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Capita plc (CPI.L) Sortino Ratio: 1.67

Equity · Currency in GBp · Last updated Jun 5, 2026

Capita plc provides consulting, digital, and software products and services to clients in the private and public sectors in the United Kingdom and internationally. It operates through Public Service, Experience, and Portfolio divisions. The company offers solutions for finance and accounting, procurement, property and infrastructure, travel and event, and workplace administration. It also provides customer experience transformation, contact management, collection, complaint handling, customer experience system and software, acquisition and retention, and data and analytics. In addition, the company offers capita licensing and support, support, digital policing, and engineering practice; education service and local education authority software; various solutions that help businesses create connected experiences that deliver right message across organisations, customers, and suppliers; solutions for central and local government services; corporate learning and capita apprenticeship solutions; and employer branding and marketing, flexible workforce solutions, agile resourcing solutions, executive and specialist recruitment, background checking and vetting, and digital HR management and transformation solutions. Further, it provides pension administration and software, pensions consulting, and data, insights, and remediation solutions; automation, critical communication systems, finance and payment software, local education authority software, management information systems, and workforce management software solutions; cloud, cyber security, digital connectivity, IT services, robotic process automation, and workplace IT. and actuarial, defence, financial, healthcare, housing, legal, public safety, utility, and welfare and employability services. The company was formerly known as The Capita Group plc and changed its name to Capita plc in January 2012. Capita plc was founded in 1984 and is based in London, the United Kingdom.

CPI.L's Sortino Ratio of 1.67 indicates that for each unit of downside volatility, it generates 1.67 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.

CPI.L Sortino Ratio Rank

CPI.L Sortino Ratio Rank: 69.169
Above Average

CPI.L ranks above 69.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-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

  • Above-average downside protection with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio risk profile

CPI.L Sortino Ratio Market Positioning

The chart shows CPI.L'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%): -0.26 or lower
  • Yellow zone (middle 50%): -0.26 to 2.01
  • Green zone (top 25%): 2.01 or higher
  • Top 1%: 6.54+
  • Median: 0.81 — half of all investments score higher

How it compares to other similar stocks

The table compares Capita plc's Sortino Ratio with other stocks in the Specialty Business Services industry across multiple time periods, showing how CPI.L'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 Jun 5, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
CEPS.LCeps plc4.18
SRP.LSerco Group2.65
MHA.LMha Ltd2.00
RWS.LRWS Holdings plc1.85
CPI.LCapita plc1.67
KGH.LKnights Group Holdings plc1.07
ITRK.LIntertek Group plc0.88
JSG.LJohnson Service Group plc0.71
MTO.LMitie Group plc0.69
CTG.LChristie Group plc0.57

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows CPI.L'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 CPI.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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