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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 (2026-08-30), Rosneft Oil Co's 3-Year Sortino Ratio is -0.65.
Rosneft Oil Co (MIC:ROSN) 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.
Rosneft Oil Co 3-Year Sortino Ratio Related Terms
MIC:ROSN vs XOM, CVX: 3-Year Sortino Ratio Comparison
For the Oil & Gas Integrated subindustry, Rosneft Oil Co'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.
Rosneft Oil Co 3-Year Sortino Ratio vs Oil & Gas Industry
For the Oil & Gas industry and Energy sector, Rosneft Oil Co's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Rosneft Oil Co'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.
Rosneft Oil Co (MIC:ROSN) has a 3-Year Sortino Ratio of -0.65 as of Aug. 30, 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 Rosneft Oil Co and its competitors.
Is Rosneft Oil Co's 3-Year Sortino Ratio too high?
Rosneft Oil Co's current 3-Year Sortino Ratio is -0.65. Overall, Rosneft Oil Co has a GF Score™ of 17/100, reflecting its overall financial health beyond just this single metric.
How does Rosneft Oil Co's 3-Year Sortino Ratio compare to XOM and CVX?
Rosneft Oil Co's 3-Year Sortino Ratio of -0.65 can be compared against companies in the Oil & Gas 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 an Oil & Gas company?
A good 3-Year Sortino Ratio depends on the Oil & Gas 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 Rosneft Oil Co and its competitors. Rosneft Oil Co's current 3-Year Sortino Ratio is -0.65. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Rosneft Oil Co stock overvalued right now?
Rosneft Oil Co (MIC:ROSN) has a current 3-Year Sortino Ratio of -0.65. The current 3-Year Sortino Ratio is -0.65. Rosneft Oil Co's overall GF Score™ is 17/100. 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 Rosneft Oil Co (MIC:ROSN), the current 3-Year Sortino Ratio is -0.65 as of Aug. 30, 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.
Rosneft Oil Co is an integrated oil and gas company in which the Russian government is a majority shareholder. The company explores, produces, refines, transports, and sells oil and gas. The majority of revenue is generated from its oil segment, where crude and refined products are sold to international and domestic markets. Upstream, Rosneft's exploration and production is concentrated in Central Russia, with other fields throughout the country. The majority of its crude oil is exported to Europe and Asia. Downstream, the company has several refineries across Russia, which sell refined products to European and Russian markets. This includes many of Rosneft's filling stations, where the company captures additional revenue from gasoline and diesel fuel sales.
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