Alliance Entertainment Sortino Ratio
| AENT Stock | | | 7.09 -0.22 -3.01% |
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 Alliance Entertainment's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The current Sortino Ratio of 0.0222 places Alliance Entertainment at its current reading on this measure. This reflects Alliance Entertainment's positioning relative to its own recent range within Distributors.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0222 | |
| ER[a] | = | Expected return on investing in Alliance Entertainment |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Alliance Entertainment's Sortino Ratio of 0.0222 falls below the 0.21 peer average. Values range from 0.0216 (Thryv Holdings) to 0.49 (Ooma Inc), with wide dispersion across the group. Alliance Entertainment's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Alliance Entertainment 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.
Comparing Sortino Ratio (
0.02 ) to Maximum Drawdown (
23.90 ) for Alliance Entertainment yields a
1,077 multiple. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Alliance Entertainment.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Alliance Entertainment is 0.0222. The Sortino Ratio for Alliance Entertainment 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. Alliance Entertainment operates in the consumer discretionary 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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