Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.
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 (2026-08-09), Banco Comercial Portugues's 3-Year Sortino Ratio is 3.46.
Banco Comercial Portugues (OTCPK:BPCGF) 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.
Banco Comercial Portugues 3-Year Sortino Ratio Related Terms
BPCGF vs PNC, USB: 3-Year Sortino Ratio Comparison
For the Banks - Regional subindustry, Banco Comercial Portugues'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.
Banco Comercial Portugues 3-Year Sortino Ratio vs Banks Industry
For the Banks industry and Financial Services sector, Banco Comercial Portugues's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Banco Comercial Portugues's 3-Year Sortino Ratio falls into.
Banco Comercial Portugues 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.
Banco Comercial Portugues (BPCGF) has a 3-Year Sortino Ratio of 3.46 as of Aug. 09, 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 Banco Comercial Portugues and its competitors.
Is Banco Comercial Portugues' 3-Year Sortino Ratio too high?
Banco Comercial Portugues' current 3-Year Sortino Ratio is 3.46. Overall, Banco Comercial Portugues has a GF Score™ of 43/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Banco Comercial Portugues' 3-Year Sortino Ratio compare to PNC and USB?
Banco Comercial Portugues' 3-Year Sortino Ratio of 3.46 can be compared against companies in the Banks 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 Banks company?
A good 3-Year Sortino Ratio depends on the Banks 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 Banco Comercial Portugues and its competitors. Banco Comercial Portugues's current 3-Year Sortino Ratio is 3.46. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Banco Comercial Portugues stock overvalued right now?
Based on GuruFocus' analysis, Banco Comercial Portugues (BPCGF) is currently considered Significantly Overvalued. The stock's GF Value™ is $0.63, compared to a current price of $1.28 — trading 103.2% above its estimated fair value. The current 3-Year Sortino Ratio is 3.46. Banco Comercial Portugues' overall GF Score™ is 43/100 with 6 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 Banco Comercial Portugues (BPCGF), the current 3-Year Sortino Ratio is 3.46 as of Aug. 09, 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 Banco Comercial Portugues (BPCGF) Overvalued in 2026?
Based on GuruFocus' analysis, Banco Comercial Portugues stock appears to be overvalued.
The current stock price of $1.28 is trading 103.2% above its estimated GF Value™ of $0.63.
GuruFocus considers Banco Comercial Portugues to be Significantly Overvalued.
Key valuation signals for BPCGF:
3-Year Sortino Ratio: 3.46
GF Value™: $0.63 vs. price of $1.28 (103.2% above fair value)
No single metric tells the full story. See the BPCGF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Banco Comercial Portugues SA is a Portuguese private sector bank operating in Portugal, as well as Poland, Mozambique, Macau, and Angola. The bank offers a wide range of retail and corporate banking products and services. Its distribution network includes traditional branches, as well as online banking, call centers, mobile banking, ATMs, and point of sale systems. Along with its subsidiaries, it operates in the following segments: Retail Banking, Companies and Corporate, Private Banking, International Businesses, and Other. Maximum revenue is generated from the Retail Banking segment, which serves individuals, small businesses, and SMEs through a mix of mass-market services, personalized relationship management for higher-value customers, and includes the operations of ActivoBank.
43GF Score
Get the complete analysis for BPCGF
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
BPCGF has been successfully added to your 
