Scilex Holding Sortino Ratio
| SCLXW Stock | | | 0.18 0.04 28.57% |
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 Scilex Holding's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Scilex Holding registers a Sortino Ratio of 0.0744, reflecting its current reading on this measure. This reflects Scilex Holding's positioning relative to its own recent range within Biotechnology.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0744 | |
| ER[a] | = | Expected return on investing in Scilex Holding |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Scilex Holding's Sortino Ratio of 0.0744 falls below the 0.18 peer average. Values range from 0.017 (Gain Therapeutics) to 0.3319 (Revolution Medicines), with wide dispersion across the group. Scilex Holding'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 Scilex Holding 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.
Scilex Holding produces
1,362 in Maximum Drawdown for each unit of Sortino Ratio, with respective readings of
101.32 and
0.07 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Scilex Holding.
Methodology, Assumptions & Data Sources
Scilex Holding has a current Sortino Ratio reading of 0.0744. This Sortino Ratio reading for Scilex Holding 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. Scilex Holding operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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