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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), The Goldmanchs Group's 3-Year Sortino Ratio is 6.95.
The Goldmanchs Group (XSWX:GS) 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.
The Goldmanchs Group 3-Year Sortino Ratio Related Terms
XSWX:GS vs MS, SCHW, HOOD: 3-Year Sortino Ratio Comparison
For the Capital Markets subindustry, The Goldmanchs Group'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.
The Goldmanchs Group 3-Year Sortino Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, The Goldmanchs Group's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where The Goldmanchs Group's 3-Year Sortino Ratio falls into.
The Goldmanchs Group 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.
The Goldmanchs Group (XSWX:GS) has a 3-Year Sortino Ratio of 6.95 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 The Goldmanchs Group and its competitors.
Is The Goldmanchs Group's 3-Year Sortino Ratio too high?
The Goldmanchs Group's current 3-Year Sortino Ratio is 6.95. Overall, The Goldmanchs Group has a GF Score™ of 69/100, reflecting its overall financial health beyond just this single metric.
How does The Goldmanchs Group's 3-Year Sortino Ratio compare to MS and SCHW?
The Goldmanchs Group's 3-Year Sortino Ratio of 6.95 can be compared against companies in the Capital Markets 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 Capital Markets company?
A good 3-Year Sortino Ratio depends on the Capital Markets 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 The Goldmanchs Group and its competitors. The Goldmanchs Group's current 3-Year Sortino Ratio is 6.95. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is The Goldmanchs Group stock overvalued right now?
The Goldmanchs Group (XSWX:GS) has a current 3-Year Sortino Ratio of 6.95. The stock's GF Value™ is CHF600.40, compared to a current price of CHF861.90 — trading 43.6% above its estimated fair value. The current 3-Year Sortino Ratio is 6.95. The Goldmanchs Group's overall GF Score™ is 69/100 with 7 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 The Goldmanchs Group (XSWX:GS), the current 3-Year Sortino Ratio is 6.95 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 The Goldmanchs Group (XSWX:GS) Overvalued in 2026?
Based on GuruFocus' analysis, The Goldmanchs Group stock appears to be overvalued.
The current stock price of CHF861.90 is trading 43.6% above its estimated GF Value™ of CHF600.40.
Key valuation signals for XSWX:GS:
3-Year Sortino Ratio: 6.95
GF Value™: CHF600.40 vs. price of CHF861.90 (43.6% above fair value)
No single metric tells the full story. See the XSWX:GS stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Goldman Sachs is a storied financial institution, founded in 1869 and best known for its role as a leading global investment bank. The firm has a sprawling reach across global financial centers and has been the leading provider of global merger and acquisition advisory services, by revenue, for the past 20 years. Since the global financial crisis, Goldman has expanded its offerings into more stable fee-based businesses like asset and wealth management, which comprised roughly 30% of post-provision revenue at the end of 2025. The firm generates revenue from investment banking, global market making and trading, lending, asset management, wealth management, and a small and declining portfolio of consumer credit card loans.
69GF Score
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