Ocular Therapeutix Sortino Ratio
| OCUL Stock | | | USD 9.77 0.34 3.61% |
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 Ocular Therapeutix's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Ocular Therapeutix has a Sortino Ratio of 0.0033, indicating its current reading on this measure. This reflects Ocular Therapeutix's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0033 | |
| ER[a] | = | Expected return on investing in Ocular Therapeutix |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.06 for Sortino Ratio, with Ocular Therapeutix at 0.0033 falling below that level. Readings span 0.0214 (Uniqure NV) to 0.0849 (Arcus Biosciences). Ocular Therapeutix'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 Ocular Therapeutix 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 Ocular Therapeutix sits near
8,924 , with Sortino Ratio at
0.00 and Maximum Drawdown at
29.45 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Ocular Therapeutix.
Methodology, Assumptions & Data Sources
Ocular Therapeutix has a current Sortino Ratio reading of 0.0033. The Sortino Ratio for Ocular Therapeutix is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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