NGPHF (Northern Graphite) 3-Year Sortino Ratio: -0.15 (As of Sep. 12, 2026)

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What is Northern Graphite 3-Year Sortino Ratio?

Northern Graphite NGPHF -2.06% 3-Year Sortino Ratio is -0.15 as of Sep. 12, 2026. The stock has 5 warning signs investors should review.

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 (2026-09-12), Northern Graphite's 3-Year Sortino Ratio is -0.15.

Northern Graphite  (OTCPK:NGPHF) 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.

Northern Graphite 3-Year Sortino Ratio Related Terms

Northern Graphite 3-Year Sortino Ratio Competitor Comparison

For the Other Industrial Metals & Mining subindustry, Northern Graphite'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.

Northern Graphite 3-Year Sortino Ratio vs Metals & Mining Industry

For the Metals & Mining industry and Basic Materials sector, Northern Graphite's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Northern Graphite's 3-Year Sortino Ratio falls into.


Northern Graphite 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.

Frequently Asked Questions Learn more about 3-Year Sortino Ratio →
What does a 3-Year Sortino Ratio of -0.15 mean?
Northern Graphite (NGPHF) has a 3-Year Sortino Ratio of -0.15 as of Sep. 12, 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 Northern Graphite and its competitors.
Is Northern Graphite's 3-Year Sortino Ratio too high?
Northern Graphite's current 3-Year Sortino Ratio is -0.15.
How does Northern Graphite's 3-Year Sortino Ratio compare to competitors?
Northern Graphite's 3-Year Sortino Ratio of -0.15 can be compared against companies in the Metals & Mining 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 Metals & Mining company?
A good 3-Year Sortino Ratio depends on the Metals & Mining 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 Northern Graphite and its competitors. Northern Graphite's current 3-Year Sortino Ratio is -0.15. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Northern Graphite stock overvalued right now?
Based on GuruFocus' analysis, Northern Graphite (NGPHF) is currently considered Modestly Undervalued. The stock's GF Value™ is $0.10, compared to a current price of $0.07 — trading 27.6% below its estimated fair value. The current 3-Year Sortino Ratio is -0.15. 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 Northern Graphite (NGPHF), the current 3-Year Sortino Ratio is -0.15 as of Sep. 12, 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.

Northern Graphite Business Description

Other Exchanges 0NG:GermanyNGC:Canada
Address 1000 Innovation Drive, Suite 500, Ottawa, ON, CAN, K2K 3E7
Northern Graphite Corp is the flake graphite-producing company in North America. It is focused on producing natural graphite and upgrading it into high-value products critical to the green economy, including anode material for lithium-ion batteries/EVs, fuel cells, and graphene, as well as industrial technologies. Its graphite assets include the producing Lac des Iles mine in Quebec, where the company is boosting output to meet growing demand from industrial customers and future demand from North American battery makers. It also owns the Bissett Creek graphite project in Ontario and the fully permitted Okanjande graphite mine in Namibia. It has three operating segments: Mining-LDI, Mining-Okanjande, Battery Materials, and corporate.