Ramaco Resources Sortino Ratio
| METC Stock | | | USD 13.79 -0.19 -1.36% |
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 Ramaco Resources's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Ramaco Resources has a Sortino Ratio of 0, indicating its current reading on this measure. This reflects Ramaco Resources's positioning relative to its own recent range within Metals & Mining.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Ramaco Resources |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Ramaco Resources 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 Ramaco Resources to PeersMethodology, Assumptions & Data Sources
Ramaco Resources' Sortino Ratio currently stands at 0. The Sortino Ratio for Ramaco Resources 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. Ramaco Resources operates in the basic materials 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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