Torm PLC Sortino Ratio
| TRMD Stock | | | USD 34.87 1.81 5.47% |
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 Torm PLC's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
With Sortino Ratio at 0.2468, Torm PLC shows its current reading on this measure. This reflects Torm PLC's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.2468 | |
| ER[a] | = | Expected return on investing in Torm PLC |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Torm PLC's Sortino Ratio of 0.2468 falls above the 0.18 peer average. Values range from 0.0389 (Delek Logistics Partners) to 0.3139 (International Seaways), with wide dispersion across the group. Torm PLC'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 Torm PLC 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
0.25 and Maximum Drawdown at
12.30 , Torm PLC shows a
49.85 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Torm PLC.
Methodology, Assumptions & Data Sources
Torm PLC has a current Sortino Ratio reading of 0.2468. Sortino Ratio for Torm PLC is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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