Ameris Bancorp Sortino Ratio
| ABCB Stock | | | USD 87.26 0.68 0.79% |
The Sortino Ratio measures risk-adjusted return using only downside deviation rather than total volatility. Unlike the Sharpe Ratio, which penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only returns below a target threshold, making it a more targeted measure of harmful volatility. Below is Ameris Bancorp's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Ameris Bancorp carries a Sortino Ratio of 0.0294, consistent with its current reading on this measure. This reflects Ameris Bancorp's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0294 | |
| ER[a] | = | Expected return on investing in Ameris Bancorp |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Ameris Bancorp falls above the 0.01 peer average for Sortino Ratio. FNB Corp leads at 0.0176 while Intercorp Financial Services registers the lowest at -0.0039. Ameris Bancorp's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Ameris Bancorp and its peers. Each point represents one equity — position along the horizontal axis shows Sortino 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.
Ameris Bancorp's Maximum Drawdown of
7.97 runs about
271.19 times its Sortino Ratio of
0.03 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Ameris Bancorp.
Methodology, Assumptions & Data Sources
Ameris Bancorp's Sortino Ratio currently stands at 0.0294. The Sortino Ratio for Ameris Bancorp applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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