Sensient Technologies Risk Adjusted Performance
| SXT Stock | | | USD 117.87 0.02 0.02% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Sensient Technologies's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
With Risk Adjusted Performance at 0.1165, Sensient Technologies shows positive but modest risk-adjusted return. Sensient Technologies has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1165 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Sensient Technologies's Risk Adjusted Performance is above the group average of 0.07. Peer readings range from -0.0732 (WD 40 Company) to 0.2593 (Sasol), reflecting wide dispersion across the sector. Sensient Technologies's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Sensient Technologies and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance 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.
Comparing Risk Adjusted Performance (
0.12 ) to Maximum Drawdown (
29.83 ) for Sensient Technologies yields a
256.05 multiple. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Sensient Technologies.
Methodology, Assumptions & Data Sources
Sensient Technologies' Risk Adjusted Performance currently stands at 0.1165. The Risk Adjusted Performance for Sensient Technologies applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Sensient Technologies operates in the basic materials 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.
Other Technical Indicators