Lake Shore Sortino Ratio
| LSBK Stock | | | USD 15.90 0.06 0.38% |
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 Lake Shore's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.0829 for Lake Shore indicates its current reading on this measure. This reflects Lake Shore's positioning relative to its own recent range within Regional Banks.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0829 | |
| ER[a] | = | Expected return on investing in Lake Shore |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Lake Shore's Sortino Ratio is above the group average of 0.08. Peer readings range from 0.018 (Magyar Bancorp) to 0.2392 (Rhinebeck Bancorp), reflecting wide dispersion across the sector. Lake Shore'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 Lake Shore 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 Lake Shore sits near
64.33 , with Sortino Ratio at
0.08 and Maximum Drawdown at
5.33 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Lake Shore.
Methodology, Assumptions & Data Sources
Lake Shore's Sortino Ratio currently stands at 0.0829. The Sortino Ratio for Lake Shore 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. Lake Shore operates in the financial 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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