Liberty Global Sortino Ratio
| LBTYB Stock | | | USD 17.35 0.51 3.03% |
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 Liberty Global's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Liberty Global registers a Sortino Ratio of 0.2333, reflecting its current reading on this measure. This reflects Liberty Global's positioning relative to its own recent range within Diversified Telecommunication Services.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.2333 | |
| ER[a] | = | Expected return on investing in Liberty Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Liberty Global's Sortino Ratio of 0.2333 falls above the 0.08 peer average. Values range from 0.0014 (Array Digital Infrastructure) to 0.3292 (Telephone and Data), with wide dispersion across the group. Liberty Global'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 Liberty Global 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.
Liberty Global's Maximum Drawdown of
64.37 runs about
275.90 times its Sortino Ratio of
0.23 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Liberty Global.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Liberty Global is 0.2333. The Sortino Ratio for Liberty Global applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Liberty Global operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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