Sasol Information Ratio
| SSL Stock | | | USD 13.24 -1.05 -7.35% |
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 Sasol's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The Information Ratio of 0.2555 for Sasol indicates positive but modest excess return per unit of tracking risk. Sasol has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.2555 | |
Information Ratio Peers Comparison
The peer group averages 0.02 for Information Ratio, with Sasol at 0.2555 falling above that level. Readings span -0.1435 (WD 40 Company) to 0.1953 (Hawkins). Sasol'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 Sasol 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.
The Maximum Drawdown-to-Information Ratio ratio for Sasol sits near
71.90 , with Information Ratio at
0.26 and Maximum Drawdown at
18.37 . This indicates Maximum Drawdown substantially exceeds Information Ratio for Sasol.
Methodology, Assumptions & Data Sources
The current Information Ratio for Sasol is 0.2555. This Information Ratio reading for Sasol results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Sasol operates in the basic materials 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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