ITT Risk Adjusted Performance
| ITT Stock | | | USD 206.32 0.00 0.00% |
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 ITT's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.0853, ITT exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. ITT has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0853 | |
Risk Adjusted Performance Peers Comparison
ITT's Risk Adjusted Performance of 0.0853 falls above the -0.01 peer average. Values range from -0.1679 (Graco Inc) to 0.1825 (Generac Holdings), with tight clustering across the group. ITT's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for ITT 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.
Comparing Risk Adjusted Performance (
0.09 ) to Maximum Drawdown (
13.21 ) for ITT yields a
154.88 multiple. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for ITT.
Methodology, Assumptions & Data Sources
ITT's Risk Adjusted Performance currently stands at 0.0853. ITT's 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. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. ITT operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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