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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 (2026-08-31), SBI Holdings's 3-Year Sortino Ratio is 1.27.
SBI Holdings (FRA:ZOF) 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.
SBI Holdings 3-Year Sortino Ratio Related Terms
FRA:ZOF vs FRHC, VOYA: 3-Year Sortino Ratio Comparison
For the Financial Conglomerates subindustry, SBI Holdings'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.
SBI Holdings 3-Year Sortino Ratio vs Diversified Financial Services Industry
For the Diversified Financial Services industry and Financial Services sector, SBI Holdings's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where SBI Holdings'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.
SBI Holdings (FRA:ZOF) has a 3-Year Sortino Ratio of 1.27 as of Aug. 31, 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 SBI Holdings and its competitors.
Is SBI Holdings' 3-Year Sortino Ratio too high?
SBI Holdings' current 3-Year Sortino Ratio is 1.27. Overall, SBI Holdings has a GF Score™ of 76/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does SBI Holdings' 3-Year Sortino Ratio compare to FRHC and VOYA?
SBI Holdings' 3-Year Sortino Ratio of 1.27 can be compared against companies in the Diversified Financial Services 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 Diversified Financial Services company?
A good 3-Year Sortino Ratio depends on the Diversified Financial Services 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 SBI Holdings and its competitors. SBI Holdings's current 3-Year Sortino Ratio is 1.27. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is SBI Holdings stock overvalued right now?
Based on GuruFocus' analysis, SBI Holdings (FRA:ZOF) is currently considered Modestly Overvalued. The stock's GF Value™ is €15.45, compared to a current price of €18.15 — trading 17.5% above its estimated fair value. The current 3-Year Sortino Ratio is 1.27. SBI Holdings' overall GF Score™ is 76/100 with 7 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 SBI Holdings (FRA:ZOF), the current 3-Year Sortino Ratio is 1.27 as of Aug. 31, 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 SBI Holdings (FRA:ZOF) Overvalued in 2026?
Based on GuruFocus' analysis, SBI Holdings stock appears to be overvalued.
The current stock price of €18.15 is trading 17.5% above its estimated GF Value™ of €15.45.
GuruFocus considers SBI Holdings to be Modestly Overvalued.
Key valuation signals for FRA:ZOF:
3-Year Sortino Ratio: 1.27
GF Value™: €15.45 vs. price of €18.15 (17.5% above fair value)
No single metric tells the full story. See the FRA:ZOF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
SBI Holdings Inc is a financial conglomerate that offers a variety of services in securities, banking, and insurance. The company operates through five segments. The Asset Management segment provides investment management, advice, and financial product information. The Crypto Asset segment offers crypto exchange and trading services. The Financial Services segment covers securities, banking, and insurance activities in Japan and abroad. The Investment segment invests in IT, fintech, blockchain, finance, and biotech ventures. The Next Generation Business develops and sells pharmaceuticals, health foods, and cosmetics, conducts R&D in cancer and immunology, offers digital medical solutions, and engages in medical finance. It generates majority of its revenue from Financial services segment.
76GF Score
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3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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