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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 (2026-09-05), ZTO Express (Cayman)'s 3-Year Sortino Ratio is -0.21.
ZTO Express (Cayman) (NYSE:ZTO) 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.
ZTO Express (Cayman) 3-Year Sortino Ratio Related Terms
ZTO vs CHRW, FDXF, JBHT: 3-Year Sortino Ratio Comparison
For the Integrated Freight & Logistics subindustry, ZTO Express (Cayman)'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.
ZTO Express (Cayman) 3-Year Sortino Ratio vs Transportation Industry
For the Transportation industry and Industrials sector, ZTO Express (Cayman)'s 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where ZTO Express (Cayman)'s 3-Year Sortino Ratio falls into.
ZTO Express (Cayman) 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.
ZTO Express (Cayman) (ZTO) has a 3-Year Sortino Ratio of -0.21 as of Sep. 05, 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 ZTO Express (Cayman) and its competitors.
Is ZTO Express (Cayman)'s 3-Year Sortino Ratio too high?
ZTO Express (Cayman)'s current 3-Year Sortino Ratio is -0.21. Overall, ZTO Express (Cayman) has a GF Score™ of 90/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does ZTO Express (Cayman)'s 3-Year Sortino Ratio compare to CHRW and FDXF?
ZTO Express (Cayman)'s 3-Year Sortino Ratio of -0.21 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 ZTO Express (Cayman) and its competitors. ZTO Express (Cayman)'s current 3-Year Sortino Ratio is -0.21. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is ZTO Express (Cayman) stock overvalued right now?
Based on GuruFocus' analysis, ZTO Express (Cayman) (ZTO) is currently considered Modestly Undervalued. The stock's GF Value™ is $28.03, compared to a current price of $20.95 — trading 25.3% below its estimated fair value. The current 3-Year Sortino Ratio is -0.21. ZTO Express (Cayman)'s overall GF Score™ is 90/100. 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 ZTO Express (Cayman) (ZTO), the current 3-Year Sortino Ratio is -0.21 as of Sep. 05, 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 ZTO Express (Cayman) (ZTO) Overvalued in 2026?
Based on GuruFocus' analysis, ZTO Express (Cayman) stock appears to be undervalued.
The current stock price of $20.95 is trading 25.3% below its estimated GF Value™ of $28.03.
GuruFocus considers ZTO Express (Cayman) to be Modestly Undervalued.
Key valuation signals for ZTO:
3-Year Sortino Ratio: -0.21
GF Value™: $28.03 vs. price of $20.95 (25.3% below fair value)
No single metric tells the full story. See the ZTO stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
ZTO Express is China's largest express delivery company by parcel volume, with a volume share of 19.4% in 2024. It operates a network partner model where it provides line-haul transportation and sorting services, while its local network partners provide first-mile pickup and last-mile delivery services under the ZTO brand name. Headquartered in Shanghai, the company was founded in 2002 by Meisong Lai, who remains chair, CEO, and its major shareholder with 78% voting rights as of March 31, 2025. ZTO's strategic shareholder is leading China e-commerce company Alibaba Group with around an 8.9% interest.
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