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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 (2026-08-31), Wheels Up Experience's 3-Year Sortino Ratio is -0.16.
Wheels Up Experience (NYSE:UP) 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.
Wheels Up Experience 3-Year Sortino Ratio Related Terms
UP vs ICTSF, ASLE, SOAR: 3-Year Sortino Ratio Comparison
For the Airports & Air Services subindustry, Wheels Up Experience'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.
Wheels Up Experience 3-Year Sortino Ratio vs Transportation Industry
For the Transportation industry and Industrials sector, Wheels Up Experience's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Wheels Up Experience's 3-Year Sortino Ratio falls into.
Wheels Up Experience 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.
Wheels Up Experience (UP) has a 3-Year Sortino Ratio of -0.16 as of Aug. 31, 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 Wheels Up Experience and its competitors.
Is Wheels Up Experience's 3-Year Sortino Ratio too high?
Wheels Up Experience's current 3-Year Sortino Ratio is -0.16. Overall, Wheels Up Experience has a GF Score™ of 44/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Wheels Up Experience's 3-Year Sortino Ratio compare to ICTSF and ASLE?
Wheels Up Experience's 3-Year Sortino Ratio of -0.16 can be compared against companies in the Transportation 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 Transportation company?
A good 3-Year Sortino Ratio depends on the Transportation 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 Wheels Up Experience and its competitors. Wheels Up Experience's current 3-Year Sortino Ratio is -0.16. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Wheels Up Experience stock overvalued right now?
Based on GuruFocus' analysis, Wheels Up Experience (UP) is currently considered Possible Value Trap. The stock's GF Value™ is $7.83, compared to a current price of $4.89 — trading 37.5% below its estimated fair value. The current 3-Year Sortino Ratio is -0.16. Wheels Up Experience's overall GF Score™ is 44/100 with 9 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 Wheels Up Experience (UP), the current 3-Year Sortino Ratio is -0.16 as of Aug. 31, 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 Wheels Up Experience (UP) Overvalued in 2026?
Based on GuruFocus' analysis, Wheels Up Experience stock appears to be undervalued.
The current stock price of $4.89 is trading 37.5% below its estimated GF Value™ of $7.83.
GuruFocus considers Wheels Up Experience to be Possible Value Trap.
Key valuation signals for UP:
3-Year Sortino Ratio: -0.16
GF Value™: $7.83 vs. price of $4.89 (37.5% below fair value)
No single metric tells the full story. See the UP stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Wheels Up Experience Inc is a provider of on-demand private aviation. The company offers a private aviation solution with a large and diverse aircraft fleet, delivered through a mix of charter solutions and its membership program that utilizes its controlled aircraft fleet and a network of safety-vetted charter operators. Through its partnership firm, it provides members and customers with an offering across private and premium commercial travel. It generates the majority of its revenue from member and customer flights through its membership program and charter solutions, as well as from membership fees and other activities and services, including group charter flights, cargo flights, and special missions. Geographically, the company generates maximum revenue from the United States.
44GF Score
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