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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 (2026-09-16), BANDAI NAMCO Holdings's 3-Year Sortino Ratio is -0.11.
BANDAI NAMCO Holdings (OTCPK:NCBDF) 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.
BANDAI NAMCO Holdings 3-Year Sortino Ratio Related Terms
NCBDF vs AS, HAS, LTH: 3-Year Sortino Ratio Comparison
For the Leisure subindustry, BANDAI NAMCO Holdings'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.
BANDAI NAMCO Holdings 3-Year Sortino Ratio vs Travel & Leisure Industry
For the Travel & Leisure industry and Consumer Cyclical sector, BANDAI NAMCO Holdings's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where BANDAI NAMCO Holdings's 3-Year Sortino Ratio falls into.
BANDAI NAMCO Holdings 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.
BANDAI NAMCO Holdings (NCBDF) has a 3-Year Sortino Ratio of -0.11 as of Sep. 16, 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 BANDAI NAMCO Holdings and its competitors.
Is BANDAI NAMCO Holdings' 3-Year Sortino Ratio too high?
BANDAI NAMCO Holdings' current 3-Year Sortino Ratio is -0.11. Overall, BANDAI NAMCO Holdings has a GF Score™ of 86/100, reflecting its overall financial health beyond just this single metric.
How does BANDAI NAMCO Holdings' 3-Year Sortino Ratio compare to AS and HAS?
BANDAI NAMCO Holdings' 3-Year Sortino Ratio of -0.11 can be compared against companies in the Travel & Leisure 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 Travel & Leisure company?
A good 3-Year Sortino Ratio depends on the Travel & Leisure 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 BANDAI NAMCO Holdings and its competitors. BANDAI NAMCO Holdings's current 3-Year Sortino Ratio is -0.11. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is BANDAI NAMCO Holdings stock overvalued right now?
BANDAI NAMCO Holdings (NCBDF) has a current 3-Year Sortino Ratio of -0.11. The stock's GF Value™ is $18.51, compared to a current price of $22.44 — trading 21.2% above its estimated fair value. The current 3-Year Sortino Ratio is -0.11. BANDAI NAMCO Holdings' overall GF Score™ is 86/100 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 BANDAI NAMCO Holdings (NCBDF), the current 3-Year Sortino Ratio is -0.11 as of Sep. 16, 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 BANDAI NAMCO Holdings (NCBDF) Overvalued in 2026?
Based on GuruFocus' analysis, BANDAI NAMCO Holdings stock appears to be overvalued.
The current stock price of $22.44 is trading 21.2% above its estimated GF Value™ of $18.51.
Key valuation signals for NCBDF:
3-Year Sortino Ratio: -0.11
GF Value™: $18.51 vs. price of $22.44 (21.2% above fair value)
No single metric tells the full story. See the NCBDF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Bandai Namco was established in 2005 through the merger of Bandai (established 1950), a toy manufacturer, and Namco (established 1955), a video game developer and arcade operator. Since then, Bandai Namco has emerged as one of the top entertainment companies in Japan, producing and selling games, toys, animation, and music content for a portfolio of over 400 internationally popular intellectual properties. The company's most notable franchises—Gundam, Dragon Ball, and One Piece are among the highest-grossing franchises in the world.
86GF Score
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3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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