Oklo Sortino Ratio
| OKLO Stock | | | 69.30 -4.33 -5.88% |
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 Oklo's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Oklo registers a Sortino Ratio of 0.0633, reflecting its current reading on this measure. This reflects Oklo's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0633 | |
| ER[a] | = | Expected return on investing in Oklo |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Oklo falls above the 0.06 peer average for Sortino Ratio. Atmos Energy leads at 0.1064 while CMS Energy registers the lowest at 0.0192. Oklo'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 Oklo 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.
Oklo shows nearly
414.24 of Maximum Drawdown per unit of Sortino Ratio (
0.06 versus
26.22 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Oklo.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Oklo is 0.0633. This Sortino Ratio reading for Oklo results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators