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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 (2026-08-07), Itau Unibanco Holding's 1-Year Sharpe Ratio is 0.92.
Itau Unibanco Holding (BSP:ITUB4) 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.
Itau Unibanco Holding 1-Year Sharpe Ratio Related Terms
Itau Unibanco Holding 1-Year Sharpe Ratio Competitor Comparison
For the Banks - Regional subindustry, Itau Unibanco Holding'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.
Itau Unibanco Holding 1-Year Sharpe Ratio vs Banks Industry
For the Banks industry and Financial Services sector, Itau Unibanco Holding's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Itau Unibanco Holding's 1-Year Sharpe Ratio falls into.
Itau Unibanco Holding 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.
Itau Unibanco Holding (BSP:ITUB4) has a 1-Year Sharpe Ratio of 0.92 as of Aug. 07, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Itau Unibanco Holding and its competitors.
Is Itau Unibanco Holding's 1-Year Sharpe Ratio too high?
Itau Unibanco Holding's current 1-Year Sharpe Ratio is 0.92. Overall, Itau Unibanco Holding has a GF Score™ of 67/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Itau Unibanco Holding's 1-Year Sharpe Ratio compare to competitors?
Itau Unibanco Holding's 1-Year Sharpe Ratio of 0.92 can be compared against companies in the Banks 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 Banks company?
A good 1-Year Sharpe Ratio depends on the Banks 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 Itau Unibanco Holding and its competitors. Itau Unibanco Holding's current 1-Year Sharpe Ratio is 0.92. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Itau Unibanco Holding stock overvalued right now?
Based on GuruFocus' analysis, Itau Unibanco Holding (BSP:ITUB4) is currently considered Significantly Overvalued. The stock's GF Value™ is R$28.45, compared to a current price of R$41.83 — trading 47% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.92. Itau Unibanco Holding's overall GF Score™ is 67/100 with 8 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 Itau Unibanco Holding (BSP:ITUB4), the current 1-Year Sharpe Ratio is 0.92 as of Aug. 07, 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 Itau Unibanco Holding (BSP:ITUB4) Overvalued in 2026?
Based on GuruFocus' analysis, Itau Unibanco Holding stock appears to be overvalued.
The current stock price of R$41.83 is trading 47% above its estimated GF Value™ of R$28.45.
GuruFocus considers Itau Unibanco Holding to be Significantly Overvalued.
Key valuation signals for BSP:ITUB4:
1-Year Sharpe Ratio: 0.92
GF Value™: R$28.45 vs. price of R$41.83 (47% above fair value)
No single metric tells the full story. See the BSP:ITUB4 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Itaú Unibanco is the largest privately held bank in Brazil, the result of the 2008 merger between Banco Itaú and Unibanco. In addition to Brazil, the bank has significant operations in Chile, Colombia, Argentina, Uruguay, and Paraguay. Itaú's commercial and consumer loans account for 35% and 43% of the bank's total loans, respectively, while foreign loans account for 22% of its portfolio as of the end of 2025. The bank also operates the fifth-largest insurer in Brazil and is the second-largest asset manager in the country, giving it broad reach over the Brazilian financial system.
67GF Score
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