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The 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. As of today (2026-09-12), CITIC's 10-Year Sharpe Ratio is 0.03.
CITIC (OTCPK:CTPCF) 10-Year Sharpe Ratio Explanation
The 10-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past ten years. It is calculated as the annualized result of the average ten-year monthly excess returns divided by its standard deviation in the ten-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.
The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.
CITIC 10-Year Sharpe Ratio Related Terms
CTPCF vs MMM, HON: 10-Year Sharpe Ratio Comparison
For the Conglomerates subindustry, CITIC's 10-Year Sharpe Ratio, along with its competitors' market caps and 10-Year Sharpe 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.
CITIC 10-Year Sharpe Ratio vs Conglomerates Industry
For the Conglomerates industry and Industrials sector, CITIC's 10-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where CITIC's 10-Year Sharpe Ratio falls into.
The 10-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last ten years. A stock / portfolio's 10-Year Sharpe Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past ten years.
CITIC (CTPCF) has a 10-Year Sharpe Ratio of 0.03 as of Sep. 12, 2026. 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. View historical data for CITIC and its competitors.
Is CITIC's 10-Year Sharpe Ratio too high?
CITIC's current 10-Year Sharpe Ratio is 0.03. Overall, CITIC has a GF Score™ of 85/100, reflecting its overall financial health beyond just this single metric.
How does CITIC's 10-Year Sharpe Ratio compare to MMM and HON?
CITIC's 10-Year Sharpe Ratio of 0.03 can be compared against companies in the Conglomerates industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 10-Year Sharpe Ratio for a Conglomerates company?
A good 10-Year Sharpe Ratio depends on the Conglomerates industry context. However, 10-Year Sharpe 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 10-Year Sharpe Ratio mean?
A high 10-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. View historical data for CITIC and its competitors. CITIC's current 10-Year Sharpe Ratio is 0.03. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is CITIC stock overvalued right now?
CITIC (CTPCF) has a current 10-Year Sharpe Ratio of 0.03. The stock's GF Value™ is $0.94, compared to a current price of $1.35 — trading 43.6% above its estimated fair value. The current 10-Year Sharpe Ratio is 0.03. CITIC's overall GF Score™ is 85/100 with 9 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 10-Year Sharpe Ratio calculated?
10-Year Sharpe Ratio is calculated from a company's financial statements. For CITIC (CTPCF), the current 10-Year Sharpe Ratio is 0.03 as of Sep. 12, 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 CITIC (CTPCF) Overvalued in 2026?
Based on GuruFocus' analysis, CITIC stock appears to be overvalued.
The current stock price of $1.35 is trading 43.6% above its estimated GF Value™ of $0.94.
Key valuation signals for CTPCF:
10-Year Sharpe Ratio: 0.03
GF Value™: $0.94 vs. price of $1.35 (43.6% above fair value)
No single metric tells the full story. See the CTPCF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
CITIC Ltd is a Hong Kong-based conglomerate. The company has comprehensively deepened reforms, promoted high-quality development and continuously enhanced its value creation capability and shareholder returns. Along with its subsidiaries, it operates in the following reportable segments: Comprehensive Financial Services, Advanced Intelligent Manufacturing, Advanced Materials, New Consumption, and New-type urbanisation. Maximum revenue is generated from the Advanced Materials segment, which includes exploration, processing, and trading of resources and energy products, including iron ore, copper, and crude oil, and the manufacturing of special steels. Geographically, the group generates maximum revenue from the Chinese mainland, followed by Hong Kong, Macau and Taiwan, and Overseas markets.
85GF Score
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10-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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