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Zurich Insurance Group AG (MEX:ZURN N) 3-Year Sortino Ratio : 0.39 (As of Jul. 24, 2025)


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What is Zurich Insurance Group AG 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 (2025-07-24), Zurich Insurance Group AG's 3-Year Sortino Ratio is 0.39.


Competitive Comparison of Zurich Insurance Group AG's 3-Year Sortino Ratio

For the Insurance - Diversified subindustry, Zurich Insurance Group AG'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.


Zurich Insurance Group AG's 3-Year Sortino Ratio Distribution in the Insurance Industry

For the Insurance industry and Financial Services sector, Zurich Insurance Group AG's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Zurich Insurance Group AG's 3-Year Sortino Ratio falls into.


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Zurich Insurance Group AG 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.


Zurich Insurance Group AG  (MEX:ZURN 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.


Zurich Insurance Group AG 3-Year Sortino Ratio Related Terms

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Zurich Insurance Group AG Business Description

Address
Mythenquai 2, Corporate Center, Zurich, CHE, 8002
Zurich is a multiline insurer that writes business across both life and nonlife insurance and also owns Farmers Management Services. Zurich was founded in 1872 as a marine reinsurer to provide reinsurance to its parent company. The company subsequently expanded into transport and accident insurance and rode the wave of transport technology innovation that drove rising demand for insurance. One of Zurich's early principles was that setting prices too low would result in unfair claims handling, which would be damaging to both customers and Zurich. Over the years, Zurich has sought to combine customer goodwill through claims and a sufficient premium. Zurich is one of the most successful European multilines.

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