Immunitybio Sortino Ratio
| IBRX Stock | | | USD 8.12 0.54 7.12% |
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 Immunitybio's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Immunitybio registers a Sortino Ratio of 0.0995, reflecting its current reading on this measure. This reflects Immunitybio's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0995 | |
| ER[a] | = | Expected return on investing in Immunitybio |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Immunitybio falls above the 0.05 peer average for Sortino Ratio. Arcus Biosciences leads at 0.114 while Agios Pharm registers the lowest at 0.0145. Immunitybio'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 Immunitybio 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.
Immunitybio's Maximum Drawdown of
62.92 runs about
632.40 times its Sortino Ratio of
0.10 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Immunitybio.
Methodology, Assumptions & Data Sources
Immunitybio's Sortino Ratio currently stands at 0.0995. The Sortino Ratio for Immunitybio applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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