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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 (2026-08-20), Orchid Island Capital's 3-Year Sortino Ratio is -0.75.
Orchid Island Capital (NYSE:ORC) 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.
Orchid Island Capital 3-Year Sortino Ratio Related Terms
ORC vs TWO, LADR, CIM: 3-Year Sortino Ratio Comparison
For the REIT - Mortgage subindustry, Orchid Island Capital'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.
Orchid Island Capital 3-Year Sortino Ratio vs REITs Industry
For the REITs industry and Real Estate sector, Orchid Island Capital's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Orchid Island Capital's 3-Year Sortino Ratio falls into.
Orchid Island Capital 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.
Orchid Island Capital (ORC) has a 3-Year Sortino Ratio of -0.75 as of Aug. 20, 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 Orchid Island Capital and its competitors.
Is Orchid Island Capital's 3-Year Sortino Ratio too high?
Orchid Island Capital's current 3-Year Sortino Ratio is -0.75. Overall, Orchid Island Capital has a GF Score™ of 33/100, reflecting its overall financial health beyond just this single metric.
How does Orchid Island Capital's 3-Year Sortino Ratio compare to TWO and LADR?
Orchid Island Capital's 3-Year Sortino Ratio of -0.75 can be compared against companies in the REITs 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 REITs company?
A good 3-Year Sortino Ratio depends on the REITs 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 Orchid Island Capital and its competitors. Orchid Island Capital's current 3-Year Sortino Ratio is -0.75. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Orchid Island Capital stock overvalued right now?
Orchid Island Capital (ORC) has a current 3-Year Sortino Ratio of -0.75. The current 3-Year Sortino Ratio is -0.75. Orchid Island Capital's overall GF Score™ is 33/100 with 3 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 Orchid Island Capital (ORC), the current 3-Year Sortino Ratio is -0.75 as of Aug. 20, 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.
Orchid Island Capital Inc is a specialty finance company that invests in residential mortgage-backed securities. The principal and interest payments of its RMBS are guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, or the Government National Mortgage Association, and are backed by single-family residential mortgage loans. The company's investment portfolio is divided into two categories namely traditional pass-through Agency RMBS; and structured Agency RMBS, such as collateralized mortgage obligations, interest-only securities, inverse interest-only securities, and principal-only securities, among other types of structured Agency RMBS.
33GF Score
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