Enviri Sortino Ratio
| NVRI Stock | | | 19.26 0.05 0.26% |
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 Enviri's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Enviri registers a Sortino Ratio of 0.0202, reflecting its current reading on this measure. This reflects Enviri's positioning relative to its own recent range within Industrial Machinery & Supplies & Components.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0202 | |
| ER[a] | = | Expected return on investing in Enviri |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Enviri falls below the 0.2 peer average for Sortino Ratio. SFL Corporation leads at 0.3454 while Redwire Corp registers the lowest at 0.0612. Enviri's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Enviri 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.
At
0.02 for Sortino Ratio and
8.93 for Maximum Drawdown, Enviri's cross-indicator ratio sits almost
442.18 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Enviri.
Methodology, Assumptions & Data Sources
Enviri's Sortino Ratio currently stands at 0.0202. The Sortino Ratio for Enviri 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. Enviri operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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