KREF (KKR Real Estate Finance Trust) 10-Year Sharpe Ratio: N/A (As of Aug. 19, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
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.
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Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
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.

KREF KKR Real Estate Finance Trust Inc KREF
48 GF Score
Price $7.28
GF Value $4.29
Valuation Significantly Overvalued
! 5 Warning Signs
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What is KKR Real Estate Finance Trust 10-Year Sharpe Ratio?

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 (2026-08-19), KKR Real Estate Finance Trust's 10-Year Sharpe Ratio is Not available.

KKR Real Estate Finance Trust  (NYSE:KREF) 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.

KKR Real Estate Finance Trust 10-Year Sharpe Ratio Related Terms

KREF vs FBRT, RWT, NREF: 10-Year Sharpe Ratio Comparison

For the REIT - Mortgage subindustry, KKR Real Estate Finance Trust'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.

KKR Real Estate Finance Trust 10-Year Sharpe Ratio vs REITs Industry

For the REITs industry and Real Estate sector, KKR Real Estate Finance Trust's 10-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where KKR Real Estate Finance Trust's 10-Year Sharpe Ratio falls into.


KREF
48GF Score
KKR Real Estate Finance Trust Inc KREF
10-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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KKR Real Estate Finance Trust 10-Year Sharpe Ratio Calculation

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.

Is KKR Real Estate Finance Trust (KREF) Overvalued in 2026?

Based on GuruFocus' analysis, KKR Real Estate Finance Trust stock appears to be overvalued. The current stock price of $7.28 is trading 69.7% above its estimated GF Value™ of $4.29. GuruFocus considers KKR Real Estate Finance Trust to be Significantly Overvalued.

Key valuation signals for KREF:

  • 10-Year Sharpe Ratio: N/A
  • GF Value™: $4.29 vs. price of $7.28 (69.7% above fair value)
  • GF Score™: 48/100 with 5 warning signs

No single metric tells the full story. See the KREF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

KKR Real Estate Finance Trust Business Description

Industry Real EstateREITs
Other Exchanges KREFpA.PFD:USA8KR:Germany
Address 30 Hudson Yards, Suite 7500, New York, NY, USA, 10001
KKR Real Estate Finance Trust Inc is a real estate finance company that focuses on originating and acquiring senior mortgage loans secured by CRE assets. The investment is to originate or acquire senior mortgage loans collateralized by institutional-quality CRE assets that are owned and operated by experienced and well-capitalized sponsors and located in liquid markets with underlying fundamentals. KKR manages investments across multiple asset classes, including private equity, real estates, energy, infrastructure, credit, and hedge funds. The company's investment objective is capital preservation and generating attractive risk-adjusted returns for its stockholders over the long term, through dividends.
48GF Score

Get the complete analysis for KREF

10-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$7.28
Price
$4.29
GF Value