Doman Building Sortino Ratio
| DBM Stock | | | 10.15 -0.04 -0.39% |
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 Doman Building's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Doman Building carries a Sortino Ratio of 0.0172, consistent with its current reading on this measure. This reflects Doman Building's positioning relative to its own recent range within Trading Companies & Distributors.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0172 | |
| ER[a] | = | Expected return on investing in Doman Building |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Doman Building's Sortino Ratio is below the group average of 0.09. Peer readings range from 0.0111 (Orezone Gold Corp) to 0.1604 (Sigma Lithium Resources), reflecting wide dispersion across the sector. Doman Building'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 Doman Building 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.
Doman Building shows nearly
461.06 of Maximum Drawdown per unit of Sortino Ratio (
0.02 versus
7.93 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Doman Building.
Methodology, Assumptions & Data Sources
Doman Building's Sortino Ratio currently stands at 0.0172. This Sortino Ratio reading for Doman Building 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. Doman Building operates in the industrials 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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