United Parks Sortino Ratio
| PRKS Stock | | | 35.76 1.53 4.47% |
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 United Parks's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.0018 for United Parks indicates its current reading on this measure. This reflects United Parks's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0018 | |
| ER[a] | = | Expected return on investing in United Parks |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, United Parks's Sortino Ratio is below the group average of 0.3. Peer readings range from 0.0395 (Columbia Sportswear) to 1.38 (TRI Pointe Homes), reflecting wide dispersion across the sector. United Parks'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 United Parks 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 (
0.00 ) to Maximum Drawdown (
12.12 ) for United Parks yields a
6,734 multiple. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for United Parks.
Methodology, Assumptions & Data Sources
United Parks has a current Sortino Ratio reading of 0.0018. Sortino Ratio for United Parks is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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