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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 (2026-08-24), Allianz SE's 3-Year Sortino Ratio is 4.13.
Allianz SE (XSWX:ALV) 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.
Allianz SE 3-Year Sortino Ratio Related Terms
XSWX:ALV vs BRK.A, AIG, HIG: 3-Year Sortino Ratio Comparison
For the Insurance - Diversified subindustry, Allianz SE'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.
Allianz SE 3-Year Sortino Ratio vs Insurance Industry
For the Insurance industry and Financial Services sector, Allianz SE's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Allianz SE'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.
Allianz SE (XSWX:ALV) has a 3-Year Sortino Ratio of 4.13 as of Aug. 24, 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 Allianz SE and its competitors.
Is Allianz SE's 3-Year Sortino Ratio too high?
Allianz SE's current 3-Year Sortino Ratio is 4.13. Overall, Allianz SE has a GF Score™ of 83/100, reflecting its overall financial health beyond just this single metric.
How does Allianz SE's 3-Year Sortino Ratio compare to BRK.A and AIG?
Allianz SE's 3-Year Sortino Ratio of 4.13 can be compared against companies in the Insurance 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 an Insurance company?
A good 3-Year Sortino Ratio depends on the Insurance 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 Allianz SE and its competitors. Allianz SE's current 3-Year Sortino Ratio is 4.13. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Allianz SE stock overvalued right now?
Allianz SE (XSWX:ALV) has a current 3-Year Sortino Ratio of 4.13. The stock's GF Value™ is CHF354.95, compared to a current price of CHF405.20 — trading 14.2% above its estimated fair value. The current 3-Year Sortino Ratio is 4.13. Allianz SE's overall GF Score™ is 83/100 with 6 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 Allianz SE (XSWX:ALV), the current 3-Year Sortino Ratio is 4.13 as of Aug. 24, 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 Allianz SE (XSWX:ALV) Overvalued in 2026?
Based on GuruFocus' analysis, Allianz SE stock appears to be overvalued.
The current stock price of CHF405.20 is trading 14.2% above its estimated GF Value™ of CHF354.95.
Key valuation signals for XSWX:ALV:
3-Year Sortino Ratio: 4.13
GF Value™: CHF354.95 vs. price of CHF405.20 (14.2% above fair value)
No single metric tells the full story. See the XSWX:ALV stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Allianz was founded as a transport and accident insurance firm in 1890 by Carl von Thieme and Wilhelm von Finck, the founders of Munich Re. It took the company five years to expand into Europe and North America and subsequently list in Berlin. After World War I, individuals were confronted with the loss of wealth, life, and security and Allianz founded a life business in the 1920s. In the years after World War II, Allianz's foreign assets were seized, and it lost its foreign business. By relocating its head office from Berlin to Munich in 1948, Allianz began the long road of rebuilding its domestic business. It took 20 years for the company to reacquire its prior foreign interests, starting in Austria. It became the largest European insurer in the postwar boom era.
83GF Score
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