UPS (United Parcel Service) 1-Year Sharpe Ratio : -1.52 (As of Jul. 18, 2025)

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What is United Parcel Service 1-Year Sharpe Ratio?

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2025-07-18), United Parcel Service's 1-Year Sharpe Ratio is -1.52.

Competitive Comparison of United Parcel Service's 1-Year Sharpe Ratio

For the Integrated Freight & Logistics subindustry, United Parcel Service's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-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.

United Parcel Service's 1-Year Sharpe Ratio Distribution in the Transportation Industry

For the Transportation industry and Industrials sector, United Parcel Service's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where United Parcel Service's 1-Year Sharpe Ratio falls into.

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United Parcel Service 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

United Parcel Service (NYSE:UPS) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. 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.

United Parcel Service 1-Year Sharpe Ratio Related Terms

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United Parcel Service Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Industrials » Transportation » United Parcel Service Inc (NYSE:UPS) » Definitions » 1-Year Sharpe Ratio

Comparable Companies

Traded in Other Exchanges

UPS:Mexico 1UPS:Italy 0R08:UK UPAB:Germany UPAB:Germany UPAB:Germany UPS:Chile UPS:Canada UPSS34:Brazil UPSI:Austria

Address

55 Glenlake Parkway, N.E. Atlanta, Atlanta, GA, USA, 30328

Website

https://www.ups.com

As the world's largest parcel delivery company, UPS manages a massive fleet of more than 500 planes and 100,000 vehicles, along with many hundreds of sorting facilities, to deliver an average of about 22 million packages per day to residences and businesses across the globe. UPS' domestic US package operations generate around 65% of total revenue, while international package makes up 20%. Air and ocean freight forwarding and contract logistics make up the remainder.

Executives

Brothers Norman M. Jr	officer: Sr VP, Gen Counsel & Sec	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Nando Cesarone	officer: President, UPS International	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
William R Johnson	director	UNITED PARCEL SERVICE, INC., 55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Eva C Boratto	director	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Laura J Lane	officer: Chief Corp Affairs & Comms Off	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Brian Newman	officer: Chief Financial Officer	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Darrell L Ford	officer: Chief Human Resources Officer	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Kathleen M. Gutmann	officer: Senior Vice President	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Kevin M Warren	officer: Chief Marketing Officer	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Bala Subramanian	officer: Chief Digital & Tech Officer	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Philippe R Gilbert	officer: Pres, Supply Chain Solutions	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Juan R. Perez	officer: Senior Vice President	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Scott A. Price	officer: Chief Transformation Officer	55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328
Russell Stokes	director	ONE FINANCIAL CENTER, SUITE 3700, BOSTON MA 02111
Wayne M. Hewett	director	5 WESTBROOK CORPORATE CENTER, WESTCHESTER IL 60154