Omnicell Sortino Ratio
| OMCL Stock | | | USD 37.37 1.00 2.75% |
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 Omnicell's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Omnicell registers a Sortino Ratio of 0, reflecting its current reading on this measure. This reflects Omnicell's positioning relative to its own recent range within Health Care Technology.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Omnicell |
| 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 Omnicell 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 Omnicell to PeersMethodology, Assumptions & Data Sources
Omnicell's Sortino Ratio currently stands at 0. Sortino Ratio for Omnicell is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Omnicell operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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