Orchid Island Sortino Ratio
| ORC Stock | | | USD 7.05 0.10 1.44% |
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 Orchid Island's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0, Orchid Island's Sortino Ratio indicates its current reading on this measure. This reflects Orchid Island's positioning relative to its own recent range within Mortgage Real Estate Investment Trusts (REITs).
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Orchid Island |
| 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 Orchid Island 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 Orchid Island to PeersMethodology, Assumptions & Data Sources
The current Sortino Ratio for Orchid Island is 0. This Sortino Ratio reading for Orchid Island results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Orchid Island operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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