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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 (2026-09-21), China Tobacco International (HK) Co's 5-Year Sortino Ratio is -3.37.
China Tobacco International (HK) Co (OTCPK:CTOBF) 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.
China Tobacco International (HK) Co 5-Year Sortino Ratio Related Terms
CTOBF vs PM, MO, TPB: 5-Year Sortino Ratio Comparison
For the Tobacco subindustry, China Tobacco International (HK) Co'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.
China Tobacco International (HK) Co 5-Year Sortino Ratio vs Tobacco Products Industry
For the Tobacco Products industry and Consumer Defensive sector, China Tobacco International (HK) Co's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where China Tobacco International (HK) Co's 5-Year Sortino Ratio falls into.
China Tobacco International (HK) Co 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.
China Tobacco International (HK) Co (CTOBF) has a 5-Year Sortino Ratio of -3.37 as of Sep. 21, 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 China Tobacco International (HK) Co and its competitors.
Is China Tobacco International (HK) Co's 5-Year Sortino Ratio too high?
China Tobacco International (HK) Co's current 5-Year Sortino Ratio is -3.37. Overall, China Tobacco International (HK) Co has a GF Score™ of 88/100, reflecting its overall financial health beyond just this single metric.
How does China Tobacco International (HK) Co's 5-Year Sortino Ratio compare to PM and MO?
China Tobacco International (HK) Co's 5-Year Sortino Ratio of -3.37 can be compared against companies in the Tobacco Products 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 Tobacco Products company?
A good 5-Year Sortino Ratio depends on the Tobacco Products 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 China Tobacco International (HK) Co and its competitors. China Tobacco International (HK) Co's current 5-Year Sortino Ratio is -3.37. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Tobacco International (HK) Co stock overvalued right now?
China Tobacco International (HK) Co (CTOBF) has a current 5-Year Sortino Ratio of -3.37. The stock's GF Value™ is $1.93, compared to a current price of $2.05 — trading 6.2% above its estimated fair value. The current 5-Year Sortino Ratio is -3.37. China Tobacco International (HK) Co's overall GF Score™ is 88/100 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 China Tobacco International (HK) Co (CTOBF), the current 5-Year Sortino Ratio is -3.37 as of Sep. 21, 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 China Tobacco International (HK) Co (CTOBF) Overvalued in 2026?
Based on GuruFocus' analysis, China Tobacco International (HK) Co stock appears to be overvalued.
The current stock price of $2.05 is trading 6.2% above its estimated GF Value™ of $1.93.
Key valuation signals for CTOBF:
5-Year Sortino Ratio: -3.37
GF Value™: $1.93 vs. price of $2.05 (6.2% above fair value)
No single metric tells the full story. See the CTOBF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China Tobacco International (HK) Co Ltd is engaged in the tobacco business. It operates through various segments namely the Tobacco Leaf Products Export Business, the Tobacco Leaf Product Import Business, the Cigarettes Export Business, the New Tobacco Product Export Business, and the Brazil Operation Business. The company's geographical segments are China (excluding the SARs), Indonesia, Korea, Hong Kong, Philippines, Vietnam, Brazil, Belgium, Poland, Paraguay, Egypt, and others, of which it derives maximum revenue from the PRC. It earns maximum revenue from the Tobacco Leaf Product Import Business.
88GF Score
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5-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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