Linde Plc Risk Adjusted Performance
| LIN Stock | | | USD 501.87 1.58 0.32% |
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 Linde Plc's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Linde Plc registers a Risk Adjusted Performance of 0.1103, reflecting positive but modest risk-adjusted return. Linde Plc has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1103 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.07 for Risk Adjusted Performance, with Linde Plc at 0.1103 falling above that level. Readings span -0.0767 (Sherwin Williams Co) to 0.2025 (Hawkins). Linde Plc'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 Linde Plc 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.
Linde Plc shows nearly
50.28 of Maximum Drawdown per unit of Risk Adjusted Performance (
0.11 versus
5.55 ). This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Linde Plc.
Methodology, Assumptions & Data Sources
Linde Plc has a current Risk Adjusted Performance reading of 0.1103. Linde Plc'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. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Linde Plc operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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