Waldencast Acquisition Corp. (WALD) Sortino Ratio: -1.44
WALD's Sortino Ratio of -1.44 indicates that for each unit of downside volatility, it generates -1.44 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 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 6.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
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%): -0.17 or lower
- Yellow zone (middle 50%): -0.17 to 1.88
- Green zone (top 25%): 1.88 or higher
- Top 1%: 5.63+
- Median: 0.83 — 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 Apr 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XITO | Xenous Holdings, Inc | 7.21 | |||
| KORE | KORE Group Holdings, Inc. | 4.58 | |||
| FVN | Future Vision II Acquisition Corp. | 3.60 | |||
| CUB | Lionheart Holdings | 3.51 | |||
| MCAG | Mountain Crest Acquisition Corp. V | 3.50 | |||
| NBSTU | Newbury Street Acquisition Corporation | 3.01 | |||
| NOEM | CO2 Energy Transition Corp | 2.91 | |||
| ALDF | Aldel Financial II Inc | 2.34 | |||
| FSHP | Flag Ship Acquisition Corporation | 2.20 | |||
| ATMH | All Things Mobile Analytic Inc. | 1.79 | |||
| WALD | Waldencast Acquisition Corp. | -1.44 |
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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Explore WALD risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.