WALD's Sortino Ratio of 0.84 indicates that for each unit of downside volatility, it generates 0.84 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.
WALD Sortino Ratio Rank
WALD ranks above 55.1% 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
WALD Sortino Ratio Market Positioning
The chart shows WALD'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%: 5.70+
- Median: 0.65 — half of all investments score higher
How it compares to other similar stocks
The table compares Waldencast Acquisition Corp.'s Sortino Ratio with other stocks in the Shell Companies industry across multiple time periods, showing how WALD'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 |
|---|---|---|---|---|---|
| MCAG | Mountain Crest Acquisition Corp. V | 59.81 | |||
| NOEM | CO2 Energy Transition Corp | 5.91 | |||
| KORE | KORE Group Holdings, Inc. | 5.62 | |||
| CPBI | Central Plains Bancshares Inc. Common Stock | 2.81 | |||
| CUB | Lionheart Holdings | 2.14 | |||
| FSHP | Flag Ship Acquisition Corporation | 1.87 | |||
| ALDF | Aldel Financial II Inc | 1.80 | |||
| XRPN | Armada Acquisition Corp. II | 1.25 | |||
| NBST | Newbury Street Acquisition Corporation | 1.05 | |||
| WALD | Waldencast Acquisition Corp. | 0.84 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows WALD'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 WALD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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