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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 (2026-09-09), Canada Goose Holdings's 3-Year Sortino Ratio is -0.53.
Canada Goose Holdings (NYSE:GOOS) 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.
Canada Goose Holdings 3-Year Sortino Ratio Related Terms
GOOS vs RL, LEVI, VFC: 3-Year Sortino Ratio Comparison
For the Apparel Manufacturing subindustry, Canada Goose 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.
Canada Goose Holdings 3-Year Sortino Ratio vs Manufacturing - Apparel & Accessories Industry
For the Manufacturing - Apparel & Accessories industry and Consumer Cyclical sector, Canada Goose Holdings's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Canada Goose Holdings's 3-Year Sortino Ratio falls into.
Canada Goose Holdings 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.
Canada Goose Holdings (GOOS) has a 3-Year Sortino Ratio of -0.53 as of Sep. 09, 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 Canada Goose Holdings and its competitors.
Is Canada Goose Holdings' 3-Year Sortino Ratio too high?
Canada Goose Holdings' current 3-Year Sortino Ratio is -0.53. Overall, Canada Goose Holdings has a GF Score™ of 79/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Canada Goose Holdings' 3-Year Sortino Ratio compare to RL and LEVI?
Canada Goose Holdings' 3-Year Sortino Ratio of -0.53 can be compared against companies in the Manufacturing - Apparel & Accessories 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 Manufacturing - Apparel & Accessories company?
A good 3-Year Sortino Ratio depends on the Manufacturing - Apparel & Accessories 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 Canada Goose Holdings and its competitors. Canada Goose Holdings's current 3-Year Sortino Ratio is -0.53. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Canada Goose Holdings stock overvalued right now?
Based on GuruFocus' analysis, Canada Goose Holdings (GOOS) is currently considered Significantly Undervalued. The stock's GF Value™ is $13.55, compared to a current price of $7.67 — trading 43.4% below its estimated fair value. The current 3-Year Sortino Ratio is -0.53. Canada Goose Holdings' overall GF Score™ is 79/100 with 3 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 Canada Goose Holdings (GOOS), the current 3-Year Sortino Ratio is -0.53 as of Sep. 09, 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 Canada Goose Holdings (GOOS) Overvalued in 2026?
Based on GuruFocus' analysis, Canada Goose Holdings stock appears to be undervalued.
The current stock price of $7.67 is trading 43.4% below its estimated GF Value™ of $13.55.
GuruFocus considers Canada Goose Holdings to be Significantly Undervalued.
Key valuation signals for GOOS:
3-Year Sortino Ratio: -0.53
GF Value™: $13.55 vs. price of $7.67 (43.4% below fair value)
No single metric tells the full story. See the GOOS stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Canada Goose Holdings Inc is a Canada-based company that designs, manufactures, distributes, and retails premium outerwear for men, women, and children. It operates business through three segments namely, Wholesale; Direct to Consumer (DTC), and Other. The DTC segment, which is the key revenue driver, comprises sales through country-specific e-commerce platforms and its company-owned retail stores located in luxury shopping locations. The Wholesale segment comprises sales made to a mix of retailers and international distributors, who are partners that have exclusive rights to an entire market, and travel retail locations. Geographically, it has a presence in Canada, the United States, North America, Greater China, Asia-Pacific, and Europe, the Middle East, and Africa.
79GF Score
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