Orion Group Information Ratio
| ORN Stock | | | USD 14.90 0.15 1.02% |
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 Orion Group's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Orion Group has a Information Ratio of 0.0763, indicating positive but modest excess return per unit of tracking risk. Orion Group has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0763 | |
Information Ratio Peers Comparison
Orion Group falls above the 0.05 peer average for Information Ratio. Park Aerospace Corp leads at 0.1987 while Byrna Technologies registers the lowest at -0.1731. Orion Group'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 Orion Group 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.
Orion Group shows nearly
239.06 of Maximum Drawdown per unit of Information Ratio (
0.08 versus
18.24 ). This indicates Maximum Drawdown substantially exceeds Information Ratio for Orion Group.
Methodology, Assumptions & Data Sources
The current Information Ratio for Orion Group is 0.0763. The Information Ratio for Orion Group is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Orion Group operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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