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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 (2026-09-10), American States Water Co's 3-Year Sortino Ratio is -0.21.
American States Water Co (FRA:FDK) 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.
American States Water Co 3-Year Sortino Ratio Related Terms
FRA:FDK vs CWT, HTO, MSEX: 3-Year Sortino Ratio Comparison
For the Utilities - Regulated Water subindustry, American States Water Co'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.
American States Water Co 3-Year Sortino Ratio vs Utilities - Regulated Industry
For the Utilities - Regulated industry and Utilities sector, American States Water Co's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where American States Water Co's 3-Year Sortino Ratio falls into.
American States Water Co 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.
American States Water Co (FRA:FDK) has a 3-Year Sortino Ratio of -0.21 as of Sep. 10, 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 American States Water Co and its competitors.
Is American States Water Co's 3-Year Sortino Ratio too high?
American States Water Co's current 3-Year Sortino Ratio is -0.21. Overall, American States Water Co has a GF Score™ of 79/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does American States Water Co's 3-Year Sortino Ratio compare to CWT and HTO?
American States Water Co's 3-Year Sortino Ratio of -0.21 can be compared against companies in the Utilities - Regulated 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 Utilities - Regulated company?
A good 3-Year Sortino Ratio depends on the Utilities - Regulated 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 American States Water Co and its competitors. American States Water Co's current 3-Year Sortino Ratio is -0.21. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is American States Water Co stock overvalued right now?
Based on GuruFocus' analysis, American States Water Co (FRA:FDK) is currently considered Fairly Valued. The stock's GF Value™ is €72.99, compared to a current price of €75.35 — trading 3.2% above its estimated fair value. The current 3-Year Sortino Ratio is -0.21. American States Water Co's overall GF Score™ is 79/100 with 5 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 American States Water Co (FRA:FDK), the current 3-Year Sortino Ratio is -0.21 as of Sep. 10, 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 American States Water Co (FRA:FDK) Overvalued in 2026?
Based on GuruFocus' analysis, American States Water Co stock appears to be overvalued.
The current stock price of €75.35 is trading 3.2% above its estimated GF Value™ of €72.99.
GuruFocus considers American States Water Co to be Fairly Valued.
Key valuation signals for FRA:FDK:
3-Year Sortino Ratio: -0.21
GF Value™: €72.99 vs. price of €75.35 (3.2% above fair value)
No single metric tells the full story. See the FRA:FDK stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
American States Water Co is a water and utilities holding company based in California. The segments of the firm include water, electric, and contracted services. Within these segments, American States Water conducts water and electric operations through Golden State Water Company and Bear Valley Electric Service, Inc while contracted services through American States Utility Services and its subsidiaries. Golden State Water conducts its operations across various counties in California and is regulated by the California Public Utilities Commission. American States Utility Services has contracted with the U.S. government to provide water services to various military installations. The majority of the company's revenue is derived from water services to commercial and residential customers.
79GF Score
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