Nutanix Treynor Ratio
| NTNX Stock | | | USD 40.56 1.41 3.60% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is Nutanix's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Nutanix registers a Treynor Ratio of 0.0081, reflecting positive return per unit of systematic risk. Nutanix has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0081 | |
| ER[a] | = | Expected return on investing in Nutanix |
| BETA | = | Beta coefficient between Nutanix and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, Nutanix's Treynor Ratio of 0.0081 is above the -0.32 group average. The range runs from -1.0234 (Check Point Software) to 0.0115 (Corpay Inc). Nutanix has earned more return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for Nutanix and its peers. Each point represents one equity — position along the horizontal axis shows Treynor 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.
Nutanix's Maximum Drawdown of
14.89 runs about
1,839 times its Treynor Ratio of
0.01 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Nutanix.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for Nutanix is 0.0081. Nutanix's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Nutanix operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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