Helios Technologies Risk Adjusted Performance
| HLIO Stock | | | USD 68.22 0.24 0.35% |
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 Helios Technologies's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of
-0.0036 places Helios Technologies at slightly negative risk-adjusted return. Helios Technologies's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.0036 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Helios Technologies's Risk Adjusted Performance is below the group average of 0.01. Peer readings range from -0.1892 (HNI Corp) to 0.1212 (Babcock Wilcox Enterprises), reflecting wide dispersion across the sector. Helios Technologies'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 Helios Technologies 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 Helios Technologies to PeersMethodology, Assumptions & Data Sources
Helios Technologies has a current Risk Adjusted Performance reading of -0.0036. Helios Technologies' Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Helios Technologies operates in the industrials 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.
Other Technical Indicators