DTCKF (Davis Commodities) 1-Year Sharpe Ratio: -0.53 (As of Aug. 01, 2026)

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DTCKF Davis Commodities Ltd DTCKF
24 GF Score
Price $1.01
! 2 Warning Signs
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What is Davis Commodities 1-Year Sharpe Ratio?

Davis Commodities DTCKF +1.00% 24 1-Year Sharpe Ratio is -0.53 as of Aug. 01, 2026. GuruFocus rates DTCKF with a GF Score™ of 24/100. The stock has 2 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 (2026-08-01), Davis Commodities's 1-Year Sharpe Ratio is -0.53.

Davis Commodities  (OTCPK:DTCKF) 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.

Davis Commodities 1-Year Sharpe Ratio Related Terms

DTCKF vs EDBL, SHMP, AQB: 1-Year Sharpe Ratio Comparison

For the Farm Products subindustry, Davis Commodities'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.

Davis Commodities 1-Year Sharpe Ratio vs Consumer Packaged Goods Industry

For the Consumer Packaged Goods industry and Consumer Defensive sector, Davis Commodities's 1-Year Sharpe Ratio distribution charts can be found below:

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


DTCKF
24GF Score
Davis Commodities Ltd DTCKF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Davis Commodities 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 -0.53 mean?
Davis Commodities (DTCKF) has a 1-Year Sharpe Ratio of -0.53 as of Aug. 01, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Davis Commodities and its competitors.
Is Davis Commodities' 1-Year Sharpe Ratio too high?
Davis Commodities' current 1-Year Sharpe Ratio is -0.53. Overall, Davis Commodities has a GF Score™ of 24/100, reflecting its overall financial health beyond just this single metric.
How does Davis Commodities' 1-Year Sharpe Ratio compare to EDBL and SHMP?
Davis Commodities' 1-Year Sharpe Ratio of -0.53 can be compared against companies in the Consumer Packaged Goods 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 Consumer Packaged Goods company?
A good 1-Year Sharpe Ratio depends on the Consumer Packaged Goods 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 Davis Commodities and its competitors. Davis Commodities's current 1-Year Sharpe Ratio is -0.53. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Davis Commodities stock overvalued right now?
Davis Commodities (DTCKF) has a current 1-Year Sharpe Ratio of -0.53. The current 1-Year Sharpe Ratio is -0.53. Davis Commodities' overall GF Score™ is 24/100 with 2 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 Davis Commodities (DTCKF), the current 1-Year Sharpe Ratio is -0.53 as of Aug. 01, 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.

Davis Commodities Business Description

Address 10 Bukit Batok Crescent, No. 10-01, The Spire, Singapore, SGP, 658079
Davis Commodities Ltd is an agricultural commodity trading company based in Singapore, which specializes in the trading of three main categories of agricultural commodities, namely sugar, rice, and oil and fat products. It distributes agricultural commodities to various markets, including Asia, Africa, and the Middle East. The company also provides customers of commodity offerings with complementary, ancillary services such as warehouse handling and storage, and logistics services. The Company operates across four main segments: the sale of sugar, rice, oil, and fat products, and others. Among these, the sale of sugar stands out as the primary revenue generator, contributing significantly to the company's overall income.
24GF Score

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

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