Vicor Information Ratio
| VICR Stock | | | USD 266.01 14.99 5.97% |
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 Vicor's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of 0.1629 places Vicor at positive but modest excess return per unit of tracking risk. Vicor has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.1629 | |
Information Ratio Peers Comparison
Among sector peers, Vicor's Information Ratio of 0.1629 is above the 0.05 group average. The range runs from -0.0816 (Itron Inc) to 0.2308 (ESCO Technologies). Vicor's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Vicor 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.
Vicor's Information Ratio reads
0.16 while Maximum Drawdown reads
26.31 , a
161.51 ratio between the two. This indicates Maximum Drawdown substantially exceeds Information Ratio for Vicor.
Methodology, Assumptions & Data Sources
Vicor has a current Information Ratio reading of 0.1629. Information Ratio for Vicor is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Vicor 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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