Rush Enterprises Information Ratio
| RUSHB Stock | | | USD 68.58 0.25 0.37% |
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 Rush Enterprises's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Rush Enterprises carries a Information Ratio of 0.0761, consistent with positive but modest excess return per unit of tracking risk. Rush Enterprises has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0761 | |
Information Ratio Peers Comparison
Among sector peers, Rush Enterprises's Information Ratio of 0.0761 is above the 0.03 group average. The range runs from -0.1128 (Asbury Automotive Group) to 0.1752 (CarGurus). Rush Enterprises'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 Rush Enterprises 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.
Rush Enterprises's Maximum Drawdown of
12.37 runs about
162.61 times its Information Ratio of
0.08 . This indicates Maximum Drawdown substantially exceeds Information Ratio for Rush Enterprises.
Methodology, Assumptions & Data Sources
The current Information Ratio for Rush Enterprises is 0.0761. This Information Ratio reading for Rush Enterprises results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Rush Enterprises operates in the consumer cyclical 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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