Chicago Rivet Sortino Ratio
| CVR Stock | | | USD 10.76 0.22 2.09% |
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 Chicago Rivet's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0, Chicago Rivet exhibits its current reading on this measure in Sortino Ratio. This reflects Chicago Rivet's positioning relative to its own recent range within Industrial Machinery & Supplies & Components.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Chicago Rivet |
| 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 Chicago Rivet 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.
Compare Chicago Rivet to PeersMethodology, Assumptions & Data Sources
The current Sortino Ratio for Chicago Rivet is 0. Chicago Rivet's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Chicago Rivet operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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