Sortino ratio is not yet available for FL. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar stocks
The table compares Foot Locker, Inc.'s Sortino Ratio with other stocks in the Footwear & Accessories industry across multiple time periods, showing how FL'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 Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RCKY | Rocky Brands, Inc. | 2.55 | |||
| SHOO | Steven Madden, Ltd. | 2.49 | |||
| VRA | Vera Bradley, Inc. | 1.96 | |||
| WEYS | Weyco Group, Inc. | 1.64 | |||
| ASCCY | Asics Corp ADR | 1.26 | |||
| PUMSY | PUMA SE | 1.19 | |||
| CROX | Crocs, Inc. | 1.17 | |||
| PMMAF | PUMA SE | 1.06 | |||
| SLNLY | Stella International Holdings Ltd ADR | 0.93 | |||
| YUEIY | Yue Yuen Industrial Holdings | 0.90 | |||
| FL | Foot Locker, Inc. | — |
Historical Sortino Ratio
The chart shows FL'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 FL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does FL fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio