VeriSign Sortino Ratio
| VRSN Stock | | | USD 275.77 1.62 0.59% |
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 VeriSign's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
VeriSign registers a Sortino Ratio of 0.0986, reflecting its current reading on this measure. This reflects VeriSign's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0986 | |
| ER[a] | = | Expected return on investing in VeriSign |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
VeriSign falls below the 0.13 peer average for Sortino Ratio. Flex leads at 0.2072 while Affirm Holdings registers the lowest at 0.0552. VeriSign'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 VeriSign 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.
VeriSign shows nearly
95.17 of Maximum Drawdown per unit of Sortino Ratio (
0.10 versus
9.38 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for VeriSign.
Methodology, Assumptions & Data Sources
VeriSign's Sortino Ratio currently stands at 0.0986. Sortino Ratio for VeriSign is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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