Prologis Sortino Ratio
| PLD Stock | | | USD 142.10 -0.24 -0.17% |
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 Prologis's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Prologis carries a Sortino Ratio of 0.1045, consistent with its current reading on this measure. This reflects Prologis's positioning relative to its own recent range within Diversified REITs.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1045 | |
| ER[a] | = | Expected return on investing in Prologis |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Prologis falls below the 0.18 peer average for Sortino Ratio. Equinix leads at 0.5285 while American Tower Corp registers the lowest at 0.0108. Prologis'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 Prologis 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.
With Sortino Ratio at
0.10 and Maximum Drawdown at
5.29 , Prologis shows a
50.62 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Prologis.
Methodology, Assumptions & Data Sources
Prologis has a current Sortino Ratio reading of 0.1045. Prologis' Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Prologis operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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