OFG Bancorp Sortino Ratio
| OFG Stock | | | USD 46.00 0.38 0.83% |
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 OFG Bancorp's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.1403 for OFG Bancorp indicates its current reading on this measure. This reflects OFG Bancorp's positioning relative to its own recent range within Regional Banks.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1403 | |
| ER[a] | = | Expected return on investing in OFG Bancorp |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, OFG Bancorp's Sortino Ratio is above the group average of 0.05. Peer readings range from -0.0035 (First Commonwealth Financial) to 0.1009 (Foreign Trade Bank), reflecting wide dispersion across the sector. OFG Bancorp'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 OFG Bancorp 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.
OFG Bancorp records a Sortino Ratio of
0.14 and a Maximum Drawdown of
7.17 , yielding roughly
51.10 units of Maximum Drawdown per Sortino Ratio. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for OFG Bancorp.
Methodology, Assumptions & Data Sources
OFG Bancorp has a current Sortino Ratio reading of 0.1403. OFG Bancorp's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. OFG Bancorp 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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