JD Sports Sortino Ratio

Sortino Ratio data for JD Sports Fashion is presented below, including the current value, historical progression, and peer context. Each update reflects the most recent end-of-day price data, adjusted for corporate actions. JD Sports Volatility together with JD Sports Price History extends the research frame for JD Sports.
  

Current Sortino Ratio Value

JD Sports has a Sortino Ratio of 0, indicating its current reading on this measure. This reflects JD Sports's positioning relative to its own recent range within Pink Sheet.

Sortino Ratio

 = 

ER[a] - ER[b]

DD

 = 
0
ER[a] = Expected return on investing in JD Sports
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

Sortino Ratio Peers Comparison

Sortino Ratio Relative To Other Indicators

The chart below plots Sortino Ratio against Maximum Drawdown for JD Sports 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.

Methodology, Assumptions & Data Sources

The current Sortino Ratio for JD Sports is 0. The Sortino Ratio for JD Sports applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.