Sabre Corpo Information Ratio
| SABR Stock | | | USD 2.06 -0.01 -0.48% |
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 Sabre Corpo's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
Sabre Corpo carries a Information Ratio of 0.1297, consistent with positive but modest excess return per unit of tracking risk. Sabre Corpo has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.1297 | |
Information Ratio Peers Comparison
Sabre Corpo's Information Ratio of 0.1297 falls above the -0.01 peer average. Values range from -0.1488 (SES AI Corp) to 0.1062 (Lindblad Expeditions Holdings), with tight clustering across the group. Sabre Corpo'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 Sabre Corpo 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.
Sabre Corpo's Information Ratio reads
0.13 while Maximum Drawdown reads
55.03 , a
424.31 ratio between the two. This indicates Maximum Drawdown substantially exceeds Information Ratio for Sabre Corpo.
Methodology, Assumptions & Data Sources
Sabre Corpo has a current Information Ratio reading of 0.1297. Sabre Corpo's Information Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Sabre Corpo operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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