NRX Pharmaceuticals Risk Adjusted Performance
| NRXP Stock | | | USD 3.05 0.01 0.33% |
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 NRX Pharmaceuticals's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.188, NRX Pharmaceuticals's Risk Adjusted Performance indicates positive but modest risk-adjusted return. NRX Pharmaceuticals has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.188 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, NRX Pharmaceuticals's Risk Adjusted Performance of 0.188 is above the 0.07 group average. The range runs from -0.1344 (IO Biotech) to 0.1874 (Coeptis Therapeutics). NRX Pharmaceuticals'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 NRX Pharmaceuticals 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.
NRX Pharmaceuticals's Risk Adjusted Performance reads
0.19 while Maximum Drawdown reads
33.30 , a
177.14 ratio between the two. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for NRX Pharmaceuticals.
Methodology, Assumptions & Data Sources
NRX Pharmaceuticals' Risk Adjusted Performance currently stands at 0.188. The Risk Adjusted Performance for NRX Pharmaceuticals applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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