Nuscale Power Sortino Ratio
| SMR Stock | | | USD 12.55 -0.03 -0.24% |
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 Nuscale Power's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Nuscale Power's Sortino Ratio of 0 reflects its current reading on this measure. This reflects Nuscale Power's positioning relative to its own recent range within Industrial Machinery & Supplies & Components.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Nuscale Power |
| 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 Nuscale Power 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 Nuscale Power to PeersMethodology, Assumptions & Data Sources
Nuscale Power's Sortino Ratio currently stands at 0. The Sortino Ratio for Nuscale Power is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Nuscale Power operates in the industrials 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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