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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 (2026-08-03), Chugai Pharmaceutical Co's 1-Year Sharpe Ratio is -0.11.
Chugai Pharmaceutical Co (OTCPK:CHGCF) 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.
Chugai Pharmaceutical Co 1-Year Sharpe Ratio Related Terms
CHGCF vs LLY, JNJ, ABBV: 1-Year Sharpe Ratio Comparison
For the Drug Manufacturers - General subindustry, Chugai Pharmaceutical Co'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.
Chugai Pharmaceutical Co 1-Year Sharpe Ratio vs Drug Manufacturers Industry
For the Drug Manufacturers industry and Healthcare sector, Chugai Pharmaceutical Co's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Chugai Pharmaceutical Co's 1-Year Sharpe Ratio falls into.
Chugai Pharmaceutical Co 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.
Chugai Pharmaceutical Co (CHGCF) has a 1-Year Sharpe Ratio of -0.11 as of Aug. 03, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chugai Pharmaceutical Co and its competitors.
Is Chugai Pharmaceutical Co's 1-Year Sharpe Ratio too high?
Chugai Pharmaceutical Co's current 1-Year Sharpe Ratio is -0.11. Overall, Chugai Pharmaceutical Co has a GF Score™ of 85/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Chugai Pharmaceutical Co's 1-Year Sharpe Ratio compare to LLY and JNJ?
Chugai Pharmaceutical Co's 1-Year Sharpe Ratio of -0.11 can be compared against companies in the Drug Manufacturers 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 Drug Manufacturers company?
A good 1-Year Sharpe Ratio depends on the Drug Manufacturers 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 Chugai Pharmaceutical Co and its competitors. Chugai Pharmaceutical Co's current 1-Year Sharpe Ratio is -0.11. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Chugai Pharmaceutical Co stock overvalued right now?
Based on GuruFocus' analysis, Chugai Pharmaceutical Co (CHGCF) is currently considered Modestly Undervalued. The stock's GF Value™ is $47.50, compared to a current price of $42.29 — trading 11% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.11. Chugai Pharmaceutical Co's overall GF Score™ is 85/100 with 1 warning sign 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 Chugai Pharmaceutical Co (CHGCF), the current 1-Year Sharpe Ratio is -0.11 as of Aug. 03, 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 Chugai Pharmaceutical Co (CHGCF) Overvalued in 2026?
Based on GuruFocus' analysis, Chugai Pharmaceutical Co stock appears to be undervalued.
The current stock price of $42.29 is trading 11% below its estimated GF Value™ of $47.50.
GuruFocus considers Chugai Pharmaceutical Co to be Modestly Undervalued.
Key valuation signals for CHGCF:
1-Year Sharpe Ratio: -0.11
GF Value™: $47.50 vs. price of $42.29 (11% below fair value)
No single metric tells the full story. See the CHGCF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Chugai Pharmaceutical is a Japanese drug developer and subsidiary of Roche Holding, which owns roughly 60% of the company. Founded in 1925, Chugai deals primarily in the Japanese market, where it generates roughly half of its revenue. It has been the leader in Japan's oncology market for the past decade, largely due to drugs licensed from its parent's portfolio. The company also develops its own innovative medicines. It is an industry leader in antibody technology with several flagship therapies, including Hemlibra (hemophilia), Actemra (rheumatoid arthritis, covid), Foundayo (oral obesity pill), and Nemluvio (atopic dermatitis, prurigo nodularis).
85GF Score
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