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The 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. As of today (2026-09-06), ANA Holdings's 5-Year Sortino Ratio is -0.40.
ANA Holdings (OTCPK:ALNPF) 5-Year Sortino Ratio Explanation
The 5-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past five year. It is calculated as the annualized result of the average five-year monthly excess returns divided by the standard deviation of negative returns in the five-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.
ANA Holdings 5-Year Sortino Ratio Related Terms
ALNPF vs DAL, UAL, LUV: 5-Year Sortino Ratio Comparison
For the Airlines subindustry, ANA Holdings's 5-Year Sortino Ratio, along with its competitors' market caps and 5-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.
ANA Holdings 5-Year Sortino Ratio vs Transportation Industry
For the Transportation industry and Industrials sector, ANA Holdings's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where ANA Holdings's 5-Year Sortino Ratio falls into.
The 5-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last five year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 5-Year Sortino Ratio can be calculated by dividing the difference between the five-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past five 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.
ANA Holdings (ALNPF) has a 5-Year Sortino Ratio of -0.40 as of Sep. 06, 2026. 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. View historical data for ANA Holdings and its competitors.
Is ANA Holdings' 5-Year Sortino Ratio too high?
ANA Holdings' current 5-Year Sortino Ratio is -0.40. Overall, ANA Holdings has a GF Score™ of 72/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does ANA Holdings' 5-Year Sortino Ratio compare to DAL and UAL?
ANA Holdings' 5-Year Sortino Ratio of -0.40 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 5-Year Sortino Ratio for a Transportation company?
A good 5-Year Sortino Ratio depends on the Transportation industry context. However, 5-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 5-Year Sortino Ratio mean?
A high 5-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. View historical data for ANA Holdings and its competitors. ANA Holdings's current 5-Year Sortino Ratio is -0.40. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is ANA Holdings stock overvalued right now?
Based on GuruFocus' analysis, ANA Holdings (ALNPF) is currently considered Fairly Valued. The stock's GF Value™ is $20.64, compared to a current price of $19.50 — trading 5.5% below its estimated fair value. The current 5-Year Sortino Ratio is -0.40. ANA Holdings' overall GF Score™ is 72/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 5-Year Sortino Ratio calculated?
5-Year Sortino Ratio is calculated from a company's financial statements. For ANA Holdings (ALNPF), the current 5-Year Sortino Ratio is -0.40 as of Sep. 06, 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 ANA Holdings (ALNPF) Overvalued in 2026?
Based on GuruFocus' analysis, ANA Holdings stock appears to be undervalued.
The current stock price of $19.50 is trading 5.5% below its estimated GF Value™ of $20.64.
GuruFocus considers ANA Holdings to be Fairly Valued.
Key valuation signals for ALNPF:
5-Year Sortino Ratio: -0.40
GF Value™: $20.64 vs. price of $19.50 (5.5% below fair value)
No single metric tells the full story. See the ALNPF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
ANA Holdings is the holding firm of Japan's largest airline, All Nippon Airways. Besides the flagship carrier, ANA also owns discount airline Peach Aviation, Hokkaido-based Air Do, and airfreight carrier Nippon Cargo Airlines. Air Japan, which was launched to provide discount flights to Southeast Asia, will cease in 2026. Prior to covid-19, passenger transport made up over 50% of group revenue, split almost equally between domestic and international passenger routes while cargo revenue made up 4%-5%. Its primary hub is Tokyo's Narita International Airport, but it is also expanding routes from Haneda Airport. ANA has minor stakes in Philippine Airlines, Vietnam Airlines, and IHG ANA Hotels Group Japan. The latter is a hotel chain in Japan owned and operated by InterContinental Hotels Group.
72GF Score
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