Dyne Therapeutics Sortino Ratio
| DYN Stock | | | USD 18.33 -0.13 -0.70% |
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 Dyne Therapeutics's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.0611, Dyne Therapeutics exhibits its current reading on this measure in Sortino Ratio. This reflects Dyne Therapeutics's positioning relative to its own recent range within Biotechnology.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0611 | |
| ER[a] | = | Expected return on investing in Dyne Therapeutics |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Dyne Therapeutics's Sortino Ratio is below the group average of 0.14. Peer readings range from 0.0281 (Mirum Pharmaceuticals) to 0.2017 (Apogee Therapeutics Common), reflecting wide dispersion across the sector. Dyne Therapeutics'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 Dyne Therapeutics 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.
Dyne Therapeutics shows nearly
469.71 of Maximum Drawdown per unit of Sortino Ratio (
0.06 versus
28.70 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Dyne Therapeutics.
Methodology, Assumptions & Data Sources
Dyne Therapeutics has a current Sortino Ratio reading of 0.0611. The Sortino Ratio for Dyne Therapeutics is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Dyne Therapeutics operates in the health care 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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