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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 (2026-08-31), Grupo TMM's 3-Year Sortino Ratio is 3.97.
Grupo TMM (MEX:TMMA) 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.
Grupo TMM 3-Year Sortino Ratio Related Terms
Grupo TMM 3-Year Sortino Ratio Competitor Comparison
For the Marine Shipping subindustry, Grupo TMM'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.
Grupo TMM 3-Year Sortino Ratio vs Transportation Industry
For the Transportation industry and Industrials sector, Grupo TMM's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Grupo TMM'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.
Grupo TMM (MEX:TMMA) has a 3-Year Sortino Ratio of 3.97 as of Aug. 31, 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 Grupo TMM and its competitors.
Is Grupo TMM's 3-Year Sortino Ratio too high?
Grupo TMM's current 3-Year Sortino Ratio is 3.97. Overall, Grupo TMM has a GF Score™ of 48/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Grupo TMM's 3-Year Sortino Ratio compare to competitors?
Grupo TMM's 3-Year Sortino Ratio of 3.97 can be compared against companies in the Transportation 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 Transportation company?
A good 3-Year Sortino Ratio depends on the Transportation 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 Grupo TMM and its competitors. Grupo TMM's current 3-Year Sortino Ratio is 3.97. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Grupo TMM stock overvalued right now?
Based on GuruFocus' analysis, Grupo TMM (MEX:TMMA) is currently considered Significantly Overvalued. The stock's GF Value™ is MXN4.29, compared to a current price of MXN9.75 — trading 127.3% above its estimated fair value. The current 3-Year Sortino Ratio is 3.97. Grupo TMM's overall GF Score™ is 48/100 with 4 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 Grupo TMM (MEX:TMMA), the current 3-Year Sortino Ratio is 3.97 as of Aug. 31, 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 Grupo TMM (MEX:TMMA) Overvalued in 2026?
Based on GuruFocus' analysis, Grupo TMM stock appears to be overvalued.
The current stock price of MXN9.75 is trading 127.3% above its estimated GF Value™ of MXN4.29.
GuruFocus considers Grupo TMM to be Significantly Overvalued.
Key valuation signals for MEX:TMMA:
3-Year Sortino Ratio: 3.97
GF Value™: MXN4.29 vs. price of MXN9.75 (127.3% above fair value)
No single metric tells the full story. See the MEX:TMMA stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Grupo TMM SA is an integrated logistics and transportation company in Mexico. It provides dynamic ocean transportation services to various international and domestic clients. The company operates through four segments: the Maritime division, the Maritime Infrastructure division, the Logistics, Ports and terminals division, and the Warehousing division. The Maritime division includes transporting bulk liquid products, materials, provisions for drilling platforms, and ship towing services. The Logistics segment provides trucking services to various manufacturers and retailers. Operations at ports and terminals assist in loading and unloading, storage at maritime port terminals, and shipping agency operations. The warehousing segment includes storage and management of the facilities.
48GF Score
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