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 (2026-08-02), CoStar Group's 3-Year Sortino Ratio is -0.96.
CoStar Group (MEX:CSGP) 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.
CoStar Group 3-Year Sortino Ratio Related Terms
MEX:CSGP vs COMP, JLL, BEKE: 3-Year Sortino Ratio Comparison
For the Real Estate Services subindustry, CoStar Group'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.
CoStar Group 3-Year Sortino Ratio vs Real Estate Industry
For the Real Estate industry and Real Estate sector, CoStar Group's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where CoStar Group'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.
CoStar Group (MEX:CSGP) has a 3-Year Sortino Ratio of -0.96 as of Aug. 02, 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 CoStar Group and its competitors.
Is CoStar Group's 3-Year Sortino Ratio too high?
CoStar Group's current 3-Year Sortino Ratio is -0.96. Overall, CoStar Group has a GF Score™ of 65/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does CoStar Group's 3-Year Sortino Ratio compare to COMP and JLL?
CoStar Group's 3-Year Sortino Ratio of -0.96 can be compared against companies in the Real Estate 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 Real Estate company?
A good 3-Year Sortino Ratio depends on the Real Estate 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 CoStar Group and its competitors. CoStar Group's current 3-Year Sortino Ratio is -0.96. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is CoStar Group stock overvalued right now?
Based on GuruFocus' analysis, CoStar Group (MEX:CSGP) is currently considered Significantly Undervalued. The stock's GF Value™ is MXN1,911.01, compared to a current price of MXN535.00 — trading 72% below its estimated fair value. The current 3-Year Sortino Ratio is -0.96. CoStar Group's overall GF Score™ is 65/100 with 2 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 CoStar Group (MEX:CSGP), the current 3-Year Sortino Ratio is -0.96 as of Aug. 02, 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 CoStar Group (MEX:CSGP) Overvalued in 2026?
Based on GuruFocus' analysis, CoStar Group stock appears to be undervalued.
The current stock price of MXN535.00 is trading 72% below its estimated GF Value™ of MXN1,911.01.
GuruFocus considers CoStar Group to be Significantly Undervalued.
Key valuation signals for MEX:CSGP:
3-Year Sortino Ratio: -0.96
GF Value™: MXN1,911.01 vs. price of MXN535.00 (72% below fair value)
No single metric tells the full story. See the MEX:CSGP stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
CoStar Group is a global provider of proprietary information, analytics, and online marketplaces serving both commercial and residential real estate. The firm operates through a diverse portfolio of brands, including CoStar Suite for commercial real estate research, LoopNet for commercial listings, Apartments.com for multifamily rentals, and Homes.com for residential brokerage. It primarily sells high-margin software-as-a-service subscriptions that provide institutional clients with forensic property data and premium advertising visibility. With operations across North America, Europe, and Asia-Pacific, CoStar maintains the industry's most comprehensive centralized real estate database, functioning as a critical information utility for brokers, lenders, and owners worldwide.
65GF Score
Get the complete analysis for MEX:CSGP
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
MEX:CSGP has been successfully added to your 
