PPL Sortino Ratio
| PPL Stock | | | USD 36.14 0.00 0.00% |
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 PPL's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The current Sortino Ratio of 0.0346 places PPL at its current reading on this measure. This reflects PPL's positioning relative to its own recent range within Electric Utilities.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0346 | |
| ER[a] | = | Expected return on investing in PPL |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
PPL's Sortino Ratio of 0.0346 falls below the 0.06 peer average. Values range from 0.0319 (Southern Company) to 0.0932 (Centrais Electricas Brasileiras), with wide dispersion across the group. PPL'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 PPL 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.
The Maximum Drawdown-to-Sortino Ratio ratio for PPL sits near
186.64 , with Sortino Ratio at
0.03 and Maximum Drawdown at
6.46 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for PPL.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for PPL is 0.0346. The Sortino Ratio for PPL is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. PPL operates in the utilities 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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