Palace Capital (CHIX:PCAL) 1-Year Sharpe Ratio: -1.91 (As of Jul. 16, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Reviewed by: Charlie Tian Charlie Tian
Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

CHIX:PCAL Palace Capital PLC CHIX:PCAL
57 GF Score
Price £1.87
GF Value £1.45
Valuation Modestly Overvalued
! 6 Warning Signs
View Full Analysis

What is Palace Capital 1-Year Sharpe Ratio?

Palace Capital CHIX:PCAL +2.47% 57 1-Year Sharpe Ratio is -1.91 as of Jul. 16, 2026. GuruFocus rates CHIX:PCAL with a GF Score™ of 57/100 and a GF Value™ of £1.45 (Modestly Overvalued). The stock has 6 warning signs investors should review.

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 (2026-07-16), Palace Capital's 1-Year Sharpe Ratio is -1.91.

Palace Capital  (CHIX:PCAl) 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.

Palace Capital 1-Year Sharpe Ratio Related Terms

CHIX:PCAL vs VICI, WPC, BNL: 1-Year Sharpe Ratio Comparison

For the REIT - Diversified subindustry, Palace Capital'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.

Palace Capital 1-Year Sharpe Ratio vs REITs Industry

For the REITs industry and Real Estate sector, Palace Capital's 1-Year Sharpe Ratio distribution charts can be found below:

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


CHIX:PCAL
57GF Score
Palace Capital PLC CHIX:PCAL
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Palace Capital 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.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -1.91 mean?
Palace Capital (CHIX:PCAL) has a 1-Year Sharpe Ratio of -1.91 as of Jul. 16, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Palace Capital and its competitors.
Is Palace Capital's 1-Year Sharpe Ratio too high?
Palace Capital's current 1-Year Sharpe Ratio is -1.91. Overall, Palace Capital has a GF Score™ of 57/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Palace Capital's 1-Year Sharpe Ratio compare to VICI and WPC?
Palace Capital's 1-Year Sharpe Ratio of -1.91 can be compared against companies in the REITs 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 REITs company?
A good 1-Year Sharpe Ratio depends on the REITs 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 Palace Capital and its competitors. Palace Capital's current 1-Year Sharpe Ratio is -1.91. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Palace Capital stock overvalued right now?
Based on GuruFocus' analysis, Palace Capital (CHIX:PCAL) is currently considered Modestly Overvalued. The stock's GF Value™ is £1.45, compared to a current price of £1.87 — trading 28.6% above its estimated fair value. The current 1-Year Sharpe Ratio is -1.91. Palace Capital's overall GF Score™ is 57/100 with 6 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 Palace Capital (CHIX:PCAL), the current 1-Year Sharpe Ratio is -1.91 as of Jul. 16, 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 Palace Capital (CHIX:PCAL) Overvalued in 2026?

Based on GuruFocus' analysis, Palace Capital stock appears to be overvalued. The current stock price of £1.87 is trading 28.6% above its estimated GF Value™ of £1.45. GuruFocus considers Palace Capital to be Modestly Overvalued.

Key valuation signals for CHIX:PCAL:

  • 1-Year Sharpe Ratio: -1.91
  • GF Value™: £1.45 vs. price of £1.87 (28.6% above fair value)
  • GF Score™: 57/100 with 6 warning signs

No single metric tells the full story. See the CHIX:PCAL stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Palace Capital Business Description

Industry Real EstateREITs
Other Exchanges PCA:UK
Address 84 Eccleston Square, Thomas House, London, GBR, SW1V 1PX
Palace Capital PLC is a property investment company. The Company's principal activity is to invest in commercial real estate in the UK. Its portfolio includes investment properties throughout England, predominantly regional investments outside London, and a diverse portfolio of commercial buildings. The company generates revenue in the form of property income and represents the value of accrued charges under operating leases for rental of the Group's investment properties. Its only reportable segment is an Investment property. The company's properties include Hudson House, York; Fraser House, Staines, Milton Keynes, and Midsummer Boulevard.
57GF Score

Get the complete analysis for CHIX:PCAL

1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

£1.87
Price
£1.45
GF Value