PGE Corp Information Ratio
| PCG Stock | | | USD 16.17 -0.03 -0.19% |
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 PGE Corp's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of 0.0633 places PGE Corp at positive but modest excess return per unit of tracking risk. PGE Corp has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0633 | |
Information Ratio Peers Comparison
Among sector peers, PGE Corp's Information Ratio of 0.0633 is above the 0.04 group average. The range runs from -0.044 (FirstEnergy) to 0.1631 (Entergy). PGE Corp'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 PGE Corp 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.
PGE Corp records a Information Ratio of
0.06 and a Maximum Drawdown of
10.55 , yielding roughly
166.63 units of Maximum Drawdown per Information Ratio. This indicates Maximum Drawdown substantially exceeds Information Ratio for PGE Corp.
Methodology, Assumptions & Data Sources
The current Information Ratio for PGE Corp is 0.0633. The Information Ratio for PGE Corp applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. PGE Corp operates in the utilities 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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