Ready Capital Sortino Ratio
| RC Stock | | | USD 2.04 0.04 2.00% |
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 Ready Capital's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Ready Capital registers a Sortino Ratio of 0.0323, reflecting its current reading on this measure. This reflects Ready Capital's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0323 | |
| ER[a] | = | Expected return on investing in Ready Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Ready Capital falls below the 0.1 peer average for Sortino Ratio. Net Lease Office leads at 0.2324 while Peakstone Realty Trust registers the lowest at -0.0086. Ready Capital'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 Ready Capital 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.
With Sortino Ratio at
0.03 and Maximum Drawdown at
20.41 , Ready Capital shows a
631.87 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Ready Capital.
Methodology, Assumptions & Data Sources
Ready Capital's Sortino Ratio currently stands at 0.0323. Ready Capital's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
Other Technical Indicators