BorgWarner Sortino Ratio
| BWA Stock | | | USD 56.29 0.15 0.27% |
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 BorgWarner's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.1312, BorgWarner's Sortino Ratio indicates its current reading on this measure. This reflects BorgWarner's positioning relative to its own recent range within Automotive Parts & Equipment.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1312 | |
| ER[a] | = | Expected return on investing in BorgWarner |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, BorgWarner's Sortino Ratio of 0.1312 is below the 0.16 group average. The range runs from 0.0637 (Maplebear) to 0.2559 (Modine Manufacturing). BorgWarner'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 BorgWarner 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.
BorgWarner's Maximum Drawdown of
28.08 runs about
214.04 times its Sortino Ratio of
0.13 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for BorgWarner.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for BorgWarner is 0.1312. The Sortino Ratio for BorgWarner applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. BorgWarner operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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