CVS's Sortino Ratio of 2.28 indicates that for each unit of downside volatility, it generates 2.28 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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.
CVS Sortino Ratio Rank
CVS ranks above 80.7% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
CVS Sortino Ratio Market Positioning
The chart shows CVS'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%): -0.29 or lower
- Yellow zone (middle 50%): -0.29 to 1.94
- Green zone (top 25%): 1.94 or higher
- Top 1%: 6.40+
- Median: 0.77 — half of all investments score higher
How it compares to other similar stocks
The table compares CVS Health Corporation's Sortino Ratio with other stocks in the Healthcare Plans industry across multiple time periods, showing how CVS'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 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CVS | CVS Health Corporation | 2.28 | |||
| DHCNL | Diversified Healthcare Trust | 1.80 | |||
| CLOV | Clover Health Investments, Corp. | 1.74 | |||
| ALHC | Alignment Healthcare Holdings, LLC | 1.64 | |||
| HUM | Humana Inc. | 1.58 | |||
| UNH | UnitedHealth Group Incorporated | 1.43 | |||
| OSCR | Oscar Health, Inc. | 1.18 | |||
| CNC | Centene Corporation | 0.77 | |||
| ELV | Elevance Health, Inc. | 0.49 | |||
| MRAI | Marpai, Inc. | 0.48 |
Historical Sortino Ratio
The chart shows CVS'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 CVS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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