PVH Corp Information Ratio
| PVH Stock | | | USD 88.62 -3.25 -3.54% |
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 PVH Corp's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of 0.2042 places PVH Corp at positive but modest excess return per unit of tracking risk. PVH Corp has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.2042 | |
Information Ratio Peers Comparison
Among sector peers, PVH Corp's Information Ratio of 0.2042 is above the -0.01 group average. The range runs from -0.1224 (Abercrombie Fitch) to 0.1072 (Kontoor Brands). PVH 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 PVH 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.
At
0.20 for Information Ratio and
15.10 for Maximum Drawdown, PVH Corp's cross-indicator ratio sits almost
73.95 . This indicates Maximum Drawdown substantially exceeds Information Ratio for PVH Corp.
Methodology, Assumptions & Data Sources
PVH Corp has a current Information Ratio reading of 0.2042. Information Ratio for PVH Corp is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. PVH Corp operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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