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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 (2026-09-22), DNB Bank ASA's 5-Year Sortino Ratio is 0.99.
DNB Bank ASA (CHIX:DNBo) 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.
DNB Bank ASA 5-Year Sortino Ratio Related Terms
DNB Bank ASA 5-Year Sortino Ratio Competitor Comparison
For the Banks - Regional subindustry, DNB Bank ASA'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.
DNB Bank ASA 5-Year Sortino Ratio vs Banks Industry
For the Banks industry and Financial Services sector, DNB Bank ASA's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where DNB Bank ASA'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.
DNB Bank ASA (CHIX:DNBO) has a 5-Year Sortino Ratio of 0.99 as of Sep. 22, 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 DNB Bank ASA and its competitors.
Is DNB Bank ASA's 5-Year Sortino Ratio too high?
DNB Bank ASA's current 5-Year Sortino Ratio is 0.99. Overall, DNB Bank ASA has a GF Score™ of 66/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does DNB Bank ASA's 5-Year Sortino Ratio compare to competitors?
DNB Bank ASA's 5-Year Sortino Ratio of 0.99 can be compared against companies in the Banks 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 Banks company?
A good 5-Year Sortino Ratio depends on the Banks 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 DNB Bank ASA and its competitors. DNB Bank ASA's current 5-Year Sortino Ratio is 0.99. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is DNB Bank ASA stock overvalued right now?
Based on GuruFocus' analysis, DNB Bank ASA (CHIX:DNBO) is currently considered Modestly Overvalued. The stock's GF Value™ is kr266.79, compared to a current price of kr317.90 — trading 19.2% above its estimated fair value. The current 5-Year Sortino Ratio is 0.99. DNB Bank ASA's overall GF Score™ is 66/100 with 9 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 DNB Bank ASA (CHIX:DNBO), the current 5-Year Sortino Ratio is 0.99 as of Sep. 22, 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 DNB Bank ASA (CHIX:DNBO) Overvalued in 2026?
Based on GuruFocus' analysis, DNB Bank ASA stock appears to be overvalued.
The current stock price of kr317.90 is trading 19.2% above its estimated GF Value™ of kr266.79.
GuruFocus considers DNB Bank ASA to be Modestly Overvalued.
Key valuation signals for CHIX:DNBO:
5-Year Sortino Ratio: 0.99
GF Value™: kr266.79 vs. price of kr317.90 (19.2% above fair value)
No single metric tells the full story. See the CHIX:DNBO stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
DNB Bank ASA is Norway's largest financial services group, serving personal, corporate, and institutional customers. Its operations are organized into segments covering personal customers, corporate customers in Norway, and large corporates and international customers, alongside other activities. The bank offers loans, deposits, payment and financing services, mutual funds and asset management, life and pension insurance, real estate brokerage, and capital markets services. Personal customers are served through a nationwide branch network and digital channels, while corporate and international clients receive banking, advisory, and online and mobile banking services. DNB generates most of its revenue from banking activities, particularly lending and related interest income, with significant contributions from its large corporates and international customers segment. It operates primarily in Norway and is a major player in the Nordic financial market, with selected international operations.
66GF Score
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