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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 (2026-09-09), Stifel Financial's 5-Year Sortino Ratio is 0.60.
Stifel Financial (NYSE:SF) 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.
Stifel Financial 5-Year Sortino Ratio Related Terms
SF vs JEF, IREN, EVR: 5-Year Sortino Ratio Comparison
For the Capital Markets subindustry, Stifel 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.
Stifel Financial 5-Year Sortino Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, Stifel Financial's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Stifel Financial'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.
Stifel Financial (SF) has a 5-Year Sortino Ratio of 0.60 as of Sep. 09, 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 Stifel Financial and its competitors.
Is Stifel Financial's 5-Year Sortino Ratio too high?
Stifel Financial's current 5-Year Sortino Ratio is 0.60. Overall, Stifel Financial has a GF Score™ of 83/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Stifel Financial's 5-Year Sortino Ratio compare to JEF and IREN?
Stifel Financial's 5-Year Sortino Ratio of 0.60 can be compared against companies in the Capital Markets 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 Capital Markets company?
A good 5-Year Sortino Ratio depends on the Capital Markets 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 Stifel Financial and its competitors. Stifel Financial's current 5-Year Sortino Ratio is 0.60. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Stifel Financial stock overvalued right now?
Based on GuruFocus' analysis, Stifel Financial (SF) is currently considered Fairly Valued. The stock's GF Value™ is $79.08, compared to a current price of $80.76 — trading 2.1% above its estimated fair value. The current 5-Year Sortino Ratio is 0.60. Stifel Financial's overall GF Score™ is 83/100 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 Stifel Financial (SF), the current 5-Year Sortino Ratio is 0.60 as of Sep. 09, 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 Stifel Financial (SF) Overvalued in 2026?
Based on GuruFocus' analysis, Stifel Financial stock appears to be overvalued.
The current stock price of $80.76 is trading 2.1% above its estimated GF Value™ of $79.08.
GuruFocus considers Stifel Financial to be Fairly Valued.
Key valuation signals for SF:
5-Year Sortino Ratio: 0.60
GF Value™: $79.08 vs. price of $80.76 (2.1% above fair value)
No single metric tells the full story. See the SF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Stifel Financial is a diversified financial-services provider that generates revenue from wealth management, investment banking, and lending. The firm was founded in 1890 as a St. Louis-based full-service brokerage but has been transformed under CEO Ronald Kruszewski through a slew of acquisitions into a globally competitive wealth manager, investment bank, and retail and institutional brokerage. The firm generated $5.5 billion in revenue in 2025, with roughly two-thirds derived from wealth management and one-third derived from trading and investment banking.
83GF Score
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