Toll Brothers Risk Adjusted Performance
| TOL Stock | | | USD 137.09 -4.51 -3.19% |
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 Toll Brothers's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Toll Brothers has a Risk Adjusted Performance of
-0.03, indicating slightly negative risk-adjusted return. Toll Brothers's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.03 | |
Risk Adjusted Performance Peers Comparison
Toll Brothers falls below the 0.0 peer average for Risk Adjusted Performance. Magna International leads at 0.1156 while Dominos Pizza Common registers the lowest at -0.113. Toll Brothers's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Toll Brothers 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.
Compare Toll Brothers to PeersMethodology, Assumptions & Data Sources
Toll Brothers' Risk Adjusted Performance currently stands at -0.03. The Risk Adjusted Performance for Toll Brothers is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Toll Brothers operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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