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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 (2026-09-12), Emaar Properties PJSC's 3-Year Sortino Ratio is 0.72.
Emaar Properties PJSC (DFM:EMAAR) 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.
Emaar Properties PJSC 3-Year Sortino Ratio Related Terms
Emaar Properties PJSC 3-Year Sortino Ratio Competitor Comparison
For the Real Estate - Development subindustry, Emaar Properties PJSC'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.
Emaar Properties PJSC 3-Year Sortino Ratio vs Real Estate Industry
For the Real Estate industry and Real Estate sector, Emaar Properties PJSC's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Emaar Properties PJSC's 3-Year Sortino Ratio falls into.
Emaar Properties PJSC 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.
Emaar Properties PJSC (DFM:EMAAR) has a 3-Year Sortino Ratio of 0.72 as of Sep. 12, 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 Emaar Properties PJSC and its competitors.
Is Emaar Properties PJSC's 3-Year Sortino Ratio too high?
Emaar Properties PJSC's current 3-Year Sortino Ratio is 0.72. Overall, Emaar Properties PJSC has a GF Score™ of 99/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Emaar Properties PJSC's 3-Year Sortino Ratio compare to competitors?
Emaar Properties PJSC's 3-Year Sortino Ratio of 0.72 can be compared against companies in the Real Estate 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 Real Estate company?
A good 3-Year Sortino Ratio depends on the Real Estate 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 Emaar Properties PJSC and its competitors. Emaar Properties PJSC's current 3-Year Sortino Ratio is 0.72. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Emaar Properties PJSC stock overvalued right now?
Based on GuruFocus' analysis, Emaar Properties PJSC (DFM:EMAAR) is currently considered Significantly Undervalued. The stock's GF Value™ is د.إ16.44, compared to a current price of د.إ10.90 — trading 33.7% below its estimated fair value. The current 3-Year Sortino Ratio is 0.72. Emaar Properties PJSC's overall GF Score™ is 99/100 with 1 warning sign 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 Emaar Properties PJSC (DFM:EMAAR), the current 3-Year Sortino Ratio is 0.72 as of Sep. 12, 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 Emaar Properties PJSC (DFM:EMAAR) Overvalued in 2026?
Based on GuruFocus' analysis, Emaar Properties PJSC stock appears to be undervalued.
The current stock price of د.إ10.90 is trading 33.7% below its estimated GF Value™ of د.إ16.44.
GuruFocus considers Emaar Properties PJSC to be Significantly Undervalued.
Key valuation signals for DFM:EMAAR:
3-Year Sortino Ratio: 0.72
GF Value™: د.إ16.44 vs. price of د.إ10.90 (33.7% below fair value)
No single metric tells the full story. See the DFM:EMAAR stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Emaar Properties PJSC is engaged in property investment, development, and development management, shopping malls and retail, hospitality, property management, utility services, and investments in providers of financial services. Its segments are, namely, real estate (develop, sell, and manage condominiums, villas, commercial units and plots of land), leasing, retail and related activities (develop, lease and manage malls, retail, commercial, and residential spaces), and hospitality (develop, own, and/or manage hotels, serviced apartments and leisure activities). It earns revenue from sources other than property sales, leasing, retail and related activities, and hospitality, and this revenue is included in other operating income. The majority of revenue comes from real estate.
99GF Score
Get the complete analysis for DFM:EMAAR
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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