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Melrose Industries plc (MRO.L) Sortino Ratio: 0.15

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

Melrose Industries plc, together with its subsidiaries, engages in the aerospace, automotive, powder metallurgy, and other industrial businesses in the United Kingdom, rest of Europe, North America, and internationally. Its Aerospace segment provides airframe and engine structures, and electrical interconnection systems for the aerospace industry in civil airframe and defense platforms. The company's Automotive segment designs, develops, manufactures, and integrates driveline technologies, including electric vehicle components. Its Powder Metallurgy segment offers precision powder metal parts for the automotive and industrial sectors; and metal powder for powder metallurgy, as well as commercializes additive manufacturing. The company's Other Industrial segment designs, manufactures, and distributes ergonomic products for use in a various working, learning, and healthcare environments; and offers metal hydride hydrogen storage solutions for use in a range of industrial and commercial applications. The company was formerly known as New Melrose Industries plc and changed its name to Melrose Industries plc in November 2015. Melrose Industries plc was founded in 2003 and is headquartered in London, the United Kingdom.

MRO.L's Sortino Ratio of 0.15 indicates that for each unit of downside volatility, it generates 0.15 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.

MRO.L Sortino Ratio Rank

MRO.L Sortino Ratio Rank: 33.934
Below Average

MRO.L ranks above 33.9% 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

MRO.L Sortino Ratio Market Positioning

The chart shows MRO.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 Melrose Industries plc's Sortino Ratio with other stocks in the Specialty Industrial Machinery industry across multiple time periods, showing how MRO.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
AVG.LAvingtrans plc3.88
ITM.LITM Power2.83
IMI.LIMI plc2.76
CPH2.LClean Power Hydrogen plc2.56
BOY.LBodycote plc2.32
GDWN.LGoodwin plc1.90
CGS.LCastings plc1.48
0P6M.LSiemens AG Class N1.39
SMIN.LSmiths Group PLC1.01
MGAM.LMorgan Advanced Materials plc0.70
MRO.LMelrose Industries plc0.15

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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