EPSM (Epsium Enterprise) 1-Year Sharpe Ratio: -1.67 (As of Sep. 07, 2026)

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EPSM Epsium Enterprise Ltd EPSM
28 GF Score
Price $1.45
! 2 Warning Signs
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What is Epsium Enterprise 1-Year Sharpe Ratio?

Epsium Enterprise EPSM -0.68% 28 1-Year Sharpe Ratio is -1.67 as of Sep. 07, 2026. GuruFocus rates EPSM with a GF Score™ of 28/100. 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 (2026-09-07), Epsium Enterprise's 1-Year Sharpe Ratio is -1.67.

Epsium Enterprise  (NAS:EPSM) 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.

Epsium Enterprise 1-Year Sharpe Ratio Related Terms

EPSM vs MDWK, WVVI, AMSS: 1-Year Sharpe Ratio Comparison

For the Beverages - Wineries & Distilleries subindustry, Epsium Enterprise'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.

Epsium Enterprise 1-Year Sharpe Ratio vs Beverages - Alcoholic Industry

For the Beverages - Alcoholic industry and Consumer Defensive sector, Epsium Enterprise's 1-Year Sharpe Ratio distribution charts can be found below:

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


EPSM
28GF Score
Epsium Enterprise Ltd EPSM
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Epsium Enterprise 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 -1.67 mean?
Epsium Enterprise (EPSM) has a 1-Year Sharpe Ratio of -1.67 as of Sep. 07, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Epsium Enterprise and its competitors.
Is Epsium Enterprise's 1-Year Sharpe Ratio too high?
Epsium Enterprise's current 1-Year Sharpe Ratio is -1.67. Overall, Epsium Enterprise has a GF Score™ of 28/100, reflecting its overall financial health beyond just this single metric.
How does Epsium Enterprise's 1-Year Sharpe Ratio compare to MDWK and WVVI?
Epsium Enterprise's 1-Year Sharpe Ratio of -1.67 can be compared against companies in the Beverages - Alcoholic 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 Beverages - Alcoholic company?
A good 1-Year Sharpe Ratio depends on the Beverages - Alcoholic 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 Epsium Enterprise and its competitors. Epsium Enterprise's current 1-Year Sharpe Ratio is -1.67. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Epsium Enterprise stock overvalued right now?
Epsium Enterprise (EPSM) has a current 1-Year Sharpe Ratio of -1.67. The current 1-Year Sharpe Ratio is -1.67. Epsium Enterprise's overall GF Score™ is 28/100 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 Epsium Enterprise (EPSM), the current 1-Year Sharpe Ratio is -1.67 as of Sep. 07, 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.

Epsium Enterprise Business Description

Address c/o Companhia de Comercio Luz Limitada, Alameda Dr. Carlos Dassumpcao, Edf China Civil Plaza 235-243, 14 Andar P, Macau, MAC
Epsium Enterprise Ltd is a holding company and conducts business through its subsidiaries. It is engaged in import trading and wholesale selling of beverages in Macau. The company imports and sells a range of beverages, alcoholic beverages, and a small quantity of tea and fruit juice. The alcoholic beverages it sells include Chinese liquor, French cognac, Scottish whiskey, fine wine, Champagne, and other miscellaneous beverage alcohols.
28GF Score

Get the complete analysis for EPSM

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

$1.45
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