Epsilon Healthcare (ASX:EPN) 1-Year Sharpe Ratio: -0.02 (As of Jul. 27, 2026)

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What is Epsilon Healthcare 1-Year Sharpe Ratio?

Epsilon Healthcare ASX:EPN +9.09% 1-Year Sharpe Ratio is -0.02 as of Jul. 27, 2026. The stock has 4 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 (2026-07-27), Epsilon Healthcare's 1-Year Sharpe Ratio is -0.02.

Epsilon Healthcare  (ASX:EPN) 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.

Epsilon Healthcare 1-Year Sharpe Ratio Related Terms

ASX:EPN vs ZTS: 1-Year Sharpe Ratio Comparison

For the Drug Manufacturers - Specialty & Generic subindustry, Epsilon Healthcare'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.

Epsilon Healthcare 1-Year Sharpe Ratio vs Drug Manufacturers Industry

For the Drug Manufacturers industry and Healthcare sector, Epsilon Healthcare's 1-Year Sharpe Ratio distribution charts can be found below:

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


Epsilon Healthcare 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 -0.02 mean?
Epsilon Healthcare (ASX:EPN) has a 1-Year Sharpe Ratio of -0.02 as of Jul. 27, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Epsilon Healthcare and its competitors.
Is Epsilon Healthcare's 1-Year Sharpe Ratio too high?
Epsilon Healthcare's current 1-Year Sharpe Ratio is -0.02.
How does Epsilon Healthcare's 1-Year Sharpe Ratio compare to ZTS?
Epsilon Healthcare's 1-Year Sharpe Ratio of -0.02 can be compared against companies in the Drug Manufacturers 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 Drug Manufacturers company?
A good 1-Year Sharpe Ratio depends on the Drug Manufacturers 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 Epsilon Healthcare and its competitors. Epsilon Healthcare's current 1-Year Sharpe Ratio is -0.02. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Epsilon Healthcare stock overvalued right now?
Based on GuruFocus' analysis, Epsilon Healthcare (ASX:EPN) is currently considered Modestly Undervalued. The stock's GF Value™ is A$0.03, compared to a current price of A$0.02 — trading 20% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.02. 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 Epsilon Healthcare (ASX:EPN), the current 1-Year Sharpe Ratio is -0.02 as of Jul. 27, 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.

Epsilon Healthcare Business Description

Other Exchanges HDRPF:USA
Address 5 Goodyear Street, Southport, QLD, AUS, 4215
Epsilon Healthcare Ltd is an Australian based, globally active healthcare organisation. It operates a diversified and vertically integrated portfolio of assets, including healthcare and clinics operation, pharmaceutical contract development and manufacturing operation & pharmacy services. The company offers end-to-end solutions across the healthcare spectrum: from product development and manufacturing to patient care. The company's three (3) main operating segments are: a. Contract Development and Manufacturing activities, b. Telehealth medical practice services; and c. Pharmacy services. The majority of revenue is derived from the Contract Development and Manufacturing activities segment.