Aris Mining Sortino Ratio
| ARIS Stock | | | CAD 25.95 0.17 0.66% |
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 Aris Mining's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.0072, Aris Mining's Sortino Ratio indicates its current reading on this measure. This reflects Aris Mining's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0072 | |
| ER[a] | = | Expected return on investing in Aris Mining |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.03 for Sortino Ratio, with Aris Mining at 0.0072 falling below that level. Readings span 0.0043 (Skeena Resources) to 0.0921 (Silvercorp Metals). Aris Mining'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 Aris Mining 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.
Aris Mining shows nearly
2,267 of Maximum Drawdown per unit of Sortino Ratio (
0.01 versus
16.32 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Aris Mining.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Aris Mining is 0.0072. The Sortino Ratio for Aris Mining is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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