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Dr Wu Skincare Co (ROCO:6523) 10-Year Sharpe Ratio : 0.18 (As of Jul. 12, 2025)


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What is Dr Wu Skincare Co 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 (2025-07-12), Dr Wu Skincare Co's 10-Year Sharpe Ratio is 0.18.


Competitive Comparison of Dr Wu Skincare Co's 10-Year Sharpe Ratio

For the Household & Personal Products subindustry, Dr Wu Skincare Co'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.


Dr Wu Skincare Co's 10-Year Sharpe Ratio Distribution in the Consumer Packaged Goods Industry

For the Consumer Packaged Goods industry and Consumer Defensive sector, Dr Wu Skincare Co's 10-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Dr Wu Skincare Co's 10-Year Sharpe Ratio falls into.


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Dr Wu Skincare Co 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.


Dr Wu Skincare Co  (ROCO:6523) 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.


Dr Wu Skincare Co 10-Year Sharpe Ratio Related Terms

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Dr Wu Skincare Co Business Description

Traded in Other Exchanges
N/A
Address
Nanjing East Road, 13th Floor., No. 70, Section. 3, Zhongshan District, Taipei, TWN, 100
Dr Wu Skincare Co Ltd is a Taiwan based company engaged in the research, development, production, wholesale and retail of cosmetics. It principally manufactures and sells cosmetics. The company offers products such as cosmetic masks, lotions, eye care products, moisturizers and others. The group derives its revenue from the sales of private label care products. It sells the products in Taiwan and internationally, of which majority of the revenue is derived from the sales made in Taiwan.

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