Cenntro Electric Group Ltd (CENN) Sortino Ratio: -1.76
CENN's Sortino Ratio of -1.76 indicates that for each unit of downside volatility, it generates -1.76 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 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.
CENN Sortino Ratio Rank
CENN ranks above 3.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
CENN Sortino Ratio Market Positioning
The chart shows CENN'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 1.88
- Green zone (top 25%): 1.88 or higher
- Top 1%: 5.63+
- Median: 0.83 — half of all investments score higher
How it compares to other similar stocks
The table compares Cenntro Electric Group Ltd's Sortino Ratio with other stocks in the Auto Manufacturers industry across multiple time periods, showing how CENN'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 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DNFGY | Dongfeng Motor Group Co Ltd | 3.74 | |||
| EVTV | Envirotech Vehicles Inc | 3.45 | |||
| BLBD | Blue Bird Corporation | 2.76 | |||
| GM | General Motors Company | 2.67 | |||
| LVWR | LiveWire Group Inc. | 1.77 | |||
| PSNYW | Polestar Automotive Holding UK PLC Class C-1 ADS (ADW) | 1.77 | |||
| NIO | NIO Inc. | 1.70 | |||
| GGROW | Gogoro Equity Warrant Exp 4th April 2027 | 1.50 | |||
| TSLA | Tesla, Inc. | 1.44 | |||
| F | Ford Motor Company | 1.17 | |||
| CENN | Cenntro Electric Group Ltd | -1.76 |
Historical Sortino Ratio
The chart shows CENN'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 CENN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore CENN risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.