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 (2026-08-11), Mazda Motor's 3-Year Sortino Ratio is -0.45.
Mazda Motor (OTCPK:MZDAY) 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.
Mazda Motor 3-Year Sortino Ratio Related Terms
MZDAY vs TSLA, GM, F: 3-Year Sortino Ratio Comparison
For the Auto Manufacturers subindustry, Mazda Motor'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.
Mazda Motor 3-Year Sortino Ratio vs Vehicles & Parts Industry
For the Vehicles & Parts industry and Consumer Cyclical sector, Mazda Motor's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Mazda Motor'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.
Mazda Motor (MZDAY) has a 3-Year Sortino Ratio of -0.45 as of Aug. 11, 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 Mazda Motor and its competitors.
Is Mazda Motor's 3-Year Sortino Ratio too high?
Mazda Motor's current 3-Year Sortino Ratio is -0.45. Overall, Mazda Motor has a GF Score™ of 75/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Mazda Motor's 3-Year Sortino Ratio compare to TSLA and GM?
Mazda Motor's 3-Year Sortino Ratio of -0.45 can be compared against companies in the Vehicles & Parts 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 Vehicles & Parts company?
A good 3-Year Sortino Ratio depends on the Vehicles & Parts 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 Mazda Motor and its competitors. Mazda Motor's current 3-Year Sortino Ratio is -0.45. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Mazda Motor stock overvalued right now?
Based on GuruFocus' analysis, Mazda Motor (MZDAY) is currently considered Fairly Valued. The stock's GF Value™ is $3.84, compared to a current price of $3.68 — trading 4.2% below its estimated fair value. The current 3-Year Sortino Ratio is -0.45. Mazda Motor's overall GF Score™ is 75/100 with 7 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 Mazda Motor (MZDAY), the current 3-Year Sortino Ratio is -0.45 as of Aug. 11, 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 Mazda Motor (MZDAY) Overvalued in 2026?
Based on GuruFocus' analysis, Mazda Motor stock appears to be undervalued.
The current stock price of $3.68 is trading 4.2% below its estimated GF Value™ of $3.84.
GuruFocus considers Mazda Motor to be Fairly Valued.
Key valuation signals for MZDAY:
3-Year Sortino Ratio: -0.45
GF Value™: $3.84 vs. price of $3.68 (4.2% below fair value)
No single metric tells the full story. See the MZDAY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Mazda Motor Corp is a Japanese automobile manufacturer. The company mainly manufactures passenger cars and commercial vehicles. It also manufactures diesel and petroleum gasoline engines, along with manual and automatic transmissions for vehicles. The vast majority of the companys production is manufactured locally. The company segments itself across four geographic areas: Japan, North America, Europe, and other markets.
75GF Score
Get the complete analysis for MZDAY
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
MZDAY has been successfully added to your 
