Superior Uniform Treynor Ratio
| SGC Stock | | | USD 12.00 0.04 0.33% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is Superior Uniform's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
Superior Uniform's Treynor Ratio of 0.3541 reflects positive return per unit of systematic risk. Superior Uniform has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.3541 | |
| ER[a] | = | Expected return on investing in Superior Uniform |
| BETA | = | Beta coefficient between Superior Uniform and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Superior Uniform's Treynor Ratio of 0.3541 falls above the -0.19 peer average. Values range from -1.1072 (JJill Inc) to 1.02 (Escalade Incorporated), with tight clustering across the group. Superior Uniform has earned more return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for Superior Uniform and its peers. Each point represents one equity — position along the horizontal axis shows Treynor 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.
With Treynor Ratio at
0.35 and Maximum Drawdown at
7.64 , Superior Uniform shows a
21.58 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Superior Uniform.
Methodology, Assumptions & Data Sources
Superior Uniform has a current Treynor Ratio reading of 0.3541. The Treynor Ratio for Superior Uniform 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. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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