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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 (2026-08-25), Helia Group's 1-Year Sharpe Ratio is -0.05.
Helia Group (ASX:HLI) 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.
Helia Group 1-Year Sharpe Ratio Related Terms
ASX:HLI vs FNF, AXS, FAF: 1-Year Sharpe Ratio Comparison
For the Insurance - Specialty subindustry, Helia 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.
Helia Group 1-Year Sharpe Ratio vs Insurance Industry
For the Insurance industry and Financial Services sector, Helia Group's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Helia 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.
Helia Group (ASX:HLI) has a 1-Year Sharpe Ratio of -0.05 as of Aug. 25, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Helia Group and its competitors.
Is Helia Group's 1-Year Sharpe Ratio too high?
Helia Group's current 1-Year Sharpe Ratio is -0.05. Overall, Helia Group has a GF Score™ of 66/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Helia Group's 1-Year Sharpe Ratio compare to FNF and AXS?
Helia Group's 1-Year Sharpe Ratio of -0.05 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 Helia Group and its competitors. Helia Group's current 1-Year Sharpe Ratio is -0.05. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Helia Group stock overvalued right now?
Based on GuruFocus' analysis, Helia Group (ASX:HLI) is currently considered Significantly Overvalued. The stock's GF Value™ is A$3.74, compared to a current price of A$5.18 — trading 38.5% above its estimated fair value. The current 1-Year Sharpe Ratio is -0.05. Helia Group's overall GF Score™ is 66/100 with 3 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 Helia Group (ASX:HLI), the current 1-Year Sharpe Ratio is -0.05 as of Aug. 25, 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 Helia Group (ASX:HLI) Overvalued in 2026?
Based on GuruFocus' analysis, Helia Group stock appears to be overvalued.
The current stock price of A$5.18 is trading 38.5% above its estimated GF Value™ of A$3.74.
GuruFocus considers Helia Group to be Significantly Overvalued.
Key valuation signals for ASX:HLI:
1-Year Sharpe Ratio: -0.05
GF Value™: A$3.74 vs. price of A$5.18 (38.5% above fair value)
No single metric tells the full story. See the ASX:HLI stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Helia listed on the Australian Securities Exchange in 2014 after its US-based parent, Genworth Financial (NYSE: GNW), sold down its stake. It has since exited. With a history spanning over 50 years, Helia is the largest provider of lenders' mortgage insurance, or LMI, in Australia. In Australia, LMI is predominantly purchased on loans with a loan/value ratio, or LVR, above 80%. LMI protects a lender against a potential loss (gap) between the outstanding loan amount and sale proceeds on a delinquent loan property. LMI does not protect the borrower, however the premium is paid by the borrower. It's regulated by the Australian Prudential Regulation Authority, which requires it to meet minimum regulatory capital requirements.
66GF Score
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