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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 (2026-08-01), Melco International Development's 3-Year Sortino Ratio is -0.37.
Melco International Development (OTCPK:MDEVY) 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.
Melco International Development 3-Year Sortino Ratio Related Terms
MDEVY vs LVS, MGM, WYNN: 3-Year Sortino Ratio Comparison
For the Resorts & Casinos subindustry, Melco International Development'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.
Melco International Development 3-Year Sortino Ratio vs Travel & Leisure Industry
For the Travel & Leisure industry and Consumer Cyclical sector, Melco International Development's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Melco International Development's 3-Year Sortino Ratio falls into.
Melco International Development 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.
Melco International Development (MDEVY) has a 3-Year Sortino Ratio of -0.37 as of Aug. 01, 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 Melco International Development and its competitors.
Is Melco International Development's 3-Year Sortino Ratio too high?
Melco International Development's current 3-Year Sortino Ratio is -0.37. Overall, Melco International Development has a GF Score™ of 73/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Melco International Development's 3-Year Sortino Ratio compare to LVS and MGM?
Melco International Development's 3-Year Sortino Ratio of -0.37 can be compared against companies in the Travel & Leisure 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 Travel & Leisure company?
A good 3-Year Sortino Ratio depends on the Travel & Leisure 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 Melco International Development and its competitors. Melco International Development's current 3-Year Sortino Ratio is -0.37. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Melco International Development stock overvalued right now?
Based on GuruFocus' analysis, Melco International Development (MDEVY) is currently considered Possible Value Trap. The stock's GF Value™ is $2.87, compared to a current price of $2.14 — trading 25.4% below its estimated fair value. The current 3-Year Sortino Ratio is -0.37. Melco International Development's overall GF Score™ is 73/100 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 Melco International Development (MDEVY), the current 3-Year Sortino Ratio is -0.37 as of Aug. 01, 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 Melco International Development (MDEVY) Overvalued in 2026?
Based on GuruFocus' analysis, Melco International Development stock appears to be undervalued.
The current stock price of $2.14 is trading 25.4% below its estimated GF Value™ of $2.87.
GuruFocus considers Melco International Development to be Possible Value Trap.
Key valuation signals for MDEVY:
3-Year Sortino Ratio: -0.37
GF Value™: $2.87 vs. price of $2.14 (25.4% below fair value)
No single metric tells the full story. See the MDEVY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Melco International Development Ltd is a developer, owner, and operator of an international network of casino gaming and entertainment resorts. Its segments are the Casino and Hospitality segment, which generates maximum revenue, comprises the operation of casinos and the provision of hospitality services and facilities through Melco Resorts. Its resorts and properties include City of Dreams Cotai, Altira Macau, and Mocha Clubs in Macau; City of Dreams Manila in the Philippines; and City of Dreams Mediterranean and Cyprus Casinos in Cyprus. The Other segment comprises investments in a joint venture and associates, and other activities. Its operations are mainly located in Macau, the Philippines, Cyprus, and other regions, with maximum revenue derived from Macau.
73GF Score
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