Vail Resorts Information Ratio
| MTN Stock | | | USD 125.26 -1.06 -0.84% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Vail Resorts's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Vail Resorts has a Information Ratio of 0.0023, indicating positive but modest excess return per unit of tracking risk. Vail Resorts has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0023 | |
Information Ratio Peers Comparison
Vail Resorts falls above the 0.0 peer average for Information Ratio. SGHC Limited leads at 0.2048 while Thor Industries registers the lowest at -0.2553. Vail Resorts's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Vail Resorts and its peers. Each point represents one equity — position along the horizontal axis shows Information 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.
Vail Resorts shows nearly
6,413 of Maximum Drawdown per unit of Information Ratio (
0.00 versus
14.75 ). This indicates Maximum Drawdown substantially exceeds Information Ratio for Vail Resorts.
Methodology, Assumptions & Data Sources
Vail Resorts' Information Ratio currently stands at 0.0023. This Information Ratio reading for Vail Resorts results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Vail Resorts operates in the consumer discretionary 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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