Fathom Holdings Sortino Ratio
| FTHM Stock | | | USD 0.82 -0.02 -2.38% |
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 Fathom Holdings's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
A Sortino Ratio of 0.0019 for Fathom Holdings signals its current reading on this measure. This reflects Fathom Holdings's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0019 | |
| ER[a] | = | Expected return on investing in Fathom Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Fathom Holdings's Sortino Ratio of 0.0019 is below the 0.08 group average. The range runs from 0.0351 (Rafael Holdings) to 0.1138 (Bluerock Homes Trust). Fathom Holdings'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 Fathom Holdings 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.
Fathom Holdings shows nearly
21,452 of Maximum Drawdown per unit of Sortino Ratio (
0.00 versus
40.76 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Fathom Holdings.
Methodology, Assumptions & Data Sources
Fathom Holdings' Sortino Ratio currently stands at 0.0019. This Sortino Ratio reading for Fathom Holdings results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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