GRAND OCEAN AR (0065.HK) Sortino Ratio: -0.27
0065.HK's Sortino Ratio of -0.27 indicates that for each unit of downside volatility, it generates -0.27 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 4, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
0065.HK Sortino Ratio Rank
0065.HK ranks above 22.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
0065.HK Sortino Ratio Market Positioning
The chart shows 0065.HK's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): -0.17 or lower
- Yellow zone (middle 50%): -0.17 to 1.92
- Green zone (top 25%): 1.92 or higher
- Top 1%: 5.62+
- Median: 0.85 — half of all investments score higher
How it compares to other similar stocks
The table compares GRAND OCEAN AR's Sortino Ratio with other stocks in the Thermal Coal industry across multiple time periods, showing how 0065.HK's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| 0866.HK | CHINA QINFA | 4.07 | |||
| 1171.HK | Yankuang Energy Group Co Ltd HK | 3.13 | |||
| 0704.HK | HUSCOKE HLDGS | 3.10 | |||
| 1088.HK | China Shenhua Energy Co Ltd H | 2.87 | |||
| 1898.HK | China Coal Energy | 2.77 | |||
| 3668.HK | Yancoal Australia Ltd | 2.62 | |||
| 0645.HK | ARES ASIA | 0.92 | |||
| 0065.HK | GRAND OCEAN AR | -0.27 | |||
| 0702.HK | SINO OIL & GAS | — |
Historical Sortino Ratio
The chart shows 0065.HK's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when 0065.HK consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore 0065.HK risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.