Quest Resource Sortino Ratio
| QRHC Stock | | | USD 1.15 0.07 6.48% |
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 Quest Resource's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Quest Resource's Sortino Ratio of 0 reflects its current reading on this measure. This reflects Quest Resource's positioning relative to its own recent range within Environmental & Facilities Services.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Quest Resource |
| 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 Quest Resource 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 Quest Resource to PeersMethodology, Assumptions & Data Sources
The current Sortino Ratio for Quest Resource is 0. This Sortino Ratio reading for Quest Resource 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. Quest Resource operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators