FuelCell Energy Sortino Ratio
| FCEL Stock | | | USD 12.81 -0.74 -5.46% |
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 FuelCell Energy's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
FuelCell Energy's Sortino Ratio of 0.2927 reflects its current reading on this measure. This reflects FuelCell Energy's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.2927 | |
| ER[a] | = | Expected return on investing in FuelCell Energy |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.11 for Sortino Ratio, with FuelCell Energy at 0.2927 falling above that level. Readings span 0.0254 (Resources Connection) to 0.1662 (Ammo Inc). FuelCell Energy's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for FuelCell Energy 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.
The Maximum Drawdown-to-Sortino Ratio ratio for FuelCell Energy sits near
143.20 , with Sortino Ratio at
0.29 and Maximum Drawdown at
41.92 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for FuelCell Energy.
Methodology, Assumptions & Data Sources
FuelCell Energy's Sortino Ratio currently stands at 0.2927. The Sortino Ratio for FuelCell Energy is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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