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AX (Axos Financial) 3-Year Sortino Ratio : 1.07 (As of Jul. 03, 2025)


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What is Axos Financial 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 (2025-07-03), Axos Financial's 3-Year Sortino Ratio is 1.07.


Competitive Comparison of Axos Financial's 3-Year Sortino Ratio

For the Banks - Regional subindustry, Axos Financial'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.


Axos Financial's 3-Year Sortino Ratio Distribution in the Banks Industry

For the Banks industry and Financial Services sector, Axos Financial's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Axos Financial's 3-Year Sortino Ratio falls into.


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Axos Financial 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.


Axos Financial  (NYSE:AX) 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.


Axos Financial 3-Year Sortino Ratio Related Terms

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Axos Financial Business Description

Traded in Other Exchanges
Address
9205 West Russell Road, Suite 400, Las Vegas, NV, USA, 89148
Axos Financial Inc is a bank holding company that operates through its bank subsidiary, BofI Federal Bank, a nationwide bank that provides financing for single and multifamily residential properties, small to medium-size businesses in certain sectors, and selected specialty finance receivables. Its operating segments are banking business segment and securities business segment . The bank distributed its products through a wide range of retail distribution channels, including only banking brands, affinity groups, and sales teams, among others. The majority of the bank's mortgage exposure is titled toward the state of California, particularly its southern region. Net interest income is a majority of the bank's revenue.
Executives
Thomas M Constantine other: EVP and Chief Credit Officer 4350 LA JOLLA VILLAGE DRIVE, SUITE 140, SAN DIEGO CA 92122
Paul Grinberg director C/O ENCORE CAPITAL GROUP INC, 8875 AERO DRIVE, SUITE 200, SAN DIEGO CA 92123
David X Park other: EVP, Comm Banking & Treasury 4350 LA JOLLA VILLAGE DRIVE, SUITE 140, SAN DIEGO CA 92122
Mosich Nick director 12777 HIGH BLUFF DRIVE, SUITE #100, SAN DIEGO CA 92130
Edward James Ratinoff director 12777 HIGH BLUFF DRIVE, SUITE 100, SAN DIEGO CA 92130
Gregory Garrabrants director, officer: President & CEO 9205 WEST RUSSELL ROAD, SUITE #400, LAS VEGAS NV 89148
James John Court director 12777 HIGH BLUFF DRIVE, SUITE 100, SAN DIEGO CA 92130
Andrew J Micheletti officer: VP & Chief Financial Officer C/O AXOS FINANCIAL, 4350 LA JOLLA VILLAGE DRIVE STE 140, SAN DIEGO CA 92122
Tamara N Bohlig director 4350 LA JOLLA VILLAGE DRIVE, SUITE 140, SAN DIEGO CA 92122
David M Crow other: EVP, Head of Axos Clearing 4350 LA JOLLA VILLAGE DRIVE, SUITE 140, SAN DIEGO CA 92122
Ron Pitters other: SVP, Head of Axos Securities 4350 LA JOLLA VILLAGE DRIVE, SUITE 140, SAN DIEGO CA 92122
Stefani D Carter director 14185 DALLAS PARKWAY, SUITE 1100, DALLAS TX 75254
Uzair Dada director 4350 LA JOLLA VILLAGE DRIVE, SUITE 140, SAN DIEGO CA 92122
Roque A Santi director C/O ECC CAPITAL CORPORATION, 1833 ALTON PARKWAY, IRVINE CA 92606
Brian D Swanson other: EVP, Chief Lending Officer 4350 LA JOLLA VILLAGE DRIVE, SUITE 140, SAN DIEGO CA 92122