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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 (2026-07-31), Big 5 Sporting Goods's 1-Year Sharpe Ratio is -0.07.
Big 5 Sporting Goods (NAS:BGFV) 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.
Big 5 Sporting Goods 1-Year Sharpe Ratio Related Terms
BGFV vs JBDI, TLF, RECT: 1-Year Sharpe Ratio Comparison
For the Specialty Retail subindustry, Big 5 Sporting Goods'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.
Big 5 Sporting Goods 1-Year Sharpe Ratio vs Retail - Cyclical Industry
For the Retail - Cyclical industry and Consumer Cyclical sector, Big 5 Sporting Goods's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Big 5 Sporting Goods's 1-Year Sharpe Ratio falls into.
Big 5 Sporting Goods 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.
Big 5 Sporting Goods (BGFV) has a 1-Year Sharpe Ratio of -0.07 as of Jul. 31, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Big 5 Sporting Goods and its competitors.
Is Big 5 Sporting Goods' 1-Year Sharpe Ratio too high?
Big 5 Sporting Goods' current 1-Year Sharpe Ratio is -0.07. Overall, Big 5 Sporting Goods has a GF Score™ of 16/100, reflecting its overall financial health beyond just this single metric.
How does Big 5 Sporting Goods' 1-Year Sharpe Ratio compare to JBDI and TLF?
Big 5 Sporting Goods' 1-Year Sharpe Ratio of -0.07 can be compared against companies in the Retail - Cyclical 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 Retail - Cyclical company?
A good 1-Year Sharpe Ratio depends on the Retail - Cyclical 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 Big 5 Sporting Goods and its competitors. Big 5 Sporting Goods's current 1-Year Sharpe Ratio is -0.07. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Big 5 Sporting Goods stock overvalued right now?
Big 5 Sporting Goods (BGFV) has a current 1-Year Sharpe Ratio of -0.07. The current 1-Year Sharpe Ratio is -0.07. Big 5 Sporting Goods' overall GF Score™ is 16/100. 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 Big 5 Sporting Goods (BGFV), the current 1-Year Sharpe Ratio is -0.07 as of Jul. 31, 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.
Big 5 Sporting Goods Corp is a specialty retailer company that is principally engaged in the sale of sporting goods in the Western United States. Its product mix includes athletic shoes, apparel, and accessories, as well as a broad selection of outdoor and athletic equipment for team sports, fitness, camping, hunting, fishing, tennis, golf, winter and summer recreation and roller sports. The company operates solely as a sporting goods retailer, which includes both its retail stores and an e-commerce platform. The company operates a distribution center located in Riverside, California, that services all of its stores and e-commerce platform.
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