Stratus Properties Sortino Ratio
| STRS Stock | | | USD 30.24 -0.25 -0.82% |
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 Stratus Properties's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Stratus Properties's Sortino Ratio of 0.0999 reflects its current reading on this measure. This reflects Stratus Properties's positioning relative to its own recent range within Real Estate Management & Development.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0999 | |
| ER[a] | = | Expected return on investing in Stratus Properties |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.08 for Sortino Ratio, with Stratus Properties at 0.0999 falling above that level. Readings span 0.0019 (Acres Commercial Realty) to 0.2753 (Comstock Holding Companies). Stratus Properties'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 Stratus Properties 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.
Comparing Sortino Ratio (
0.10 ) to Maximum Drawdown (
15.35 ) for Stratus Properties yields a
153.69 multiple. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Stratus Properties.
Methodology, Assumptions & Data Sources
Stratus Properties has a current Sortino Ratio reading of 0.0999. Stratus Properties' Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Stratus Properties operates in the real estate 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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