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Basf SE (CHIX:BASD) 1-Year Sharpe Ratio : -0.72 (As of Jun. 18, 2025)


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What is Basf SE 1-Year Sharpe Ratio?

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 (2025-06-18), Basf SE's 1-Year Sharpe Ratio is -0.72.


Competitive Comparison of Basf SE's 1-Year Sharpe Ratio

For the Chemicals subindustry, Basf SE'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.


Basf SE's 1-Year Sharpe Ratio Distribution in the Chemicals Industry

For the Chemicals industry and Basic Materials sector, Basf SE's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Basf SE's 1-Year Sharpe Ratio falls into.


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Basf SE 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.


Basf SE  (CHIX:BASd) 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.


Basf SE 1-Year Sharpe Ratio Related Terms

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Basf SE Business Description

Address
Carl-Bosch-Strasse 38, Ludwigshafen am Rhein, DEU, 67056
Founded in 1865 and based in Germany, BASF is the world's largest chemical company, with products spanning the full chemical spectrum of commodity to specialty. In addition, the company is a strong player in agricultural crop protection chemicals and emissions control catalysts for cars and trucks. Given its sheer size, BASF has a top-three market position in approximately 70% of its businesses. The company is undergoing a transformation where it will divest the surface technologies and agricultural solutions businesses over the next several years. These two segments combine to generate nearly 35% of total revenue.

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