Vaxart Sortino Ratio
| VXRT Stock | | | USD 0.65 -0.05 -7.14% |
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 Vaxart's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.0336 for Vaxart indicates its current reading on this measure. This reflects Vaxart's positioning relative to its own recent range within Biotechnology.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0336 | |
| ER[a] | = | Expected return on investing in Vaxart |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Vaxart's Sortino Ratio is below the group average of 0.17. Peer readings range from 0.0694 (Acrivon Therapeutics Common) to 0.3715 (Relmada Therapeutics), reflecting wide dispersion across the sector. Vaxart'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 Vaxart 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 (
0.03 ) to Maximum Drawdown (
28.93 ) for Vaxart yields a
860.93 multiple. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Vaxart.
Methodology, Assumptions & Data Sources
Vaxart's Sortino Ratio currently stands at 0.0336. This Sortino Ratio reading for Vaxart results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Vaxart operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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