CPI Card Sortino Ratio
| PMTS Stock | | | USD 18.16 0.06 0.33% |
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 CPI Card's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
CPI Card carries a Sortino Ratio of 0.2043, consistent with its current reading on this measure. This reflects CPI Card's positioning relative to its own recent range within Technology Hardware, Storage & Peripherals.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.2043 | |
| ER[a] | = | Expected return on investing in CPI Card |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
CPI Card falls above the 0.1 peer average for Sortino Ratio. Currenc Group Ordinary leads at 0.3126 while Open Lending Corp registers the lowest at 0.0175. CPI Card'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 CPI Card 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.
Comparing Sortino Ratio (
0.20 ) to Maximum Drawdown (
53.07 ) for CPI Card yields a
259.77 multiple. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for CPI Card.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for CPI Card is 0.2043. This Sortino Ratio reading for CPI Card 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. CPI Card operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
Other Technical Indicators