Guru Organic Treynor Ratio
| GURU Stock | | | CAD 3.79 -0.20 -5.01% |
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 Guru Organic's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At
-0.64, Guru Organic exhibits negative return per unit of systematic risk in Treynor Ratio. Guru Organic 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 |
| = | -0.64 | |
| ER[a] | = | Expected return on investing in Guru Organic |
| BETA | = | Beta coefficient between Guru Organic and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.43 for Treynor Ratio, with Guru Organic at -0.6387 falling below that level. Readings span -0.4986 (Big Rock Brewery) to 1.62 (Andrew Peller Limited). Guru Organic 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 Guru Organic 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 Guru Organic to PeersMethodology, Assumptions & Data Sources
The current Treynor Ratio for Guru Organic is -0.64. Guru Organic'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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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