AXA (CHIX:CSP) 1-Year Sharpe Ratio : 1.12 (As of Jun. 13, 2025)

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What is AXA 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 (2025-06-13), AXA's 1-Year Sharpe Ratio is 1.12.

Competitive Comparison of AXA's 1-Year Sharpe Ratio

For the Insurance - Diversified subindustry, AXA'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.

AXA's 1-Year Sharpe Ratio Distribution in the Insurance Industry

For the Insurance industry and Financial Services sector, AXA's 1-Year Sharpe Ratio distribution charts can be found below:

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

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AXA 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.

AXA (CHIX:CSp) 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.

AXA 1-Year Sharpe Ratio Related Terms

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AXA Business Description

Industry

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Comparable Companies

Traded in Other Exchanges

AXAHY:USA AXAHF:USA AXAN:Mexico 1CS:Italy 0HAR:UK CS:France AXA:Germany CS:Austria

Address

25, Avenue Matignon, Paris, FRA, 75008

Website

https://www.axa.com

AXA's origins date back to Ancienne Mutuelle, which was one of the few insurers that remained after the creation of the French social security system. With the threat of nationalization, a merger took place between Drouot and AXA (still known as Mutuelles Unies in 1982) and later Présence. Ten years later, AXA acquired North American life insurer Equitable Holdings. This was a time of expansion as AXA also bought UAP, a French insurer. As markets crashed at the turn of the millennium, AXA decided to refocus its business and exited its stake in US investment bank Donaldson, Lufkin & Jenrette. A few years later the firm expanded again with the acquisition of Swiss insurer Winterthur. About five years ago, AXA started to reshape its portfolio to technical risks.

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