Youlife Group Sortino Ratio
| YOUL Stock | | | 0.97 0.08 8.99% |
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 Youlife Group's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Youlife Group registers a Sortino Ratio of 0, reflecting its current reading on this measure. This reflects Youlife Group's positioning relative to its own recent range within Human Resource & Employment Services.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Youlife Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Youlife Group 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.
Compare Youlife Group to PeersMethodology, Assumptions & Data Sources
The current Sortino Ratio for Youlife Group is 0. The Sortino Ratio for Youlife Group 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. Youlife Group operates in the consumer defensive sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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