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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 (2026-07-26), Sun Life Financial's 5-Year Sortino Ratio is 1.04.
Sun Life Financial (PHS:SLF) 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.
Sun Life Financial 5-Year Sortino Ratio Related Terms
PHS:SLF vs BRK.A, AIG, HIG: 5-Year Sortino Ratio Comparison
For the Insurance - Diversified subindustry, Sun Life Financial'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.
Sun Life Financial 5-Year Sortino Ratio vs Insurance Industry
For the Insurance industry and Financial Services sector, Sun Life Financial's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Sun Life Financial's 5-Year Sortino Ratio falls into.
Sun Life Financial 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.
Sun Life Financial (PHS:SLF) has a 5-Year Sortino Ratio of 1.04 as of Jul. 26, 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 Sun Life Financial and its competitors.
Is Sun Life Financial's 5-Year Sortino Ratio too high?
Sun Life Financial's current 5-Year Sortino Ratio is 1.04. Overall, Sun Life Financial has a GF Score™ of 52/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Sun Life Financial's 5-Year Sortino Ratio compare to BRK.A and AIG?
Sun Life Financial's 5-Year Sortino Ratio of 1.04 can be compared against companies in the Insurance 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 an Insurance company?
A good 5-Year Sortino Ratio depends on the Insurance 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 Sun Life Financial and its competitors. Sun Life Financial's current 5-Year Sortino Ratio is 1.04. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sun Life Financial stock overvalued right now?
Based on GuruFocus' analysis, Sun Life Financial (PHS:SLF) is currently considered Significantly Overvalued. The stock's GF Value™ is ₱3,744.74, compared to a current price of ₱4,900.00 — trading 30.9% above its estimated fair value. The current 5-Year Sortino Ratio is 1.04. Sun Life Financial's overall GF Score™ is 52/100 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 Sun Life Financial (PHS:SLF), the current 5-Year Sortino Ratio is 1.04 as of Jul. 26, 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 Sun Life Financial (PHS:SLF) Overvalued in 2026?
Based on GuruFocus' analysis, Sun Life Financial stock appears to be overvalued.
The current stock price of ₱4,900.00 is trading 30.9% above its estimated GF Value™ of ₱3,744.74.
GuruFocus considers Sun Life Financial to be Significantly Overvalued.
Key valuation signals for PHS:SLF:
5-Year Sortino Ratio: 1.04
GF Value™: ₱3,744.74 vs. price of ₱4,900.00 (30.9% above fair value)
No single metric tells the full story. See the PHS:SLF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Sun Life Financial is one of the Big Three Canadian life insurers. The Canadian business contributed around 35% of its 2025 adjusted earnings. In that segment, the firm provides health, life insurance, and annuity products to individual and group customers. Its US business is mostly group health and contributed about 17% of the firm's adjusted earnings in 2025. Sun Life also offers life insurance and wealth products in several Asian markets with a strong presence in Hong Kong and the Philippines. The Asia segment contributed around 18% of adjusted 2024 earnings. Its asset management business had around CAD 1.2 trillion total assets under management or administration at the end of 2025 and represents around 30% of the firm's earnings.
52GF Score
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