REE's Sortino Ratio of -1.50 indicates that for each unit of downside volatility, it generates -1.50 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 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.
REE Sortino Ratio Market Positioning
The chart shows REE'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%): -0.41 or lower
- Yellow zone (middle 50%): -0.41 to 1.73
- Green zone (top 25%): 1.73 or higher
- Top 1%: 5.85+
- Median: 0.61 — half of all investments score higher
How it compares to other similar stocks
The table compares REE Automotive Ltd.'s Sortino Ratio with other stocks in the Recreational Vehicles industry across multiple time periods, showing how REE'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 14, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VEEE | Twin Vee Powercats Co. | 2.39 | |||
| MCOM | Micromobility.com Inc. | 2.17 | |||
| PII | Polaris Industries Inc. | 1.38 | |||
| MCFT | MasterCraft Boat Holdings, Inc. | 0.99 | |||
| DOO | BRP Inc | 0.80 | |||
| HOG | Harley-Davidson, Inc. | 0.55 | |||
| LCII | LCI Industries | 0.51 | |||
| WGO | Winnebago Industries, Inc. | 0.17 | |||
| MAMO | Massimo Group Common Stock | -0.18 | |||
| ONEW | OneWater Marine Inc. | -0.29 | |||
| REE | REE Automotive Ltd. | — |
Historical Sortino Ratio
The chart shows REE'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 REE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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