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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 (2026-09-03), Yancoal Australia's 3-Year Sortino Ratio is 0.26.
Yancoal Australia (OTCPK:YACAF) 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.
Yancoal Australia 3-Year Sortino Ratio Related Terms
Yancoal Australia 3-Year Sortino Ratio Competitor Comparison
For the Thermal Coal subindustry, Yancoal Australia'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.
Yancoal Australia 3-Year Sortino Ratio vs Other Energy Sources Industry
For the Other Energy Sources industry and Energy sector, Yancoal Australia's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Yancoal Australia's 3-Year Sortino Ratio falls into.
Yancoal Australia 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.
Yancoal Australia (YACAF) has a 3-Year Sortino Ratio of 0.26 as of Sep. 03, 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 Yancoal Australia and its competitors.
Is Yancoal Australia's 3-Year Sortino Ratio too high?
Yancoal Australia's current 3-Year Sortino Ratio is 0.26. Overall, Yancoal Australia has a GF Score™ of 65/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Yancoal Australia's 3-Year Sortino Ratio compare to competitors?
Yancoal Australia's 3-Year Sortino Ratio of 0.26 can be compared against companies in the Other Energy Sources 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 Other Energy Sources company?
A good 3-Year Sortino Ratio depends on the Other Energy Sources 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 Yancoal Australia and its competitors. Yancoal Australia's current 3-Year Sortino Ratio is 0.26. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Yancoal Australia stock overvalued right now?
Based on GuruFocus' analysis, Yancoal Australia (YACAF) is currently considered Modestly Overvalued. The stock's GF Value™ is $3.60, compared to a current price of $4.41 — trading 22.5% above its estimated fair value. The current 3-Year Sortino Ratio is 0.26. Yancoal Australia's overall GF Score™ is 65/100 with 4 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 Yancoal Australia (YACAF), the current 3-Year Sortino Ratio is 0.26 as of Sep. 03, 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 Yancoal Australia (YACAF) Overvalued in 2026?
Based on GuruFocus' analysis, Yancoal Australia stock appears to be overvalued.
The current stock price of $4.41 is trading 22.5% above its estimated GF Value™ of $3.60.
GuruFocus considers Yancoal Australia to be Modestly Overvalued.
Key valuation signals for YACAF:
3-Year Sortino Ratio: 0.26
GF Value™: $3.60 vs. price of $4.41 (22.5% above fair value)
No single metric tells the full story. See the YACAF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Yancoal Australia Ltd is involved in identifying, developing, and operating coal-related projects in Australia. It has a diversified product mix of metallurgical and thermal coal mines in New South Wales and Queensland. The company generates maximum revenue from the New South Wales segment. It operates coal mines in the Hunter Valley, Moolarben, Mount Thorley Warkworth, Ashton and Stratford Duralie, Yarrabee and Middlemoun. The company's geographical markets include Japan, Singapore, China, South Korea, Taiwan, Vietnam, Thailand, and other countries.
65GF Score
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