SGRP's Sortino Ratio of -1.22 indicates that for each unit of downside volatility, it generates -1.22 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 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.
SGRP Sortino Ratio Market Positioning
The chart shows SGRP'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%): -0.33 or lower
- Yellow zone (middle 50%): -0.33 to 1.76
- Green zone (top 25%): 1.76 or higher
- Top 1%: 5.73+
- Median: 0.65 — half of all investments score higher
How it compares to other similar stocks
The table compares SPAR Group, Inc.'s Sortino Ratio with other stocks in the Specialty Business Services industry across multiple time periods, showing how SGRP'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 Aug 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| UNF | UniFirst Corporation | 3.70 | |||
| RHLD | Resolute Holdings Management, Inc | 3.16 | |||
| QUAD | Quad/Graphics, Inc. | 2.86 | |||
| CASS | Cass Information Systems, Inc. | 2.79 | |||
| MITFY | Mitie Group Plc ADR | 2.01 | |||
| ACTG | Acacia Research Corporation | 1.25 | |||
| CVEO | Civeo Corporation | 1.24 | |||
| INPOY | InPost S.A | 1.23 | |||
| ULS | UL Solutions Inc | 1.20 | |||
| IKTSY | Intertek Group Plc | 1.11 | |||
| SGRP | SPAR Group, Inc. | — |
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Historical Sortino Ratio
The chart shows SGRP'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 SGRP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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