AGO (Assured Guaranty) 1-Year Sharpe Ratio: -0.21 (As of Sep. 04, 2026)

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AGO Assured Guaranty Ltd AGO
74 GF Score
Price $75.40
GF Value $89.49
Valuation Modestly Undervalued
! 2 Warning Signs
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What is Assured Guaranty 1-Year Sharpe Ratio?

Assured Guaranty AGO -0.56% 74 1-Year Sharpe Ratio is -0.21 as of Sep. 04, 2026. GuruFocus rates AGO with a GF Score™ of 74/100 and a GF Value™ of $89.49 (Modestly Undervalued). The stock has 2 warning signs investors should review.

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 (2026-09-04), Assured Guaranty's 1-Year Sharpe Ratio is -0.21.

Assured Guaranty  (NYSE:AGO) 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.

Assured Guaranty 1-Year Sharpe Ratio Related Terms

AGO vs NMIH, RDN, EIG: 1-Year Sharpe Ratio Comparison

For the Insurance - Specialty subindustry, Assured Guaranty'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.

Assured Guaranty 1-Year Sharpe Ratio vs Insurance Industry

For the Insurance industry and Financial Services sector, Assured Guaranty's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Assured Guaranty's 1-Year Sharpe Ratio falls into.


AGO
74GF Score
Assured Guaranty Ltd AGO
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Assured Guaranty 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.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -0.21 mean?
Assured Guaranty (AGO) has a 1-Year Sharpe Ratio of -0.21 as of Sep. 04, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Assured Guaranty and its competitors.
Is Assured Guaranty's 1-Year Sharpe Ratio too high?
Assured Guaranty's current 1-Year Sharpe Ratio is -0.21. Overall, Assured Guaranty has a GF Score™ of 74/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Assured Guaranty's 1-Year Sharpe Ratio compare to NMIH and RDN?
Assured Guaranty's 1-Year Sharpe Ratio of -0.21 can be compared against companies in the Insurance industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for an Insurance company?
A good 1-Year Sharpe Ratio depends on the Insurance industry context. However, 1-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 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Assured Guaranty and its competitors. Assured Guaranty's current 1-Year Sharpe Ratio is -0.21. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Assured Guaranty stock overvalued right now?
Based on GuruFocus' analysis, Assured Guaranty (AGO) is currently considered Modestly Undervalued. The stock's GF Value™ is $89.49, compared to a current price of $75.40 — trading 15.8% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.21. Assured Guaranty's overall GF Score™ is 74/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Assured Guaranty (AGO), the current 1-Year Sharpe Ratio is -0.21 as of Sep. 04, 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 Assured Guaranty (AGO) Overvalued in 2026?

Based on GuruFocus' analysis, Assured Guaranty stock appears to be undervalued. The current stock price of $75.40 is trading 15.8% below its estimated GF Value™ of $89.49. GuruFocus considers Assured Guaranty to be Modestly Undervalued.

Key valuation signals for AGO:

  • 1-Year Sharpe Ratio: -0.21
  • GF Value™: $89.49 vs. price of $75.40 (15.8% below fair value)
  • GF Score™: 74/100 with 2 warning signs

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

Assured Guaranty Business Description

Other Exchanges DHU:Germany
Address 30 Woodbourne Avenue, Hamilton, BMU, HM 08
Assured Guaranty Ltd. provides credit protection products to the United States and international public finance and structured finance markets and manages assets across collateralized loan obligations as well as opportunity funds and liquid funds that build on its corporate credit, asset-based finance, municipal, and healthcare experience. The company operates in two segments: the Insurance segment and the Asset Management segment. The majority of the revenue earned by the company is from the Insurance segment.
74GF Score

Get the complete analysis for AGO

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

$75.40
Price
$89.49
GF Value