Spero Therapeutics Sortino Ratio
| SPRO Stock | | | USD 2.56 0.05 1.99% |
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 Spero Therapeutics's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Spero Therapeutics carries a Sortino Ratio of 0.0826, consistent with its current reading on this measure. This reflects Spero Therapeutics's positioning relative to its own recent range within Biotechnology.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0826 | |
| ER[a] | = | Expected return on investing in Spero Therapeutics |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Spero Therapeutics falls below the 0.17 peer average for Sortino Ratio. TuHURA Biosciences leads at 0.5055 while Seer Inc registers the lowest at 0.0336. Spero Therapeutics'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 Spero Therapeutics 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.
Spero Therapeutics shows nearly
153.16 of Maximum Drawdown per unit of Sortino Ratio (
0.08 versus
12.65 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Spero Therapeutics.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Spero Therapeutics is 0.0826. The Sortino Ratio for Spero Therapeutics is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Spero Therapeutics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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