Infosys Treynor Ratio
| INFY Stock | | | USD 12.46 0.22 1.80% |
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 Infosys's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
With Treynor Ratio at 0.9669, Infosys shows strong return per unit of systematic risk. Infosys has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.9669 | |
| ER[a] | = | Expected return on investing in Infosys |
| BETA | = | Beta coefficient between Infosys and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, Infosys's Treynor Ratio is above the group average of 0.1. Peer readings range from -1.4738 (MicroStrategy Incorporated) to 3.29 (CoreWeave Class A), reflecting wide dispersion across the sector. Infosys has earned more 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 Infosys 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.
Infosys's Maximum Drawdown of
11.67 runs about
12.07 times its Treynor Ratio of
0.97 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Infosys.
Methodology, Assumptions & Data Sources
Infosys has a current Treynor Ratio reading of 0.9669. This Treynor Ratio reading for Infosys results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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