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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 (2026-08-17), COG Financial Services's 5-Year Sortino Ratio is -0.02.
COG Financial Services (ASX:COG) 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.
COG Financial Services 5-Year Sortino Ratio Related Terms
ASX:COG vs MS, GS, SCHW: 5-Year Sortino Ratio Comparison
For the Capital Markets subindustry, COG Financial Services'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.
COG Financial Services 5-Year Sortino Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, COG Financial Services's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where COG Financial Services's 5-Year Sortino Ratio falls into.
COG Financial Services 5-Year Sortino Ratio Calculation
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.
COG Financial Services (ASX:COG) has a 5-Year Sortino Ratio of -0.02 as of Aug. 17, 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 COG Financial Services and its competitors.
Is COG Financial Services' 5-Year Sortino Ratio too high?
COG Financial Services' current 5-Year Sortino Ratio is -0.02. Overall, COG Financial Services has a GF Score™ of 33/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does COG Financial Services' 5-Year Sortino Ratio compare to MS and GS?
COG Financial Services' 5-Year Sortino Ratio of -0.02 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 5-Year Sortino Ratio for a Capital Markets company?
A good 5-Year Sortino Ratio depends on the Capital Markets 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 COG Financial Services and its competitors. COG Financial Services's current 5-Year Sortino Ratio is -0.02. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is COG Financial Services stock overvalued right now?
Based on GuruFocus' analysis, COG Financial Services (ASX:COG) is currently considered Significantly Overvalued. The stock's GF Value™ is A$0.76, compared to a current price of A$1.43 — trading 88.2% above its estimated fair value. The current 5-Year Sortino Ratio is -0.02. COG Financial Services' overall GF Score™ is 33/100 with 4 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 COG Financial Services (ASX:COG), the current 5-Year Sortino Ratio is -0.02 as of Aug. 17, 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 COG Financial Services (ASX:COG) Overvalued in 2026?
Based on GuruFocus' analysis, COG Financial Services stock appears to be overvalued.
The current stock price of A$1.43 is trading 88.2% above its estimated GF Value™ of A$0.76.
GuruFocus considers COG Financial Services to be Significantly Overvalued.
Key valuation signals for ASX:COG:
5-Year Sortino Ratio: -0.02
GF Value™: A$0.76 vs. price of A$1.43 (88.2% above fair value)
No single metric tells the full story. See the ASX:COG stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
COG Financial Services Ltd is engaged in the equipment finance sector. The investment objective of the company is to grow its earnings per share by investing in complementary entities and growing existing businesses that specialise in equipment finance broking, finance aggregation, and commercial leases for essential business assets. Its segments include Finance Broking and Aggregation, which is the key revenue driver, focused on the aggregation of broker volumes to maximize profitability through scale and finance broking focused on products finance and asset types; Novated Leasing; Asset Management and Lending activities, and others.
33GF Score
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