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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 (2026-09-21), Tyson Foods's 3-Year Sortino Ratio is -0.05.
Tyson Foods (NYSE:TSN) 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.
Tyson Foods 3-Year Sortino Ratio Related Terms
TSN vs BG, CALM, AGRO: 3-Year Sortino Ratio Comparison
For the Farm Products subindustry, Tyson Foods'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.
Tyson Foods 3-Year Sortino Ratio vs Consumer Packaged Goods Industry
For the Consumer Packaged Goods industry and Consumer Defensive sector, Tyson Foods's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Tyson Foods'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.
Tyson Foods (TSN) has a 3-Year Sortino Ratio of -0.05 as of Sep. 21, 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 Tyson Foods and its competitors.
Is Tyson Foods' 3-Year Sortino Ratio too high?
Tyson Foods' current 3-Year Sortino Ratio is -0.05. Overall, Tyson Foods has a GF Score™ of 74/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Tyson Foods' 3-Year Sortino Ratio compare to BG and CALM?
Tyson Foods' 3-Year Sortino Ratio of -0.05 can be compared against companies in the Consumer Packaged Goods 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 Consumer Packaged Goods company?
A good 3-Year Sortino Ratio depends on the Consumer Packaged Goods 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 Tyson Foods and its competitors. Tyson Foods's current 3-Year Sortino Ratio is -0.05. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Tyson Foods stock overvalued right now?
Based on GuruFocus' analysis, Tyson Foods (TSN) is currently considered Modestly Undervalued. The stock's GF Value™ is $60.26, compared to a current price of $52.77 — trading 12.4% below its estimated fair value. The current 3-Year Sortino Ratio is -0.05. Tyson Foods' overall GF Score™ is 74/100 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 Tyson Foods (TSN), the current 3-Year Sortino Ratio is -0.05 as of Sep. 21, 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 Tyson Foods (TSN) Overvalued in 2026?
Based on GuruFocus' analysis, Tyson Foods stock appears to be undervalued.
The current stock price of $52.77 is trading 12.4% below its estimated GF Value™ of $60.26.
GuruFocus considers Tyson Foods to be Modestly Undervalued.
Key valuation signals for TSN:
3-Year Sortino Ratio: -0.05
GF Value™: $60.26 vs. price of $52.77 (12.4% below fair value)
No single metric tells the full story. See the TSN stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Tyson Foods is a protein-focused food producer, selling raw chicken, beef, pork, and prepared foods. Chicken and beef are its two largest segments, composing about 40% and 30% of sales, respectively. Prepared foods constituted 18% of fiscal 2025 sales and include brands like Tyson, Jimmy Dean, Hillshire Farm, Ball Park, and Sara Lee. However, most of these are in product categories rife with competition where Tyson does not have a massive market share lead. Tyson sells some products overseas, but the international segment accounts for just 4% of total revenue. The company is an active acquirer, with more recent years' purchases focused on international and food-service markets.
74GF Score
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