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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 (2026-08-22), CITIC Resources Holdings's 1-Year Sharpe Ratio is 0.64.
CITIC Resources Holdings (OTCPK:CTJHF) 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.
CITIC Resources Holdings 1-Year Sharpe Ratio Related Terms
CITIC Resources Holdings 1-Year Sharpe Ratio Competitor Comparison
For the Oil & Gas Refining & Marketing subindustry, CITIC Resources Holdings'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.
CITIC Resources Holdings 1-Year Sharpe Ratio vs Oil & Gas Industry
For the Oil & Gas industry and Energy sector, CITIC Resources Holdings's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where CITIC Resources Holdings's 1-Year Sharpe Ratio falls into.
CITIC Resources Holdings 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.
CITIC Resources Holdings (CTJHF) has a 1-Year Sharpe Ratio of 0.64 as of Aug. 22, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for CITIC Resources Holdings and its competitors.
Is CITIC Resources Holdings' 1-Year Sharpe Ratio too high?
CITIC Resources Holdings' current 1-Year Sharpe Ratio is 0.64. Overall, CITIC Resources Holdings has a GF Score™ of 80/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does CITIC Resources Holdings' 1-Year Sharpe Ratio compare to competitors?
CITIC Resources Holdings' 1-Year Sharpe Ratio of 0.64 can be compared against companies in the Oil & Gas 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 an Oil & Gas company?
A good 1-Year Sharpe Ratio depends on the Oil & Gas 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 CITIC Resources Holdings and its competitors. CITIC Resources Holdings's current 1-Year Sharpe Ratio is 0.64. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is CITIC Resources Holdings stock overvalued right now?
Based on GuruFocus' analysis, CITIC Resources Holdings (CTJHF) is currently considered Significantly Undervalued. The stock's GF Value™ is $0.11, compared to a current price of $0.05 — trading 54.5% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.64. CITIC Resources Holdings' overall GF Score™ is 80/100 with 4 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 CITIC Resources Holdings (CTJHF), the current 1-Year Sharpe Ratio is 0.64 as of Aug. 22, 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 CITIC Resources Holdings (CTJHF) Overvalued in 2026?
Based on GuruFocus' analysis, CITIC Resources Holdings stock appears to be undervalued.
The current stock price of $0.05 is trading 54.5% below its estimated GF Value™ of $0.11.
GuruFocus considers CITIC Resources Holdings to be Significantly Undervalued.
Key valuation signals for CTJHF:
1-Year Sharpe Ratio: 0.64
GF Value™: $0.11 vs. price of $0.05 (54.5% below fair value)
No single metric tells the full story. See the CTJHF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
CITIC Resources Holdings Ltd is a provider of strategic natural resources and key commodities. Its activities are the export of commodity products, including aluminum ingots, coal, iron ore, alumina, and copper; and the import of other commodity products and manufactured goods, including steel, vehicle, and industrial batteries. It has four operating segments; the Aluminum Smelting segment comprises the operation of the PAS which sources alumina and produces aluminum ingots in Australia, the Coal segment comprises the operation of coal mines and the sale of coal in Australia, the Import and Export of Commodities segment derives key revenue, comprises trading of crude oil and oil products around the world, and Crude Oil segment comprises the operation of oilfields and the sale of crude oil.
80GF Score
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