Vestis Sortino Ratio
| VSTS Stock | | | 9.41 0.19 2.06% |
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 Vestis's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The current Sortino Ratio of 0.1602 places Vestis at its current reading on this measure. This reflects Vestis's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1602 | |
| ER[a] | = | Expected return on investing in Vestis |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Vestis's Sortino Ratio of 0.1602 falls above the 0.05 peer average. Values range from 0.0036 (FTAI Infrastructure) to 0.1123 (Alta Equipment Group), with wide dispersion across the group. Vestis'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 Vestis 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 (
0.16 ) to Maximum Drawdown (
24.26 ) for Vestis yields a
151.41 multiple. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Vestis.
Methodology, Assumptions & Data Sources
Vestis' Sortino Ratio currently stands at 0.1602. The Sortino Ratio for Vestis is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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