Brilliant Earth Treynor Ratio

BRLT Stock  USD 2.03  0.02  1.00%   
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Brilliant Earth Group has current Treynor Ratio of (0.85). The Treynor is the reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore, the Treynor Ratio is calculated as [(Portfolio return - Risk-free return)/Beta].

Treynor Ratio

 = 

ER[a] - RFR

BETA

 = 
(0.85)
ER[a] = Expected return on investing in Brilliant Earth
BETA = Beta coefficient between Brilliant Earth and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Brilliant Earth Treynor Ratio Peers Comparison

Brilliant Treynor Ratio Relative To Other Indicators

Brilliant Earth Group is rated below average in treynor ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.
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