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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 (2026-07-28), Compania Chilena de Fosforos's 3-Year Sortino Ratio is -1.23.
Compania Chilena de Fosforos (XSGO:FOSFOROS) 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.
Compania Chilena de Fosforos 3-Year Sortino Ratio Related Terms
XSGO:FOSFOROS vs SSD, UFPI, BCC: 3-Year Sortino Ratio Comparison
For the Lumber & Wood Production subindustry, Compania Chilena de Fosforos'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.
Compania Chilena de Fosforos 3-Year Sortino Ratio vs Forest Products Industry
For the Forest Products industry and Basic Materials sector, Compania Chilena de Fosforos's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Compania Chilena de Fosforos's 3-Year Sortino Ratio falls into.
Compania Chilena de Fosforos 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.
Compania Chilena de Fosforos (XSGO:FOSFOROS) has a 3-Year Sortino Ratio of -1.23 as of Jul. 28, 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 Compania Chilena de Fosforos and its competitors.
Is Compania Chilena de Fosforos' 3-Year Sortino Ratio too high?
Compania Chilena de Fosforos' current 3-Year Sortino Ratio is -1.23. Overall, Compania Chilena de Fosforos has a GF Score™ of 57/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Compania Chilena de Fosforos' 3-Year Sortino Ratio compare to SSD and UFPI?
Compania Chilena de Fosforos' 3-Year Sortino Ratio of -1.23 can be compared against companies in the Forest Products 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 Forest Products company?
A good 3-Year Sortino Ratio depends on the Forest Products 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 Compania Chilena de Fosforos and its competitors. Compania Chilena de Fosforos's current 3-Year Sortino Ratio is -1.23. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Compania Chilena de Fosforos stock overvalued right now?
Based on GuruFocus' analysis, Compania Chilena de Fosforos (XSGO:FOSFOROS) is currently considered Modestly Undervalued. The stock's GF Value™ is CLP456.50, compared to a current price of CLP379.99 — trading 16.8% below its estimated fair value. The current 3-Year Sortino Ratio is -1.23. Compania Chilena de Fosforos' overall GF Score™ is 57/100 with 8 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 Compania Chilena de Fosforos (XSGO:FOSFOROS), the current 3-Year Sortino Ratio is -1.23 as of Jul. 28, 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 Compania Chilena de Fosforos (XSGO:FOSFOROS) Overvalued in 2026?
Based on GuruFocus' analysis, Compania Chilena de Fosforos stock appears to be undervalued.
The current stock price of CLP379.99 is trading 16.8% below its estimated GF Value™ of CLP456.50.
GuruFocus considers Compania Chilena de Fosforos to be Modestly Undervalued.
Key valuation signals for XSGO:FOSFOROS:
3-Year Sortino Ratio: -1.23
GF Value™: CLP456.50 vs. price of CLP379.99 (16.8% below fair value)
No single metric tells the full story. See the XSGO:FOSFOROS stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Compania Chilena de Fosforos SA manufactures and trades safety matches and various other microwood products. Its product offerings include splints, matches, ice cream sticks, chopsticks, and paint palettes among others. It is also involved in agriculture, and fruit plantations by producing and marketing fruits such as blueberries, apples, wine grapes, and cherries. The company's operating segments are; Products associated with ignition, Agricultural activity, and Wood products. Maximum revenue is derived from the Products associated with ignition segment which includes the sale of household matches. Geographically, a majority of the firm's revenue is generated through the export of its products to markets like the United States, Peru, Brazil, Fiji, Japan, Europe, China, and others.
57GF Score
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