NREF's Sortino Ratio of 1.46 indicates that for each unit of downside volatility, it generates 1.46 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 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.
NREF Sortino Ratio Rank
NREF ranks above 66.3% 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
NREF Sortino Ratio Market Positioning
The chart shows NREF'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%): -0.32 or lower
- Yellow zone (middle 50%): -0.32 to 1.91
- Green zone (top 25%): 1.91 or higher
- Top 1%: 6.26+
- Median: 0.74 — half of all investments score higher
How it compares to other similar stocks
The table compares NexPoint Real Estate Finance, Inc.'s Sortino Ratio with other stocks in the REIT - Mortgage industry across multiple time periods, showing how NREF'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 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ADAM | Adamas Trust, Inc | 4.28 | |||
| AGNCP | AGNC Investment Corp. Series F Preferred Stock | 3.23 | |||
| SACH | Sachem Capital Corp. | 3.00 | |||
| AGNCN | AGNC Investment Corp. | 2.89 | |||
| NLY | Annaly Capital Management, Inc. | 2.41 | |||
| AGNCM | AGNC Investment Corp. | 2.30 | |||
| AGNC | AGNC Investment Corp. | 2.17 | |||
| DX | Dynex Capital, Inc. | 2.06 | |||
| TRTX | TPG RE Finance Trust, Inc. | 1.99 | |||
| IVR | Invesco Mortgage Capital Inc. | 1.83 | |||
| NREF | NexPoint Real Estate Finance, Inc. | 1.46 |
Historical Sortino Ratio
The chart shows NREF'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 NREF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does NREF fit in your portfolio?
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