Visa Sortino Ratio

Visa Inc -- USA Stock  

USD 122.58  1.95  1.57%

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Visa Inc has current Sortino Ratio of 0.1246. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio 
ER[a] - ER[b] 
ER[a] =   Expected return on investing in Visa
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Visa Inc is rated fifth in sortino ratio category among related companies. It is rated third in maximum drawdown category among related companies reporting about  33.58  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Visa Inc is roughly  33.58 
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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Visa Inc. operates as a payments technology company worldwide. Visa Inc. was incorporated in 2007 and is headquartered in San Francisco, California. Visa operates under Business Services classification in USA and traded on New York Stock Exchange exchange. more
NameVisa Inc
CEO and DirectorCharles ScharfView All
Thematic Classifications
Analyst Consensus
Piotroski F Score
Macroaxis Advice
InstrumentUSA Stock View All
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number01403161.0
Related EntityVISA
CurrencyUSD - US Dollar