Citizens Sortino Ratio

Key Indicators . Sortino Ratio . Stocks . USA . 
Stock . Citizens
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 Citizens's current Sortino Ratio with peer comparisons and related risk metrics.

Current Sortino Ratio Value

At 0, Citizens exhibits its current reading on this measure in Sortino Ratio. This reflects Citizens's positioning relative to its own recent range within Stock.

Sortino Ratio

 = 

ER[a] - ER[b]

DD

 = 
0
ER[a] = Expected return on investing in Citizens
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

Sortino Ratio Peers Comparison

Sortino Ratio Relative To Other Indicators

The chart below plots Sortino Ratio against Maximum Drawdown for Citizens 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.

Methodology, Assumptions & Data Sources

Citizens has a current Sortino Ratio reading of 0. This Sortino Ratio reading for Citizens results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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