CJREF (Corus Entertainment) 1-Year Sharpe Ratio: -0.96 (As of Jul. 31, 2026)

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Director of Data and Quant Analytics at GuruFocus
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What is Corus Entertainment 1-Year Sharpe Ratio?

Corus Entertainment CJREF +16.53% 1-Year Sharpe Ratio is -0.96 as of Jul. 31, 2026. The stock has 7 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 (2026-07-31), Corus Entertainment's 1-Year Sharpe Ratio is -0.96.

Corus Entertainment  (OTCPK:CJREF) 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.

Corus Entertainment 1-Year Sharpe Ratio Related Terms

CJREF vs NFLX, DIS, WBD: 1-Year Sharpe Ratio Comparison

For the Entertainment subindustry, Corus Entertainment'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.

Corus Entertainment 1-Year Sharpe Ratio vs Media - Diversified Industry

For the Media - Diversified industry and Communication Services sector, Corus Entertainment's 1-Year Sharpe Ratio distribution charts can be found below:

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


Corus Entertainment 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 -0.96 mean?
Corus Entertainment (CJREF) has a 1-Year Sharpe Ratio of -0.96 as of Jul. 31, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Corus Entertainment and its competitors.
Is Corus Entertainment's 1-Year Sharpe Ratio too high?
Corus Entertainment's current 1-Year Sharpe Ratio is -0.96.
How does Corus Entertainment's 1-Year Sharpe Ratio compare to NFLX and DIS?
Corus Entertainment's 1-Year Sharpe Ratio of -0.96 can be compared against companies in the Media - Diversified 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 Media - Diversified company?
A good 1-Year Sharpe Ratio depends on the Media - Diversified 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 Corus Entertainment and its competitors. Corus Entertainment's current 1-Year Sharpe Ratio is -0.96. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Corus Entertainment stock overvalued right now?
Based on GuruFocus' analysis, Corus Entertainment (CJREF) is currently considered Possible Value Trap. The stock's GF Value™ is $0.06, compared to a current price of $0.03 — trading 51.8% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.96. 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 Corus Entertainment (CJREF), the current 1-Year Sharpe Ratio is -0.96 as of Jul. 31, 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.

Corus Entertainment Business Description

Address 25 Dockside Drive, Corus Quay, Toronto, ON, CAN, M5A 0B5
Corus Entertainment Inc is a media and content company that operates in the diversified media industry. The company has two business segments, which include Television, and Radio. The Television segment is comprised of its conventional television stations, streaming platforms, a social media digital agency, a social media creator network, technology, and media services. The Radio segment is comprised of several radio stations across Canada which are distributed through over-the-air, analog radio transmission, with additional delivery platforms including HD Radio, websites, podcasts, and mobile apps. The majority of the company's revenue is generated from the Television segment. Geographically, it derives key revenue from Canada and the rest from International markets.