Kraft Heinz Sortino Ratio
| KHC Stock | | | USD 23.96 0.32 1.35% |
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 Kraft Heinz's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Kraft Heinz carries a Sortino Ratio of
-0.0014, consistent with its current reading on this measure. This reflects Kraft Heinz's positioning relative to its own recent range within Packaged Foods & Meats.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | -0.0014 | |
| ER[a] | = | Expected return on investing in Kraft Heinz |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Kraft Heinz falls below the 0.13 peer average for Sortino Ratio. Kellanova leads at 0.2372 while JBS NV registers the lowest at 0.0173. Kraft Heinz'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 Kraft Heinz 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.
Compare Kraft Heinz to PeersMethodology, Assumptions & Data Sources
Kraft Heinz's Sortino Ratio currently stands at -0.0014. Kraft Heinz's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Kraft Heinz operates in the consumer defensive sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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