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The 10-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past ten years. As of today (2026-07-23), Compumedics's 10-Year Sortino Ratio is 0.44.
Compumedics (ASX:CMP) 10-Year Sortino Ratio Explanation
The 10-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past ten year. It is calculated as the annualized result of the average ten-year monthly excess returns divided by the standard deviation of negative returns in the ten-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.
Differnt from the Sharpe Ratio that penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only those returns falling below a user-specified target or required rate of return. The expected returns here is set to the risk-free rate as well.
Compumedics 10-Year Sortino Ratio Related Terms
ASX:CMP vs ABT, SYK, MDT: 10-Year Sortino Ratio Comparison
For the Medical Devices subindustry, Compumedics's 10-Year Sortino Ratio, along with its competitors' market caps and 10-Year Sortino Ratio data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
Compumedics 10-Year Sortino Ratio vs Medical Devices & Instruments Industry
For the Medical Devices & Instruments industry and Healthcare sector, Compumedics's 10-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Compumedics's 10-Year Sortino Ratio falls into.
The 10-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last ten year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 10-Year Sortino Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past ten year.
A downside risk is a potential loss from the asset or investment. The Downside risk here is measured by the downside deviation, which is the standard deviation of negative returns.
Compumedics (ASX:CMP) has a 10-Year Sortino Ratio of 0.44 as of Jul. 23, 2026. 10-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past ten years. View historical data for Compumedics and its competitors.
Is Compumedics' 10-Year Sortino Ratio too high?
Compumedics' current 10-Year Sortino Ratio is 0.44. Overall, Compumedics has a GF Score™ of 55/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Compumedics' 10-Year Sortino Ratio compare to ABT and SYK?
Compumedics' 10-Year Sortino Ratio of 0.44 can be compared against companies in the Medical Devices & Instruments industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 10-Year Sortino Ratio for a Medical Devices & Instruments company?
A good 10-Year Sortino Ratio depends on the Medical Devices & Instruments industry context. However, 10-Year Sortino Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 10-Year Sortino Ratio mean?
A high 10-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 10-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past ten years. View historical data for Compumedics and its competitors. Compumedics's current 10-Year Sortino Ratio is 0.44. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Compumedics stock overvalued right now?
Based on GuruFocus' analysis, Compumedics (ASX:CMP) is currently considered Modestly Undervalued. The stock's GF Value™ is A$0.32, compared to a current price of A$0.23 — trading 28.1% below its estimated fair value. The current 10-Year Sortino Ratio is 0.44. Compumedics' overall GF Score™ is 55/100 with 4 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 10-Year Sortino Ratio calculated?
10-Year Sortino Ratio is calculated from a company's financial statements. For Compumedics (ASX:CMP), the current 10-Year Sortino Ratio is 0.44 as of Jul. 23, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is Compumedics (ASX:CMP) Overvalued in 2026?
Based on GuruFocus' analysis, Compumedics stock appears to be undervalued.
The current stock price of A$0.23 is trading 28.1% below its estimated GF Value™ of A$0.32.
GuruFocus considers Compumedics to be Modestly Undervalued.
Key valuation signals for ASX:CMP:
10-Year Sortino Ratio: 0.44
GF Value™: A$0.32 vs. price of A$0.23 (28.1% below fair value)
No single metric tells the full story. See the ASX:CMP stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Compumedics Ltd is a medical device company. It is engaged in the development, manufacturing, and commercialization of diagnostic technologies for sleep, brain, and ultrasonic blood-flow monitoring applications. The company is organized into geographical operating segments, being the United States of America, Australia and Asia Pacific, and Europe and the Middle East. It derives a majority of its revenue from Australia and the Asia Pacific region.
55GF Score
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