Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.
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 (2026-08-18), Cosmo NV's 5-Year Sortino Ratio is 0.09.
Cosmo NV (XSWX:CMHC) 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.
Cosmo NV 5-Year Sortino Ratio Related Terms
XSWX:CMHC vs LLY, JNJ, ABBV: 5-Year Sortino Ratio Comparison
For the Drug Manufacturers - General subindustry, Cosmo NV'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.
Cosmo NV 5-Year Sortino Ratio vs Drug Manufacturers Industry
For the Drug Manufacturers industry and Healthcare sector, Cosmo NV's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Cosmo NV'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.
Cosmo NV (XSWX:CMHC) has a 5-Year Sortino Ratio of 0.09 as of Aug. 18, 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 Cosmo NV and its competitors.
Is Cosmo NV's 5-Year Sortino Ratio too high?
Cosmo NV's current 5-Year Sortino Ratio is 0.09. Overall, Cosmo NV has a GF Score™ of 81/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Cosmo NV's 5-Year Sortino Ratio compare to LLY and JNJ?
Cosmo NV's 5-Year Sortino Ratio of 0.09 can be compared against companies in the Drug Manufacturers 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 Drug Manufacturers company?
A good 5-Year Sortino Ratio depends on the Drug Manufacturers 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 Cosmo NV and its competitors. Cosmo NV'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 Cosmo NV stock overvalued right now?
Based on GuruFocus' analysis, Cosmo NV (XSWX:CMHC) is currently considered Significantly Overvalued. The stock's GF Value™ is CHF40.77, compared to a current price of CHF57.10 — trading 40.1% above its estimated fair value. The current 5-Year Sortino Ratio is 0.09. Cosmo NV's overall GF Score™ is 81/100 with 3 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 Cosmo NV (XSWX:CMHC), the current 5-Year Sortino Ratio is 0.09 as of Aug. 18, 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 Cosmo NV (XSWX:CMHC) Overvalued in 2026?
Based on GuruFocus' analysis, Cosmo NV stock appears to be overvalued.
The current stock price of CHF57.10 is trading 40.1% above its estimated GF Value™ of CHF40.77.
GuruFocus considers Cosmo NV to be Significantly Overvalued.
Key valuation signals for XSWX:CMHC:
5-Year Sortino Ratio: 0.09
GF Value™: CHF40.77 vs. price of CHF57.10 (40.1% above fair value)
No single metric tells the full story. See the XSWX:CMHC stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Cosmo NV is is a life sciences company. The company is focused on MedTech AI, dermatology, gastrointestinal diseases, and contract development and manufacturing (CDMO). The company designs, develops, and manufactures solutions to address critical medical needs. Its technologies are trusted by international pharmaceutical and MedTech companies and reach patients and healthcare providers around the world. The product pipeline includes Eleview, GI Genius, Winlevi, Lialda, Uceris, and others.
81GF Score
Get the complete analysis for XSWX:CMHC
5-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
XSWX:CMHC has been successfully added to your 
