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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 (2026-07-26), Abacus Group's 1-Year Sharpe Ratio is -1.24.
Abacus Group (ASX:ABG) 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.
Abacus Group 1-Year Sharpe Ratio Related Terms
ASX:ABG vs VICI, WPC, BNL: 1-Year Sharpe Ratio Comparison
For the REIT - Diversified subindustry, Abacus Group'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.
Abacus Group 1-Year Sharpe Ratio vs REITs Industry
For the REITs industry and Real Estate sector, Abacus Group's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Abacus Group's 1-Year Sharpe Ratio falls into.
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.
Abacus Group (ASX:ABG) has a 1-Year Sharpe Ratio of -1.24 as of Jul. 26, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Abacus Group and its competitors.
Is Abacus Group's 1-Year Sharpe Ratio too high?
Abacus Group's current 1-Year Sharpe Ratio is -1.24. Overall, Abacus Group has a GF Score™ of 66/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Abacus Group's 1-Year Sharpe Ratio compare to VICI and WPC?
Abacus Group's 1-Year Sharpe Ratio of -1.24 can be compared against companies in the REITs 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 a REITs company?
A good 1-Year Sharpe Ratio depends on the REITs 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 Abacus Group and its competitors. Abacus Group's current 1-Year Sharpe Ratio is -1.24. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Abacus Group stock overvalued right now?
Based on GuruFocus' analysis, Abacus Group (ASX:ABG) is currently considered Possible Value Trap. The stock's GF Value™ is A$1.33, compared to a current price of A$0.93 — trading 30.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.24. Abacus Group's overall GF Score™ is 66/100 with 9 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 Abacus Group (ASX:ABG), the current 1-Year Sharpe Ratio is -1.24 as of Jul. 26, 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 Abacus Group (ASX:ABG) Overvalued in 2026?
Based on GuruFocus' analysis, Abacus Group stock appears to be undervalued.
The current stock price of A$0.93 is trading 30.5% below its estimated GF Value™ of A$1.33.
GuruFocus considers Abacus Group to be Possible Value Trap.
Key valuation signals for ASX:ABG:
1-Year Sharpe Ratio: -1.24
GF Value™: A$1.33 vs. price of A$0.93 (30.5% below fair value)
No single metric tells the full story. See the ASX:ABG stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Abacus Group is the owner and manager of real estate assets in Australia. The property portfolio mainly comprises modern office towers in city centers and suburban locations, with several small retail assets. Rents collected from these property holdings are the major income source for Abacus. The group also has considerable exposure to the self-storage sector through the publicly listed Storage King. Abacus has been the external manager of the self-storage REIT and owns a 20% stake in it since Storage King was spun out of Abacus and floated on the stock exchange in 2023. Following an agreement in May 2026, Storage King will internalize management from fiscal 2027.
66GF Score
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