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EUROKAI GmbH KGaA (FRA:EUK3) 3-Year Sortino Ratio : -0.11 (As of Mar. 03, 2025)


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What is EUROKAI GmbH KGaA 3-Year Sortino Ratio?

The 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. As of today (2025-03-03), EUROKAI GmbH KGaA's 3-Year Sortino Ratio is -0.11.


Competitive Comparison of EUROKAI GmbH KGaA's 3-Year Sortino Ratio

For the Marine Shipping subindustry, EUROKAI GmbH KGaA's 3-Year Sortino Ratio, along with its competitors' market caps and 3-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.


EUROKAI GmbH KGaA's 3-Year Sortino Ratio Distribution in the Transportation Industry

For the Transportation industry and Industrials sector, EUROKAI GmbH KGaA's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where EUROKAI GmbH KGaA's 3-Year Sortino Ratio falls into.



EUROKAI GmbH KGaA 3-Year Sortino Ratio Calculation

The 3-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last three year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 3-Year Sortino Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past three 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.


EUROKAI GmbH KGaA  (FRA:EUK3) 3-Year Sortino Ratio Explanation

The 3-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past three year. It is calculated as the annualized result of the average three-year monthly excess returns divided by the standard deviation of negative returns in the three-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.


EUROKAI GmbH KGaA 3-Year Sortino Ratio Related Terms

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EUROKAI GmbH KGaA Business Description

Traded in Other Exchanges
Address
Kurt-Eckelmann-Strasse 1, Hamburg, DEU, 21129
EUROKAI GmbH & Co KGaA is a container handling company, which focuses on the European market. The company operates in three segments: Eurokai includes the EUROKAI business entity, whose focus is on the leasing of operating areas and quay walls in Germany; the Contship Italia Segment comprises the business entities of the Italian CONTSHIP Italia Group; and the Eurogate Segment comprises the proportionate shareholding in the EUROGATE-Group, which generates its revenue in Germany. It operates container terminals at the seaports of La Spezia, Ravenna, and Salerno in Italy; Bremerhaven and Wilhelmshaven in Germany; Tangier in Morocco; Limassol in Cyprus; Lisbon in Portugal; and Ust-Luga in Russia.
Executives
Christian Kleinfeldt Supervisory Board

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