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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 (2026-08-06), ZTO Express (Cayman)'s 1-Year Sharpe Ratio is 0.31.
ZTO Express (Cayman) (BSP:Z1TO34) 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.
ZTO Express (Cayman) 1-Year Sharpe Ratio Related Terms
BSP:Z1TO34 vs CHRW, EXPD, FDXF: 1-Year Sharpe Ratio Comparison
For the Integrated Freight & Logistics subindustry, ZTO Express (Cayman)'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.
ZTO Express (Cayman) 1-Year Sharpe Ratio vs Transportation Industry
For the Transportation industry and Industrials sector, ZTO Express (Cayman)'s 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where ZTO Express (Cayman)'s 1-Year Sharpe Ratio falls into.
ZTO Express (Cayman) 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.
ZTO Express (Cayman) (BSP:Z1TO34) has a 1-Year Sharpe Ratio of 0.31 as of Aug. 06, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for ZTO Express (Cayman) and its competitors.
Is ZTO Express (Cayman)'s 1-Year Sharpe Ratio too high?
ZTO Express (Cayman)'s current 1-Year Sharpe Ratio is 0.31. Overall, ZTO Express (Cayman) has a GF Score™ of 95/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does ZTO Express (Cayman)'s 1-Year Sharpe Ratio compare to CHRW and EXPD?
ZTO Express (Cayman)'s 1-Year Sharpe Ratio of 0.31 can be compared against companies in the Transportation 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 Transportation company?
A good 1-Year Sharpe Ratio depends on the Transportation 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 ZTO Express (Cayman) and its competitors. ZTO Express (Cayman)'s current 1-Year Sharpe Ratio is 0.31. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is ZTO Express (Cayman) stock overvalued right now?
Based on GuruFocus' analysis, ZTO Express (Cayman) (BSP:Z1TO34) is currently considered Modestly Undervalued. The stock's GF Value™ is R$37.20, compared to a current price of R$30.54 — trading 17.9% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.31. ZTO Express (Cayman)'s overall GF Score™ is 95/100 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 ZTO Express (Cayman) (BSP:Z1TO34), the current 1-Year Sharpe Ratio is 0.31 as of Aug. 06, 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 ZTO Express (Cayman) (BSP:Z1TO34) Overvalued in 2026?
Based on GuruFocus' analysis, ZTO Express (Cayman) stock appears to be undervalued.
The current stock price of R$30.54 is trading 17.9% below its estimated GF Value™ of R$37.20.
GuruFocus considers ZTO Express (Cayman) to be Modestly Undervalued.
Key valuation signals for BSP:Z1TO34:
1-Year Sharpe Ratio: 0.31
GF Value™: R$37.20 vs. price of R$30.54 (17.9% below fair value)
No single metric tells the full story. See the BSP:Z1TO34 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
ZTO Express is China's largest express delivery company by parcel volume, with a volume share of 19.4% in 2024. It operates a network partner model where it provides line-haul transportation and sorting services, while its local network partners provide first-mile pickup and last-mile delivery services under the ZTO brand name. Headquartered in Shanghai, the company was founded in 2002 by Meisong Lai, who remains chair, CEO, and its major shareholder with 78% voting rights as of March 31, 2025. ZTO's strategic shareholder is leading China e-commerce company Alibaba Group with around an 8.9% interest.
95GF Score
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