GURUFOCUS.COM » STOCK LIST » Basic Materials » Chemicals » Air Liquide SA (MEX:AI N) » Definitions » 3-Year Sortino Ratio

Air Liquide (MEX:AI N) 3-Year Sortino Ratio : 0.58 (As of Jul. 19, 2025)


View and export this data going back to 2015. Start your Free Trial

What is Air Liquide 3-Year Sortino Ratio?

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 (2025-07-19), Air Liquide's 3-Year Sortino Ratio is 0.58.


Competitive Comparison of Air Liquide's 3-Year Sortino Ratio

For the Specialty Chemicals subindustry, Air Liquide'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.


Air Liquide's 3-Year Sortino Ratio Distribution in the Chemicals Industry

For the Chemicals industry and Basic Materials sector, Air Liquide's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Air Liquide's 3-Year Sortino Ratio falls into.


;
;

Air Liquide 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.


Air Liquide  (MEX:AI N) 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.


Air Liquide 3-Year Sortino Ratio Related Terms

Thank you for viewing the detailed overview of Air Liquide's 3-Year Sortino Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


Air Liquide Business Description

Address
75, Quai d'Orsay, Paris, FRA, 75007
Founded in 1902, Air Liquide is one of the leading industrial gas companies in the world, serving over 3.8 million customers in 78 countries. The company generated approximately EUR 27.1 billion of revenue in 2024, serving a wide range of industries, including chemicals, energy, healthcare, food and beverage, and electronics. Air Liquide employs approximately 65,000 people.

Air Liquide Headlines

No Headlines