Bandwidth Sortino Ratio
| BAND Stock | | | USD 24.12 1.17 5.10% |
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 Bandwidth's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Bandwidth has a Sortino Ratio of 0.3141, indicating its current reading on this measure. This reflects Bandwidth's positioning relative to its own recent range within Diversified Telecommunication Services.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.3141 | |
| ER[a] | = | Expected return on investing in Bandwidth |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.1 for Sortino Ratio, with Bandwidth at 0.3141 falling above that level. Readings span 0.0012 (Gorilla Technology Group) to 0.188 (International Money Express). Bandwidth'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 Bandwidth 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
0.31 and Maximum Drawdown at
19.76 , Bandwidth shows a
62.90 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Bandwidth.
Methodology, Assumptions & Data Sources
Bandwidth's Sortino Ratio currently stands at 0.3141. This Sortino Ratio reading for Bandwidth results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Bandwidth operates in the communication services 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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