Mediaco Holding Sortino Ratio
| MDIA Stock | | | USD 0.98 -0.01 -1.00% |
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 Mediaco Holding's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
A Sortino Ratio of 0.2347 for Mediaco Holding signals its current reading on this measure. This reflects Mediaco Holding's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.2347 | |
| ER[a] | = | Expected return on investing in Mediaco Holding |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Mediaco Holding's Sortino Ratio of 0.2347 is above the 0.06 group average. The range runs from 0.0367 (Reading International) to 0.1 (LiveOne). Mediaco Holding'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 Mediaco Holding 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.
Mediaco Holding's Maximum Drawdown of
20.36 runs about
86.75 times its Sortino Ratio of
0.23 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Mediaco Holding.
Methodology, Assumptions & Data Sources
Mediaco Holding's Sortino Ratio currently stands at 0.2347. The Sortino Ratio for Mediaco Holding applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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