Unum Sortino Ratio
| UNM Stock | | | USD 80.88 0.56 0.70% |
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 Unum's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.0546 for Unum indicates its current reading on this measure. This reflects Unum's positioning relative to its own recent range within Life & Health Insurance.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0546 | |
| ER[a] | = | Expected return on investing in Unum |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Unum's Sortino Ratio is above the group average of 0.04. Peer readings range from 0.0013 (Renaissancere Holdings) to 0.0634 (Woori Financial Group), reflecting wide dispersion across the sector. Unum'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 Unum 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.
Unum shows nearly
109.03 of Maximum Drawdown per unit of Sortino Ratio (
0.05 versus
5.95 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Unum.
Methodology, Assumptions & Data Sources
Unum has a current Sortino Ratio reading of 0.0546. This Sortino Ratio reading for Unum results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Unum operates in the financial services 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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