Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.
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 (2026-09-21), Kogan.com's 3-Year Sortino Ratio is -1.03.
Kogan.com (OTCPK:KGGNF) 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.
Kogan.com 3-Year Sortino Ratio Related Terms
KGGNF vs AMZN, BABA, PDD: 3-Year Sortino Ratio Comparison
For the Internet Retail subindustry, Kogan.com'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.
Kogan.com 3-Year Sortino Ratio vs Retail - Cyclical Industry
For the Retail - Cyclical industry and Consumer Cyclical sector, Kogan.com's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Kogan.com'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.
Kogan.com (KGGNF) has a 3-Year Sortino Ratio of -1.03 as of Sep. 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 Kogan.com and its competitors.
Is Kogan.com's 3-Year Sortino Ratio too high?
Kogan.com's current 3-Year Sortino Ratio is -1.03. Overall, Kogan.com has a GF Score™ of 74/100, reflecting its overall financial health beyond just this single metric.
How does Kogan.com's 3-Year Sortino Ratio compare to AMZN and BABA?
Kogan.com's 3-Year Sortino Ratio of -1.03 can be compared against companies in the Retail - Cyclical 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 Retail - Cyclical company?
A good 3-Year Sortino Ratio depends on the Retail - Cyclical 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 Kogan.com and its competitors. Kogan.com's current 3-Year Sortino Ratio is -1.03. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Kogan.com stock overvalued right now?
Kogan.com (KGGNF) has a current 3-Year Sortino Ratio of -1.03. The stock's GF Value™ is $3.46, compared to a current price of $2.16 — trading 37.6% below its estimated fair value. The current 3-Year Sortino Ratio is -1.03. Kogan.com's overall GF Score™ is 74/100 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 Kogan.com (KGGNF), the current 3-Year Sortino Ratio is -1.03 as of Sep. 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.
Is Kogan.com (KGGNF) Overvalued in 2026?
Based on GuruFocus' analysis, Kogan.com stock appears to be undervalued.
The current stock price of $2.16 is trading 37.6% below its estimated GF Value™ of $3.46.
Key valuation signals for KGGNF:
3-Year Sortino Ratio: -1.03
GF Value™: $3.46 vs. price of $2.16 (37.6% below fair value)
No single metric tells the full story. See the KGGNF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Kogan.com is an Australian pure-play online retailer. It caters to value-driven consumers through its exclusive brands, spanning multiple categories including consumer electronics, furniture, and fitness. For brand-conscious consumers, Kogan also offers a wide range of products from well-known third-party brands such as Apple, Samsung, and Google. Additionally, Kogan competes in the online marketplace industry, providing a platform and customer base for approved sellers in exchange for a commission. Finally, the firm sells multiple white-labeled products and services including prepaid mobile phone plans, insurance, and travel packages.
74GF Score
Get the complete analysis for KGGNF
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
KGGNF has been successfully added to your 
