Jones Lang Sortino Ratio
| JLL Stock | | | USD 329.87 1.81 0.55% |
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 Jones Lang's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The current Sortino Ratio of 0.0036 places Jones Lang at its current reading on this measure. This reflects Jones Lang's positioning relative to its own recent range within Real Estate Management & Development.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0036 | |
| ER[a] | = | Expected return on investing in Jones Lang |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Jones Lang's Sortino Ratio of 0.0036 falls below the 0.17 peer average. Values range from 0.0231 (Newmark Group) to 0.3968 (Anywhere Real Estate), with wide dispersion across the group. Jones Lang'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 Jones Lang 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.
The Maximum Drawdown-to-Sortino Ratio ratio for Jones Lang sits near
4,356 , with Sortino Ratio at
0.00 and Maximum Drawdown at
15.68 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Jones Lang.
Methodology, Assumptions & Data Sources
Jones Lang has a current Sortino Ratio reading of 0.0036. The Sortino Ratio for Jones Lang 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. Jones Lang operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators