Ascendis Pharma Sortino Ratio
| ASND Stock | | | USD 232.00 -3.90 -1.65% |
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 Ascendis Pharma's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Ascendis Pharma carries a Sortino Ratio of 0.066, consistent with its current reading on this measure. This reflects Ascendis Pharma's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.066 | |
| ER[a] | = | Expected return on investing in Ascendis Pharma |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Ascendis Pharma falls below the 0.16 peer average for Sortino Ratio. Revolution Medicines leads at 0.3874 while BridgeBio Pharma registers the lowest at 0.0547. Ascendis Pharma'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 Ascendis Pharma 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.
With Sortino Ratio at
0.07 and Maximum Drawdown at
9.84 , Ascendis Pharma shows a
149.02 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Ascendis Pharma.
Methodology, Assumptions & Data Sources
Ascendis Pharma has a current Sortino Ratio reading of 0.066. The Sortino Ratio for Ascendis Pharma applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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