grab Holdings |
| BETA | = | Beta coefficient between Grab Holdings and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Grab Holdings falls below the 0.09 peer average for Treynor Ratio. Guidewire Software leads at 1.65 while Trade Desk registers the lowest at -1.1688. Grab Holdings 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 Grab Holdings 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 Grab Holdings to PeersMethodology, Assumptions & Data Sources
Grab Holdings has a current Treynor Ratio reading of -0.1. The Treynor Ratio for Grab Holdings applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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