Primo Brands Sortino Ratio
| PRMB Stock | | | 19.68 -0.41 -2.04% |
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 Primo Brands's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.0556, Primo Brands exhibits its current reading on this measure in Sortino Ratio. This reflects Primo Brands's positioning relative to its own recent range within Packaged Foods & Meats.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0556 | |
| ER[a] | = | Expected return on investing in Primo Brands |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Primo Brands's Sortino Ratio is below the group average of 0.13. Peer readings range from 0.0054 (Lamb Weston Holdings) to 0.2274 (Smithfield Foods Common), reflecting wide dispersion across the sector. Primo Brands'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 Primo Brands 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.
Primo Brands's Maximum Drawdown of
21.11 runs about
379.74 times its Sortino Ratio of
0.06 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Primo Brands.
Methodology, Assumptions & Data Sources
Primo Brands' Sortino Ratio currently stands at 0.0556. This Sortino Ratio reading for Primo Brands results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Primo Brands operates in the consumer defensive sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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