Serve Robotics Sortino Ratio
| SERV Stock | | | USD 9.59 0.01 0.10% |
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 Serve Robotics's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.0386 for Serve Robotics indicates its current reading on this measure. This reflects Serve Robotics's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0386 | |
| ER[a] | = | Expected return on investing in Serve Robotics |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Serve Robotics's Sortino Ratio is below the group average of 0.11. Peer readings range from 0.0395 (National Presto Industries) to 0.2038 (Nordic American Tankers), reflecting wide dispersion across the sector. Serve Robotics'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 Serve Robotics 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.
Serve Robotics produces
673.02 in Maximum Drawdown for each unit of Sortino Ratio, with respective readings of
25.98 and
0.04 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Serve Robotics.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Serve Robotics is 0.0386. The Sortino Ratio for Serve Robotics applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. 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.
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