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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 (2026-08-21), Vinacomin VietBac Mining Industry Holding's 3-Year Sortino Ratio is -0.66.
Vinacomin VietBac Mining Industry Holding (HSTC:MVB) 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.
Vinacomin VietBac Mining Industry Holding 3-Year Sortino Ratio Related Terms
HSTC:MVB vs : 3-Year Sortino Ratio Comparison
For the Conglomerates subindustry, Vinacomin VietBac Mining Industry Holding'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.
Vinacomin VietBac Mining Industry Holding 3-Year Sortino Ratio vs Conglomerates Industry
Vinacomin VietBac Mining Industry Holding 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.
Vinacomin VietBac Mining Industry Holding (HSTC:MVB) has a 3-Year Sortino Ratio of -0.66 as of Aug. 21, 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 Vinacomin VietBac Mining Industry Holding and its competitors.
Is Vinacomin VietBac Mining Industry Holding's 3-Year Sortino Ratio too high?
Vinacomin VietBac Mining Industry Holding's current 3-Year Sortino Ratio is -0.66. Overall, Vinacomin VietBac Mining Industry Holding has a GF Score™ of 14/100, reflecting its overall financial health beyond just this single metric.
How does Vinacomin VietBac Mining Industry Holding's 3-Year Sortino Ratio compare to ?
Vinacomin VietBac Mining Industry Holding's 3-Year Sortino Ratio of -0.66 can be compared against companies in the Conglomerates 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 Conglomerates company?
A good 3-Year Sortino Ratio depends on the Conglomerates 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 Vinacomin VietBac Mining Industry Holding and its competitors. Vinacomin VietBac Mining Industry Holding's current 3-Year Sortino Ratio is -0.66. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Vinacomin VietBac Mining Industry Holding stock overvalued right now?
Vinacomin VietBac Mining Industry Holding (HSTC:MVB) has a current 3-Year Sortino Ratio of -0.66. The current 3-Year Sortino Ratio is -0.66. Vinacomin VietBac Mining Industry Holding's overall GF Score™ is 14/100. 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 Vinacomin VietBac Mining Industry Holding (HSTC:MVB), the current 3-Year Sortino Ratio is -0.66 as of Aug. 21, 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.
Vinacomin VietBac Mining Industry Holding Corp is engaged in Coal production, processing and trading, construction materials, Trading materials and equipment, Mechanical repair, and Tourist hotel business.
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