Hilton Grand Sortino Ratio
| HGV Stock | | | USD 48.61 2.13 4.58% |
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 Hilton Grand's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Hilton Grand registers a Sortino Ratio of 0.0377, reflecting its current reading on this measure. This reflects Hilton Grand's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0377 | |
| ER[a] | = | Expected return on investing in Hilton Grand |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Hilton Grand falls below the 0.16 peer average for Sortino Ratio. Garrett Motion leads at 0.3066 while Shake Shack registers the lowest at 0.0288. Hilton Grand'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 Hilton Grand 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.
Hilton Grand produces
293.17 in Maximum Drawdown for each unit of Sortino Ratio, with respective readings of
11.05 and
0.04 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Hilton Grand.
Methodology, Assumptions & Data Sources
Hilton Grand's Sortino Ratio currently stands at 0.0377. The Sortino Ratio for Hilton Grand is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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