MFF Capital Investments (ASX:MFF) 1-Year Sharpe Ratio: 0.75 (As of Jul. 18, 2026)

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ASX:MFF MFF Capital Investments Ltd ASX:MFF
44 GF Score
Price A$5.17
GF Value A$2.23
Valuation Significantly Overvalued
! 3 Warning Signs
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What is MFF Capital Investments 1-Year Sharpe Ratio?

MFF Capital Investments ASX:MFF -0.39% 44 1-Year Sharpe Ratio is 0.75 as of Jul. 18, 2026. GuruFocus rates ASX:MFF with a GF Score™ of 44/100 and a GF Value™ of A$2.23 (Significantly Overvalued). The stock has 3 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 (2026-07-18), MFF Capital Investments's 1-Year Sharpe Ratio is 0.75.

MFF Capital Investments  (ASX:MFF) 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.

MFF Capital Investments 1-Year Sharpe Ratio Related Terms

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

For the Asset Management subindustry, MFF Capital Investments'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.

MFF Capital Investments 1-Year Sharpe Ratio vs Asset Management Industry

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

* The bar in red indicates where MFF Capital Investments's 1-Year Sharpe Ratio falls into.


ASX:MFF
44GF Score
MFF Capital Investments Ltd ASX:MFF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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MFF Capital Investments 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 0.75 mean?
MFF Capital Investments (ASX:MFF) has a 1-Year Sharpe Ratio of 0.75 as of Jul. 18, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for MFF Capital Investments and its competitors.
Is MFF Capital Investments' 1-Year Sharpe Ratio too high?
MFF Capital Investments' current 1-Year Sharpe Ratio is 0.75. Overall, MFF Capital Investments has a GF Score™ of 44/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does MFF Capital Investments' 1-Year Sharpe Ratio compare to BLK and BX?
MFF Capital Investments' 1-Year Sharpe Ratio of 0.75 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 MFF Capital Investments and its competitors. MFF Capital Investments's current 1-Year Sharpe Ratio is 0.75. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is MFF Capital Investments stock overvalued right now?
Based on GuruFocus' analysis, MFF Capital Investments (ASX:MFF) is currently considered Significantly Overvalued. The stock's GF Value™ is A$2.23, compared to a current price of A$5.17 — trading 131.8% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.75. MFF Capital Investments' overall GF Score™ is 44/100 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 MFF Capital Investments (ASX:MFF), the current 1-Year Sharpe Ratio is 0.75 as of Jul. 18, 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 MFF Capital Investments (ASX:MFF) Overvalued in 2026?

Based on GuruFocus' analysis, MFF Capital Investments stock appears to be overvalued. The current stock price of A$5.17 is trading 131.8% above its estimated GF Value™ of A$2.23. GuruFocus considers MFF Capital Investments to be Significantly Overvalued.

Key valuation signals for ASX:MFF:

  • 1-Year Sharpe Ratio: 0.75
  • GF Value™: A$2.23 vs. price of A$5.17 (131.8% above fair value)
  • GF Score™: 44/100 with 3 warning signs

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

MFF Capital Investments Business Description

Address 25 Martin Place, Level 36, Sydney, NSW, AUS, 2000
MFF Capital Investments Ltd is an asset management company. The company invests in a minimum of twenty exchange-listed international and Australian companies. The company's investments are managed on a single portfolio basis, and in one business segment being equity investment, and in one geographic segment, Australia. The investment objective of the firm is to maximize compound risk-adjusted after-tax returns for shareholders by identifying and investing in a minimum of 20 stock exchange listed international and Australian companies with a focus upon those assessed to have attractive business characteristics at a discount to their assessed intrinsic values.
44GF Score

Get the complete analysis for ASX:MFF

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

A$5.17
Price
A$2.23
GF Value