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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), China Aviation Oil (Singapore)'s 3-Year Sortino Ratio is 2.01.
China Aviation Oil (Singapore) (OTCPK:CAOLF) 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.
China Aviation Oil (Singapore) 3-Year Sortino Ratio Related Terms
CAOLF vs MPC, VLO, PSX: 3-Year Sortino Ratio Comparison
For the Oil & Gas Refining & Marketing subindustry, China Aviation Oil (Singapore)'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.
China Aviation Oil (Singapore) 3-Year Sortino Ratio vs Oil & Gas Industry
For the Oil & Gas industry and Energy sector, China Aviation Oil (Singapore)'s 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where China Aviation Oil (Singapore)'s 3-Year Sortino Ratio falls into.
China Aviation Oil (Singapore) 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.
China Aviation Oil (Singapore) (CAOLF) has a 3-Year Sortino Ratio of 2.01 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 China Aviation Oil (Singapore) and its competitors.
Is China Aviation Oil (Singapore)'s 3-Year Sortino Ratio too high?
China Aviation Oil (Singapore)'s current 3-Year Sortino Ratio is 2.01. Overall, China Aviation Oil (Singapore) has a GF Score™ of 40/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does China Aviation Oil (Singapore)'s 3-Year Sortino Ratio compare to MPC and VLO?
China Aviation Oil (Singapore)'s 3-Year Sortino Ratio of 2.01 can be compared against companies in the Oil & Gas 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 an Oil & Gas company?
A good 3-Year Sortino Ratio depends on the Oil & Gas 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 China Aviation Oil (Singapore) and its competitors. China Aviation Oil (Singapore)'s current 3-Year Sortino Ratio is 2.01. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Aviation Oil (Singapore) stock overvalued right now?
Based on GuruFocus' analysis, China Aviation Oil (Singapore) (CAOLF) is currently considered Modestly Overvalued. The stock's GF Value™ is $0.93, compared to a current price of $1.19 — trading 28% above its estimated fair value. The current 3-Year Sortino Ratio is 2.01. China Aviation Oil (Singapore)'s overall GF Score™ is 40/100 with 2 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 China Aviation Oil (Singapore) (CAOLF), the current 3-Year Sortino Ratio is 2.01 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 China Aviation Oil (Singapore) (CAOLF) Overvalued in 2026?
Based on GuruFocus' analysis, China Aviation Oil (Singapore) stock appears to be overvalued.
The current stock price of $1.19 is trading 28% above its estimated GF Value™ of $0.93.
GuruFocus considers China Aviation Oil (Singapore) to be Modestly Overvalued.
Key valuation signals for CAOLF:
3-Year Sortino Ratio: 2.01
GF Value™: $0.93 vs. price of $1.19 (28% above fair value)
No single metric tells the full story. See the CAOLF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China Aviation Oil (Singapore) Corp Ltd provides transportation fuels. With the core business involving the supply and trading of jet fuel across China and internationally, covering Asia-Pacific, North America, Europe, and the Middle East, the company also trades other oil products, which include fuel oil, gas oil, aviation gas, and crude oil in the Asia-Pacific region. The company operates in three segments: i) Middle Distillates: It engages in supplying and trading jet fuel and gas oil. ii) Other Oil Products: It involves the supply and trading of fuel oil, crude oil, and gasoline, and iii) Investments in Oil-Related Assets: Investments in oil-related assets through the Group's holdings in associates. The majority of the company's revenue is derived from the Middle distillates segment.
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