Skyward Specialty Sortino Ratio
| SKWD Stock | | | 45.84 -0.85 -1.82% |
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 Skyward Specialty's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
A Sortino Ratio of 0.0555 for Skyward Specialty signals its current reading on this measure. This reflects Skyward Specialty's positioning relative to its own recent range within Property & Casualty Insurance.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0555 | |
| ER[a] | = | Expected return on investing in Skyward Specialty |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Skyward Specialty's Sortino Ratio of 0.0555 is above the 0.05 group average. The range runs from 0.021 (Stewart Information Services) to 0.0801 (Tri Continental Closed). Skyward Specialty's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Skyward Specialty 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
0.06 and Maximum Drawdown at
11.31 , Skyward Specialty shows a
203.87 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Skyward Specialty.
Methodology, Assumptions & Data Sources
Skyward Specialty's Sortino Ratio currently stands at 0.0555. The Sortino Ratio for Skyward Specialty applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Skyward Specialty operates in the financial services 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.
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