JCAP (Jefferson Capital) 1-Year Sortino Ratio: 0.49 (As of Sep. 22, 2026)

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JCAP Jefferson Capital Inc JCAP
17 GF Score
Price $19.94
! 2 Warning Signs
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What is Jefferson Capital 1-Year Sortino Ratio?

Jefferson Capital JCAP -1.53% 17 1-Year Sortino Ratio is 0.49 as of Sep. 22, 2026. GuruFocus rates JCAP with a GF Score™ of 17/100. The stock has 2 warning signs investors should review.

The 1-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past year. As of today (2026-09-22), Jefferson Capital's 1-Year Sortino Ratio is 0.49.

Jefferson Capital  (NAS:JCAP) 1-Year Sortino Ratio Explanation

The 1-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by the standard deviation of negative returns over the past year. 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.

Jefferson Capital 1-Year Sortino Ratio Related Terms

JCAP vs LU, QFIN, ATLC: 1-Year Sortino Ratio Comparison

For the Credit Services subindustry, Jefferson Capital's 1-Year Sortino Ratio, along with its competitors' market caps and 1-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.

Jefferson Capital 1-Year Sortino Ratio vs Credit Services Industry

For the Credit Services industry and Financial Services sector, Jefferson Capital's 1-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Jefferson Capital's 1-Year Sortino Ratio falls into.


JCAP
17GF Score
Jefferson Capital Inc JCAP
1-Year Sortino Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Jefferson Capital 1-Year Sortino Ratio Calculation

The 1-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio over the past year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 1-Year Sortino Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the downside risks over one 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.

Frequently Asked Questions Learn more about 1-Year Sortino Ratio →
What does a 1-Year Sortino Ratio of 0.49 mean?
Jefferson Capital (JCAP) has a 1-Year Sortino Ratio of 0.49 as of Sep. 22, 2026. 1-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk. View historical data for Jefferson Capital and its competitors.
Is Jefferson Capital's 1-Year Sortino Ratio too high?
Jefferson Capital's current 1-Year Sortino Ratio is 0.49. Overall, Jefferson Capital has a GF Score™ of 17/100, reflecting its overall financial health beyond just this single metric.
How does Jefferson Capital's 1-Year Sortino Ratio compare to LU and QFIN?
Jefferson Capital's 1-Year Sortino Ratio of 0.49 can be compared against companies in the Credit Services industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sortino Ratio for a Credit Services company?
A good 1-Year Sortino Ratio depends on the Credit Services industry context. However, 1-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 1-Year Sortino Ratio mean?
A high 1-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk. View historical data for Jefferson Capital and its competitors. Jefferson Capital's current 1-Year Sortino Ratio is 0.49. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Jefferson Capital stock overvalued right now?
Jefferson Capital (JCAP) has a current 1-Year Sortino Ratio of 0.49. The current 1-Year Sortino Ratio is 0.49. Jefferson Capital's overall GF Score™ is 17/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sortino Ratio calculated?
1-Year Sortino Ratio is calculated from a company's financial statements. For Jefferson Capital (JCAP), the current 1-Year Sortino Ratio is 0.49 as of Sep. 22, 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.

Jefferson Capital Business Description

Address 600 South Highway 169, Suite 1575, Minneapolis, MN, USA, 55426
Jefferson Capital Inc. is a consumer debt recovery and portfolio management company operating in the United States, Canada, the United Kingdom, and Latin America. It primarily purchases portfolios of defaulted consumer receivables from credit originators, including banks, credit card issuers, utilities, telecom providers, and automotive lenders, at discounts to face value. The company then manages those portfolios by working with consumers to collect on the obligations, including accounts in bankruptcy proceedings. Jefferson Capital also provides debt servicing and portfolio management for third-party credit originators and operates credit card acquisition programs. Revenue comes mainly from recoveries on purchased receivables, supplemented by servicing fees and credit card-related income. Its customer base includes both individual consumers repaying obligations and institutional credit originators seeking to outsource recovery and portfolio management.
17GF Score

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1-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

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