Axos Financial Sortino Ratio
| AX Stock | | | USD 95.50 -2.17 -2.22% |
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 Axos Financial's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
A Sortino Ratio of 0.0025 for Axos Financial signals its current reading on this measure. This reflects Axos Financial's positioning relative to its own recent range within Regional Banks.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0025 | |
| ER[a] | = | Expected return on investing in Axos Financial |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Axos Financial's Sortino Ratio of 0.0025 is below the 0.03 group average. The range runs from 0.0036 (Bank Ozk) to 0.1172 (Webster Financial). Axos Financial'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 Axos Financial 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.
Axos Financial's Maximum Drawdown of
13.49 runs about
5,394 times its Sortino Ratio of
0.00 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Axos Financial.
Methodology, Assumptions & Data Sources
Axos Financial's Sortino Ratio currently stands at 0.0025. Sortino Ratio for Axos Financial is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Axos Financial operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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