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 (2026-07-27), Capstone Copper's 3-Year Sortino Ratio is 1.10.
Capstone Copper (OTCPK:CSCCF) 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.
Capstone Copper 3-Year Sortino Ratio Related Terms
CSCCF vs SCCO, FCX: 3-Year Sortino Ratio Comparison
For the Copper subindustry, Capstone Copper'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.
Capstone Copper 3-Year Sortino Ratio vs Metals & Mining Industry
For the Metals & Mining industry and Basic Materials sector, Capstone Copper's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Capstone Copper's 3-Year Sortino Ratio falls into.
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.
Capstone Copper (CSCCF) has a 3-Year Sortino Ratio of 1.10 as of Jul. 27, 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 Capstone Copper and its competitors.
Is Capstone Copper's 3-Year Sortino Ratio too high?
Capstone Copper's current 3-Year Sortino Ratio is 1.10. Overall, Capstone Copper has a GF Score™ of 91/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Capstone Copper's 3-Year Sortino Ratio compare to SCCO and FCX?
Capstone Copper's 3-Year Sortino Ratio of 1.10 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 Capstone Copper and its competitors. Capstone Copper's current 3-Year Sortino Ratio is 1.10. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Capstone Copper stock overvalued right now?
Based on GuruFocus' analysis, Capstone Copper (CSCCF) is currently considered Fairly Valued. The stock's GF Value™ is $9.48, compared to a current price of $9.15 — trading 3.5% below its estimated fair value. The current 3-Year Sortino Ratio is 1.10. Capstone Copper's overall GF Score™ is 91/100 with 8 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 Capstone Copper (CSCCF), the current 3-Year Sortino Ratio is 1.10 as of Jul. 27, 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 Capstone Copper (CSCCF) Overvalued in 2026?
Based on GuruFocus' analysis, Capstone Copper stock appears to be undervalued.
The current stock price of $9.15 is trading 3.5% below its estimated GF Value™ of $9.48.
GuruFocus considers Capstone Copper to be Fairly Valued.
Key valuation signals for CSCCF:
3-Year Sortino Ratio: 1.10
GF Value™: $9.48 vs. price of $9.15 (3.5% below fair value)
No single metric tells the full story. See the CSCCF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Capstone Copper Corp is a company that mines, explores, and develops mineral properties in the Americas. Specifically, the group has operating mines in the United states, Mexico, and Canada, and development projects in Chile and Canada. The company's main focus is copper, but the company also produces zinc, lead, molybdenum, silver, and gold. The company has six reportable segments which are Pinto Valley (united states), Mantos Blancos (Chile), Mantoverde (Chile), Cozamin (Mexico), as well as the Santo Domingo development project (Chile), and Other.
91GF Score
Get the complete analysis for CSCCF
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
CSCCF has been successfully added to your 
