Silvercorp Metals Treynor Ratio
| SVM Stock | | | CAD 18.35 0.60 3.38% |
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 Silvercorp Metals's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At 0.283, Silvercorp Metals's Treynor Ratio indicates positive return per unit of systematic risk. Silvercorp Metals has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.283 | |
| ER[a] | = | Expected return on investing in Silvercorp Metals |
| BETA | = | Beta coefficient between Silvercorp Metals and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Silvercorp Metals's Treynor Ratio of 0.283 falls above the 0.07 peer average. Values range from -0.2437 (Vizsla Silver Corp) to 0.3641 (Altius Minerals), with wide dispersion across the group. Silvercorp Metals 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 Silvercorp Metals 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.
Silvercorp Metals shows nearly
61.41 of Maximum Drawdown per unit of Treynor Ratio (
0.28 versus
17.38 ). This indicates Maximum Drawdown substantially exceeds Treynor Ratio for Silvercorp Metals.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for Silvercorp Metals is 0.283. The Treynor Ratio for Silvercorp Metals is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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