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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 (2026-08-29), Coteccons Construction JSC's 3-Year Sortino Ratio is 0.43.
Coteccons Construction JSC (STC:CTD) 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.
Coteccons Construction JSC 3-Year Sortino Ratio Related Terms
STC:CTD vs PWR, FIX, EME: 3-Year Sortino Ratio Comparison
For the Engineering & Construction subindustry, Coteccons Construction JSC'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.
Coteccons Construction JSC 3-Year Sortino Ratio vs Construction Industry
For the Construction industry and Industrials sector, Coteccons Construction JSC's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Coteccons Construction JSC's 3-Year Sortino Ratio falls into.
Coteccons Construction JSC 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.
Coteccons Construction JSC (STC:CTD) has a 3-Year Sortino Ratio of 0.43 as of Aug. 29, 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 Coteccons Construction JSC and its competitors.
Is Coteccons Construction JSC's 3-Year Sortino Ratio too high?
Coteccons Construction JSC's current 3-Year Sortino Ratio is 0.43. Overall, Coteccons Construction JSC has a GF Score™ of 36/100, reflecting its overall financial health beyond just this single metric.
How does Coteccons Construction JSC's 3-Year Sortino Ratio compare to PWR and FIX?
Coteccons Construction JSC's 3-Year Sortino Ratio of 0.43 can be compared against companies in the Construction 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 Construction company?
A good 3-Year Sortino Ratio depends on the Construction 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 Coteccons Construction JSC and its competitors. Coteccons Construction JSC's current 3-Year Sortino Ratio is 0.43. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Coteccons Construction JSC stock overvalued right now?
Coteccons Construction JSC (STC:CTD) has a current 3-Year Sortino Ratio of 0.43. The current 3-Year Sortino Ratio is 0.43. Coteccons Construction JSC's overall GF Score™ is 36/100 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 Coteccons Construction JSC (STC:CTD), the current 3-Year Sortino Ratio is 0.43 as of Aug. 29, 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.
Coteccons Construction JSC constructs and installs civil and industrial, transportation and irrigation works, urban and industrial park infrastructure. It is also involved in the architectural design of general layout plan, civil and industrial works, indoor and outdoor, heating, ventilation, civil and industrial construction, urban infrastructure and air conditioning. The company is in the construction of water drainage and supply, environmental treatment, brokerage, consultancy, land use rights, installation of MEP system. The firm exports and imports iron, steel, building structures, materials and installation equipment, machinery, equipment, spare parts, technological line of construction industry and production of construction materials, machinery, and equipment.
36GF Score
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