IperionX Limited Treynor Ratio
| IPX Stock | | | USD 41.21 0.54 1.33% |
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 IperionX Limited's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
IperionX Limited's Treynor Ratio of 0.0078 reflects positive return per unit of systematic risk. IperionX Limited has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0078 | |
| ER[a] | = | Expected return on investing in IperionX Limited |
| BETA | = | Beta coefficient between IperionX Limited and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
IperionX Limited's Treynor Ratio of 0.0078 falls below the 0.07 peer average. Values range from -0.1903 (Vizsla Resources Corp) to 0.1936 (Silvercorp Metals), with wide dispersion across the group. IperionX Limited 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 IperionX Limited 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.
IperionX Limited's Maximum Drawdown of
23.45 runs about
3,007 times its Treynor Ratio of
0.01 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for IperionX Limited.
Methodology, Assumptions & Data Sources
IperionX Limited has a current Treynor Ratio reading of 0.0078. The Treynor Ratio for IperionX Limited applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. IperionX Limited operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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