UGI Risk Adjusted Performance
| UGI Stock | | | USD 32.32 -2.75 -7.84% |
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 UGI's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
UGI has a Risk Adjusted Performance of
-0.15, indicating slightly negative risk-adjusted return. UGI's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.15 | |
Risk Adjusted Performance Peers Comparison
UGI falls below the 0.06 peer average for Risk Adjusted Performance. Companhia Paranaense de leads at 0.1591 while Brookfield Infrastructure Corp registers the lowest at -0.1217. UGI'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 UGI 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 UGI to PeersMethodology, Assumptions & Data Sources
UGI has a current Risk Adjusted Performance reading of -0.15. This Risk Adjusted Performance reading for UGI results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. UGI operates in the utilities 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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