Sortino ratio is not yet available for RY-PM.TO. 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 Royal Bank of Canada's Sortino Ratio with other stocks in the Banks - Diversified industry across multiple time periods, showing how RY-PM.TO'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 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RY.TO | Royal Bank of Canada | 5.98 | |||
| BNS.TO | The Bank of Nova Scotia | 5.68 | |||
| TD.TO | The Toronto-Dominion Bank | 5.58 | |||
| CM.TO | Canadian Imperial Bank of Commerce | 4.70 | |||
| NA.TO | National Bank of Canada | 4.62 | |||
| BMO.TO | Bank of Montreal | 4.34 | |||
| NA-PS.TO | National Bank of Canada | 3.85 | |||
| RY-PS.TO | Royal Bank of Canada | 1.86 | |||
| NA-PC.TO | National Bank of Canada | 1.28 | |||
| RY-PM.TO | Royal Bank of Canada | — |
Historical Sortino Ratio
The chart shows RY-PM.TO'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 RY-PM.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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