VivoPower International Sortino Ratio
Current Sortino Ratio Value
VivoPower International carries a Sortino Ratio of 0.2951, consistent with its current reading on this measure. This reflects VivoPower International's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.2951 | |
| ER[a] | = | Expected return on investing in VivoPower International |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
VivoPower International falls above the 0.08 peer average for Sortino Ratio. KLX Energy Services leads at 0.131 while US Energy Corp registers the lowest at 0.0075. VivoPower International'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 VivoPower International 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.
VivoPower International's Sortino Ratio reads
0.30 while Maximum Drawdown reads
62.02 , a
210.16 ratio between the two. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for VivoPower International.
Methodology, Assumptions & Data Sources
VivoPower International's Sortino Ratio currently stands at 0.2951. VivoPower International's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This delisted stock metric is provided for analytical reference.
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