STAG's Sortino Ratio of 0.56 indicates that for each unit of downside volatility, it generates 0.56 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.
STAG Sortino Ratio Rank
STAG ranks above 43.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
STAG Sortino Ratio Market Positioning
The chart shows STAG'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%): -0.26 or lower
- Yellow zone (middle 50%): -0.26 to 2.01
- Green zone (top 25%): 2.01 or higher
- Top 1%: 6.57+
- Median: 0.81 — half of all investments score higher
How it compares to other similar stocks
The table compares STAG Industrial, Inc.'s Sortino Ratio with other stocks in the REIT - Industrial industry across multiple time periods, showing how STAG'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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LANDM | Gladstone Land Corporation | 5.68 | |||
| ILPT | Industrial Logistics Properties Trust | 4.25 | |||
| PLD | Prologis, Inc. | 2.56 | |||
| FR | First Industrial Realty Trust, Inc. | 2.28 | |||
| NSA | National Storage Affiliates Trust | 2.21 | |||
| LANDO | Gladstone Land Corporation | 1.96 | |||
| EGP | EastGroup Properties, Inc. | 1.79 | |||
| TRNO | Terreno Realty Corporation | 1.22 | |||
| IIPR | Innovative Industrial Properties, Inc. | 1.12 | |||
| MNR | Monmouth Real Estate Investment Corporation | 1.12 | |||
| STAG | STAG Industrial, Inc. | 0.56 |
Historical Sortino Ratio
The chart shows STAG'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 STAG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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