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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 (2026-08-21), Shearwater Group's 5-Year Sortino Ratio is -0.09.
Shearwater Group (LSE:SWG) 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.
Shearwater Group 5-Year Sortino Ratio Related Terms
LSE:SWG vs MSFT, ORCL, PLTR: 5-Year Sortino Ratio Comparison
For the Software - Infrastructure subindustry, Shearwater Group'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.
Shearwater Group 5-Year Sortino Ratio vs Software Industry
For the Software industry and Technology sector, Shearwater Group's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Shearwater Group'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.
Shearwater Group (LSE:SWG) has a 5-Year Sortino Ratio of -0.09 as of Aug. 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 Shearwater Group and its competitors.
Is Shearwater Group's 5-Year Sortino Ratio too high?
Shearwater Group's current 5-Year Sortino Ratio is -0.09. Overall, Shearwater Group has a GF Score™ of 41/100, reflecting its overall financial health beyond just this single metric.
How does Shearwater Group's 5-Year Sortino Ratio compare to MSFT and ORCL?
Shearwater Group's 5-Year Sortino Ratio of -0.09 can be compared against companies in the Software 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 Software company?
A good 5-Year Sortino Ratio depends on the Software 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 Shearwater Group and its competitors. Shearwater Group's current 5-Year Sortino Ratio is -0.09. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Shearwater Group stock overvalued right now?
Shearwater Group (LSE:SWG) has a current 5-Year Sortino Ratio of -0.09. The current 5-Year Sortino Ratio is -0.09. Shearwater Group's overall GF Score™ is 41/100 with 8 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 Shearwater Group (LSE:SWG), the current 5-Year Sortino Ratio is -0.09 as of Aug. 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.
Shearwater Group PLC is a UK-based company focused on providing digital resilience solutions. The company delivers cybersecurity, network monitoring technologies, managed security services, Data Loss Prevention, Identity & Access Security, IT Solutions, Penetration Testing & Red Teaming, and other services. Its operating segment includes software and services. The company generates maximum revenue from the Services segment. Its geographical segments include the United Kingdom(UK) and Europe(excluding the UK), North America, and the Rest of the world, of which the majority of the revenue is derived from the UK.
41GF 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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