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 (2026-06-30), Serabi Gold's 5-Year Sortino Ratio is 1.53.
Serabi Gold (FRA:B9O2) 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.
Serabi Gold 5-Year Sortino Ratio Related Terms
FRA:B9O2 vs NEM, AU: 5-Year Sortino Ratio Comparison
For the Gold subindustry, Serabi Gold'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.
Serabi Gold 5-Year Sortino Ratio vs Metals & Mining Industry
For the Metals & Mining industry and Basic Materials sector, Serabi Gold's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Serabi Gold'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.
Serabi Gold (FRA:B9O2) has a 5-Year Sortino Ratio of 1.53 as of Jun. 30, 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 Serabi Gold and its competitors.
Is Serabi Gold's 5-Year Sortino Ratio too high?
Serabi Gold's current 5-Year Sortino Ratio is 1.53. Overall, Serabi Gold has a GF Score™ of 82/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Serabi Gold's 5-Year Sortino Ratio compare to NEM and AU?
Serabi Gold's 5-Year Sortino Ratio of 1.53 can be compared against companies in the Metals & Mining 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 Metals & Mining company?
A good 5-Year Sortino Ratio depends on the Metals & Mining 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 Serabi Gold and its competitors. Serabi Gold's current 5-Year Sortino Ratio is 1.53. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Serabi Gold stock overvalued right now?
Based on GuruFocus' analysis, Serabi Gold (FRA:B9O2) is currently considered Modestly Overvalued. The stock's GF Value™ is €2.21, compared to a current price of €2.86 — trading 29.4% above its estimated fair value. The current 5-Year Sortino Ratio is 1.53. Serabi Gold's overall GF Score™ is 82/100. 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 Serabi Gold (FRA:B9O2), the current 5-Year Sortino Ratio is 1.53 as of Jun. 30, 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 Serabi Gold (FRA:B9O2) Overvalued in 2026?
Based on GuruFocus' analysis, Serabi Gold stock appears to be overvalued.
The current stock price of €2.86 is trading 29.4% above its estimated GF Value™ of €2.21.
GuruFocus considers Serabi Gold to be Modestly Overvalued.
Key valuation signals for FRA:B9O2:
5-Year Sortino Ratio: 1.53
GF Value™: €2.21 vs. price of €2.86 (29.4% above fair value)
No single metric tells the full story. See the FRA:B9O2 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Serabi Gold PLC is a holding and gold sales company and a provider of support and management services to its operating subsidiaries. Together with its subsidiaries it is involved in the development of gold and other metals mining projects in Brazil and the operation of the Palito gold mine in the Tapajos region of Brazil. The company has only one primary business activity namely the conduct of gold mining and exploration in Brazil. It has two separate segments, Brazil and UK. Copper/ gold concentrate is produced in Brazil and sales routed through the UK, whilst sales of gold bullion are conducted directly from Brazil.
82GF 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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