ZWS's Sortino Ratio of 2.47 indicates that for each unit of downside volatility, it generates 2.47 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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.
ZWS Sortino Ratio Rank
ZWS ranks above 83.3% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
ZWS Sortino Ratio Market Positioning
The chart shows ZWS'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%): -0.29 or lower
- Yellow zone (middle 50%): -0.29 to 1.94
- Green zone (top 25%): 1.94 or higher
- Top 1%: 6.45+
- Median: 0.76 — half of all investments score higher
How it compares to other similar stocks
The table compares Zurn Water Solutions Corporation's Sortino Ratio with other stocks in the Utilities - Regulated Water industry across multiple time periods, showing how ZWS'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 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ARIS | Aris Water Solutions, Inc. | 2.86 | |||
| ZWS | Zurn Water Solutions Corporation | 2.47 | |||
| GGDVY | Guangdong Investment Ltd | 1.81 | |||
| SBS | Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 1.73 | |||
| CDZI | Cadiz Inc. | 1.13 | |||
| TTAPY | TTW Public Company Limited | 1.01 | |||
| UUGRY | United Utilities Group PLC ADR | 1.00 | |||
| HTO | H2O America | 0.88 | |||
| STRNY | Severn Trent PLC PK | 0.76 | |||
| PCYO | Pure Cycle Corporation | 0.75 |
Historical Sortino Ratio
The chart shows ZWS'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 ZWS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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