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The 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. As of today (2026-09-22), Sandfire Resources's 3-Year Sortino Ratio is 2.66.
Sandfire Resources (ASX:SFR) 3-Year Sortino Ratio Explanation
The 3-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past three year. It is calculated as the annualized result of the average three-year monthly excess returns divided by the standard deviation of negative returns in the three-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.
Sandfire Resources 3-Year Sortino Ratio Related Terms
ASX:SFR vs SCCO, FCX: 3-Year Sortino Ratio Comparison
For the Copper subindustry, Sandfire Resources's 3-Year Sortino Ratio, along with its competitors' market caps and 3-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.
Sandfire Resources 3-Year Sortino Ratio vs Metals & Mining Industry
For the Metals & Mining industry and Basic Materials sector, Sandfire Resources's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Sandfire Resources's 3-Year Sortino Ratio falls into.
Sandfire Resources 3-Year Sortino Ratio Calculation
The 3-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last three year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 3-Year Sortino Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past three 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.
Sandfire Resources (ASX:SFR) has a 3-Year Sortino Ratio of 2.66 as of Sep. 22, 2026. 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. View historical data for Sandfire Resources and its competitors.
Is Sandfire Resources' 3-Year Sortino Ratio too high?
Sandfire Resources' current 3-Year Sortino Ratio is 2.66. Overall, Sandfire Resources has a GF Score™ of 77/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Sandfire Resources' 3-Year Sortino Ratio compare to SCCO and FCX?
Sandfire Resources' 3-Year Sortino Ratio of 2.66 can be compared against companies in the Metals & Mining industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 3-Year Sortino Ratio for a Metals & Mining company?
A good 3-Year Sortino Ratio depends on the Metals & Mining industry context. However, 3-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 3-Year Sortino Ratio mean?
A high 3-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. View historical data for Sandfire Resources and its competitors. Sandfire Resources's current 3-Year Sortino Ratio is 2.66. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sandfire Resources stock overvalued right now?
Based on GuruFocus' analysis, Sandfire Resources (ASX:SFR) is currently considered Modestly Overvalued. The stock's GF Value™ is A$17.42, compared to a current price of A$22.36 — trading 28.4% above its estimated fair value. The current 3-Year Sortino Ratio is 2.66. Sandfire Resources' overall GF Score™ is 77/100 with 4 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 3-Year Sortino Ratio calculated?
3-Year Sortino Ratio is calculated from a company's financial statements. For Sandfire Resources (ASX:SFR), the current 3-Year Sortino Ratio is 2.66 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.
Is Sandfire Resources (ASX:SFR) Overvalued in 2026?
Based on GuruFocus' analysis, Sandfire Resources stock appears to be overvalued.
The current stock price of A$22.36 is trading 28.4% above its estimated GF Value™ of A$17.42.
GuruFocus considers Sandfire Resources to be Modestly Overvalued.
Key valuation signals for ASX:SFR:
3-Year Sortino Ratio: 2.66
GF Value™: A$17.42 vs. price of A$22.36 (28.4% above fair value)
No single metric tells the full story. See the ASX:SFR stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Sandfire Resources Ltd is a copper-focused mineral exploration and development company. The company's operating segments include DeGrussa Copper operations, MATSA Copper Operations, Black Butte Copper Project, Motheo Copper Operations, and Exploration and Other. It derives key revenue from the MATSA Copper Operations segment, which consists of the Minas de Aguas Tenidas (MATSA) polymetallic mining complex in Spain and exploration and evaluation activities in Spain and Portugal. The operations comprise three underground mines and a central processing facility. The mines generate revenue from the sale of copper, zinc, and lead concentrates containing a silver by-product. Geographically, the company generates maximum revenue from Spain, followed by China, Sweden, Malaysia, and other regions.
77GF Score
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