| JCI Stock | | | USD 83.45 0.54 0.64% |
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Johnson Controls International has current Sortino Ratio of 0.1339. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or the required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1339 | |
| ER[a] | = | Expected return on investing in Johnson Controls |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Johnson Controls Sortino Ratio Peers Comparison
Johnson Sortino Ratio Relative To Other Indicators
Johnson Controls International is currently regarded as number one stock in sortino ratio category among its peers. It is currently under evaluation in semi variance category among its peers fabricating about
5.18 of Semi Variance per Sortino Ratio. The ratio of Semi Variance to Sortino Ratio for Johnson Controls International is roughly
5.18 The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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