Sutro Biopharma Sortino Ratio
| STRO Stock | | | USD 40.24 0.41 1.03% |
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 Sutro Biopharma's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.4606, Sutro Biopharma's Sortino Ratio indicates its current reading on this measure. This reflects Sutro Biopharma's positioning relative to its own recent range within Biotechnology.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.4606 | |
| ER[a] | = | Expected return on investing in Sutro Biopharma |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Sutro Biopharma's Sortino Ratio of 0.4606 is above the 0.18 group average. The range runs from 0.0044 (Metagenomi Common Stock) to 0.4852 (InflaRx NV). Sutro Biopharma'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 Sutro Biopharma 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.
Sutro Biopharma shows nearly
39.18 of Maximum Drawdown per unit of Sortino Ratio (
0.46 versus
18.05 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Sutro Biopharma.
Methodology, Assumptions & Data Sources
Sutro Biopharma's Sortino Ratio currently stands at 0.4606. Sutro Biopharma's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Sutro Biopharma 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.
Other Technical Indicators