CITIC (STU:CPF) 10-Year Sharpe Ratio : -0.03 (As of Jul. 08, 2025)

Competitive Comparison of CITIC's 10-Year Sharpe Ratio

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's 10-Year Sharpe Ratio Distribution in the 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.

CITIC 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.

CITIC  (STU:CPF) 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

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CITIC Business Description