TFI International Treynor Ratio
| TFII Stock | | | USD 138.93 1.06 0.77% |
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 TFI International's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
With Treynor Ratio at 0.2335, TFI International shows positive return per unit of systematic risk. TFI International has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.2335 | |
| ER[a] | = | Expected return on investing in TFI International |
| BETA | = | Beta coefficient between TFI International and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Relative to peers, TFI International's Treynor Ratio is above the group average of 0.1. Peer readings range from -0.0993 (ESAB Corp) to 0.2726 (Ryder System), reflecting wide dispersion across the sector. TFI International 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 TFI International 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.
At
0.23 for Treynor Ratio and
13.32 for Maximum Drawdown, TFI International's cross-indicator ratio sits almost
57.05 . This indicates Maximum Drawdown substantially exceeds Treynor Ratio for TFI International.
Methodology, Assumptions & Data Sources
TFI International's Treynor Ratio currently stands at 0.2335. TFI International's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. TFI International operates in the industrials 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.
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