Knife River Sortino Ratio
| KNF Stock | | | 91.51 4.39 5.04% |
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 Knife River's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
A Sortino Ratio of 0.0807 for Knife River signals its current reading on this measure. This reflects Knife River's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0807 | |
| ER[a] | = | Expected return on investing in Knife River |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Knife River's Sortino Ratio of 0.0807 is above the 0.07 group average. The range runs from 0.0085 (United States Lime) to 0.1533 (Sensient Technologies). Knife River'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 Knife River 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.
Knife River records a Sortino Ratio of
0.08 and a Maximum Drawdown of
26.33 , yielding roughly
326.26 units of Maximum Drawdown per Sortino Ratio. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Knife River.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Knife River is 0.0807. Knife River'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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