UGI Information Ratio
| UGI Stock | | | USD 32.64 -2.43 -6.93% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is UGI's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
UGI has a Information Ratio of
-0.09, indicating slight underperformance relative to the benchmark on a risk-adjusted basis. The negative value indicates UGI has not kept pace with its benchmark after accounting for tracking error.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | -0.09 | |
Information Ratio Peers Comparison
UGI falls below the 0.05 peer average for Information Ratio. Companhia Paranaense de leads at 0.1585 while Brookfield Infrastructure Corp registers the lowest at -0.1342. UGI's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for UGI and its peers. Each point represents one equity — position along the horizontal axis shows Information 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.
Compare UGI to PeersMethodology, Assumptions & Data Sources
The current Information Ratio for UGI is -0.09. The Information Ratio for UGI applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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