OGE Energy Treynor Ratio
| OGE Stock | | | USD 47.33 -0.40 -0.84% |
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 OGE Energy's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
The Treynor Ratio of 0.9186 for OGE Energy indicates strong return per unit of systematic risk. OGE Energy has been well compensated for the market risk it carries.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.9186 | |
| ER[a] | = | Expected return on investing in OGE Energy |
| BETA | = | Beta coefficient between OGE Energy and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
OGE Energy falls above the 0.64 peer average for Treynor Ratio. Pinnacle West Capital leads at 8.52 while UGI Corporation registers the lowest at -1.865. OGE Energy 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 OGE Energy 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.
With Treynor Ratio at
0.92 and Maximum Drawdown at
4.61 , OGE Energy shows a
5.01 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for OGE Energy.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for OGE Energy is 0.9186. Treynor Ratio for OGE Energy is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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