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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 (2026-08-20), Iluka Resources's 3-Year Sortino Ratio is -0.48.
Iluka Resources (OTCPK:ILKAF) 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.
Iluka Resources 3-Year Sortino Ratio Related Terms
Iluka Resources 3-Year Sortino Ratio Competitor Comparison
For the Other Industrial Metals & Mining subindustry, Iluka Resources'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.
Iluka Resources 3-Year Sortino Ratio vs Metals & Mining Industry
For the Metals & Mining industry and Basic Materials sector, Iluka Resources's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Iluka Resources'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.
Iluka Resources (ILKAF) has a 3-Year Sortino Ratio of -0.48 as of Aug. 20, 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 Iluka Resources and its competitors.
Is Iluka Resources' 3-Year Sortino Ratio too high?
Iluka Resources' current 3-Year Sortino Ratio is -0.48. Overall, Iluka Resources has a GF Score™ of 72/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Iluka Resources' 3-Year Sortino Ratio compare to competitors?
Iluka Resources' 3-Year Sortino Ratio of -0.48 can be compared against companies in the Metals & Mining 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 Metals & Mining company?
A good 3-Year Sortino Ratio depends on the Metals & Mining 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 Iluka Resources and its competitors. Iluka Resources's current 3-Year Sortino Ratio is -0.48. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Iluka Resources stock overvalued right now?
Based on GuruFocus' analysis, Iluka Resources (ILKAF) is currently considered Significantly Overvalued. The stock's GF Value™ is $3.60, compared to a current price of $5.20 — trading 44.4% above its estimated fair value. The current 3-Year Sortino Ratio is -0.48. Iluka Resources' overall GF Score™ is 72/100 with 8 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 Iluka Resources (ILKAF), the current 3-Year Sortino Ratio is -0.48 as of Aug. 20, 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 Iluka Resources (ILKAF) Overvalued in 2026?
Based on GuruFocus' analysis, Iluka Resources stock appears to be overvalued.
The current stock price of $5.20 is trading 44.4% above its estimated GF Value™ of $3.60.
GuruFocus considers Iluka Resources to be Significantly Overvalued.
Key valuation signals for ILKAF:
3-Year Sortino Ratio: -0.48
GF Value™: $3.60 vs. price of $5.20 (44.4% above fair value)
No single metric tells the full story. See the ILKAF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Iluka Resources is a leading global mineral sands miner. It is the largest global producer of zircon, and one of the largest producers of titanium dioxide feedstocks (rutile, synthetic rutile). Low zircon costs are underpinned by the high-grade Jacinth-Ambrosia mine in South Australia, but reserve life is less than 10 years. A 20% shareholding in Deterra Royalties brings exposure to the high-quality Mining Area C iron ore royalty. Production from the Balranald rutile and zircon mine commenced in late 2025, and Iluka is also building a rare-earth refinery at Eneabba. The refinery will be able to process Iluka's existing monazite stockpile as well as feed from third parties, Balranald, and future Iluka projects.
72GF Score
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