SEM's Sortino Ratio of 0.67 indicates that for each unit of downside volatility, it generates 0.67 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.
SEM Sortino Ratio Market Positioning
The chart shows SEM'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%): -0.38 or lower
- Yellow zone (middle 50%): -0.38 to 1.73
- Green zone (top 25%): 1.73 or higher
- Top 1%: 5.86+
- Median: 0.61 — half of all investments score higher
How it compares to other similar stocks
The table compares Select Medical Holdings Corporation's Sortino Ratio with other stocks in the Medical Care Facilities industry across multiple time periods, showing how SEM'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 |
|---|---|---|---|---|---|
| SRXH | SRx Health Solutions Inc | 46.17 | |||
| PIIIW | P3 Health Partners Inc | 10.24 | |||
| NHC | National HealthCare Corporation | 4.07 | |||
| SYRA | Syra Health Corp. Class A Common Stock | 3.81 | |||
| PACS | PACS Group, Inc. | 3.80 | |||
| CMPS | COMPASS Pathways plc | 3.68 | |||
| LFST | LifeStance Health Group, Inc. | 3.67 | |||
| AVAH | Aveanna Healthcare Holdings Inc. | 3.64 | |||
| TALK | Talkspace, Inc. | 3.31 | |||
| MD | MEDNAX, Inc. | 3.22 | |||
| SEM | Select Medical Holdings Corporation | — |
Historical Sortino Ratio
The chart shows SEM'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 SEM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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