TFI International Risk Adjusted Performance
| TFII Stock | | | USD 139.13 0.81 0.59% |
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 TFI International's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.0932 places TFI International at positive but modest risk-adjusted return. TFI International has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0932 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, TFI International's Risk Adjusted Performance is above the group average of 0.04. Peer readings range from -0.0918 (ESAB Corp) to 0.1949 (IES Holdings), reflecting wide dispersion across the sector. TFI International'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 TFI International 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.
At
0.09 for Risk Adjusted Performance and
11.95 for Maximum Drawdown, TFI International's cross-indicator ratio sits almost
128.26 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for TFI International.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for TFI International is 0.0932. This Risk Adjusted Performance reading for TFI International results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. TFI International operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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