Personalis Sortino Ratio
| PSNL Stock | | | USD 6.00 -0.07 -1.15% |
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 Personalis's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Personalis has a Sortino Ratio of 0, indicating its current reading on this measure. This reflects Personalis's positioning relative to its own recent range within Life Sciences Tools & Services.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Personalis |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Personalis 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.
Compare Personalis to PeersMethodology, Assumptions & Data Sources
Personalis has a current Sortino Ratio reading of 0. The Sortino Ratio for Personalis 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. Personalis operates in the health care 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.
Other Technical Indicators