Marex Group Risk Adjusted Performance
| MRX Stock | | | 52.14 2.07 4.13% |
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 Marex Group's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Marex Group registers a Risk Adjusted Performance of 0.1732, reflecting positive but modest risk-adjusted return. Marex Group has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1732 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.0 for Risk Adjusted Performance, with Marex Group at 0.1732 falling above that level. Readings span -0.1059 (Eagle Point Credit) to 0.1047 (First Financial Bancorp). Marex Group'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 Marex Group 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.
Marex Group's Maximum Drawdown of
11.08 runs about
63.95 times its Risk Adjusted Performance of
0.17 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Marex Group.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Marex Group is 0.1732. Marex Group'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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