Australian Ethical Investment (ASX:AEF) 1-Year Sharpe Ratio: -0.96 (As of Jul. 19, 2026)

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ASX:AEF Australian Ethical Investment Ltd ASX:AEF
98 GF Score
Price A$4.74
GF Value A$6.39
Valuation Modestly Undervalued
! 2 Warning Signs
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What is Australian Ethical Investment 1-Year Sharpe Ratio?

Australian Ethical Investment ASX:AEF +2.60% 98 1-Year Sharpe Ratio is -0.96 as of Jul. 19, 2026. GuruFocus rates ASX:AEF with a GF Score™ of 98/100 and a GF Value™ of A$6.39 (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 (2026-07-19), Australian Ethical Investment's 1-Year Sharpe Ratio is -0.96.

Australian Ethical Investment  (ASX:AEF) 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.

Australian Ethical Investment 1-Year Sharpe Ratio Related Terms

ASX:AEF vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Australian Ethical Investment'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.

Australian Ethical Investment 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Australian Ethical Investment's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Australian Ethical Investment's 1-Year Sharpe Ratio falls into.


ASX:AEF
98GF Score
Australian Ethical Investment Ltd ASX:AEF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Australian Ethical Investment 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 -0.96 mean?
Australian Ethical Investment (ASX:AEF) has a 1-Year Sharpe Ratio of -0.96 as of Jul. 19, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Australian Ethical Investment and its competitors.
Is Australian Ethical Investment's 1-Year Sharpe Ratio too high?
Australian Ethical Investment's current 1-Year Sharpe Ratio is -0.96. Overall, Australian Ethical Investment has a GF Score™ of 98/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Australian Ethical Investment's 1-Year Sharpe Ratio compare to BLK and BX?
Australian Ethical Investment's 1-Year Sharpe Ratio of -0.96 can be compared against companies in the Asset Management 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 Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management 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 Australian Ethical Investment and its competitors. Australian Ethical Investment's current 1-Year Sharpe Ratio is -0.96. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Australian Ethical Investment stock overvalued right now?
Based on GuruFocus' analysis, Australian Ethical Investment (ASX:AEF) is currently considered Modestly Undervalued. The stock's GF Value™ is A$6.39, compared to a current price of A$4.74 — trading 25.8% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.96. Australian Ethical Investment's overall GF Score™ is 98/100 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 Australian Ethical Investment (ASX:AEF), the current 1-Year Sharpe Ratio is -0.96 as of Jul. 19, 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 Australian Ethical Investment (ASX:AEF) Overvalued in 2026?

Based on GuruFocus' analysis, Australian Ethical Investment stock appears to be undervalued. The current stock price of A$4.74 is trading 25.8% below its estimated GF Value™ of A$6.39. GuruFocus considers Australian Ethical Investment to be Modestly Undervalued.

Key valuation signals for ASX:AEF:

  • 1-Year Sharpe Ratio: -0.96
  • GF Value™: A$6.39 vs. price of A$4.74 (25.8% below fair value)
  • GF Score™: 98/100 with 2 warning signs

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

Australian Ethical Investment Business Description

Other Exchanges 1OP:Germany
Address 130 Pitt Street, Level 8, Sydney, NSW, AUS, 2000
Australian Ethical Investment Ltd is an Australian-based company engaged in the operating segment of Funds Management. The company is involved in acting as the responsible entity for a range of public offer ethically managed investment schemes and acting as the Trustee of the Australian Ethical Retail Superannuation Fund (Super Fund). The various products offered by the company are Super, Managed funds, ETFs, Insurance, and Pension.
98GF Score

Get the complete analysis for ASX:AEF

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

A$4.74
Price
A$6.39
GF Value