EUZOF (Eurazeo SE) 1-Year Sharpe Ratio: -1.30 (As of Jul. 09, 2026)


EUZOF Eurazeo SE EUZOF
64 GF Score
Price $46.00
GF Value $76.17
Valuation Possible Value Trap
! 6 Warning Signs
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What is Eurazeo SE 1-Year Sharpe Ratio?

Eurazeo SE EUZOF 64 1-Year Sharpe Ratio is -1.30 as of Jul. 09, 2026. GuruFocus rates EUZOF with a GF Score™ of 64/100 and a GF Value™ of $76.17 (Possible Value Trap). 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 (2026-07-09), Eurazeo SE's 1-Year Sharpe Ratio is -1.30.

Eurazeo SE  (OTCPK:EUZOF) 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.

Eurazeo SE 1-Year Sharpe Ratio Related Terms

EUZOF vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Eurazeo SE'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.

Eurazeo SE 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Eurazeo SE's 1-Year Sharpe Ratio distribution charts can be found below:

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


EUZOF
64GF Score
Eurazeo SE EUZOF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Eurazeo SE 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 -1.30 mean?
Eurazeo SE (EUZOF) has a 1-Year Sharpe Ratio of -1.30 as of Jul. 09, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Eurazeo SE and its competitors.
Is Eurazeo SE's 1-Year Sharpe Ratio too high?
Eurazeo SE's current 1-Year Sharpe Ratio is -1.30. Overall, Eurazeo SE has a GF Score™ of 64/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Eurazeo SE's 1-Year Sharpe Ratio compare to BLK and BX?
Eurazeo SE's 1-Year Sharpe Ratio of -1.30 can be compared against companies in the Asset Management 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 Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management 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 Eurazeo SE and its competitors. Eurazeo SE's current 1-Year Sharpe Ratio is -1.30. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Eurazeo SE stock overvalued right now?
Based on GuruFocus' analysis, Eurazeo SE (EUZOF) is currently considered Possible Value Trap. The stock's GF Value™ is $76.17, compared to a current price of $46.00 — trading 39.6% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.30. Eurazeo SE's overall GF Score™ is 64/100 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 Eurazeo SE (EUZOF), the current 1-Year Sharpe Ratio is -1.30 as of Jul. 09, 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 Eurazeo SE (EUZOF) Overvalued in 2026?

Based on GuruFocus' analysis, Eurazeo SE stock appears to be undervalued. The current stock price of $46.00 is trading 39.6% below its estimated GF Value™ of $76.17. GuruFocus considers Eurazeo SE to be Possible Value Trap.

Key valuation signals for EUZOF:

  • 1-Year Sharpe Ratio: -1.30
  • GF Value™: $76.17 vs. price of $46.00 (39.6% below fair value)
  • GF Score™: 64/100 with 6 warning signs

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

Eurazeo SE Business Description

Address 1, Rue Georges Berger, 17th District, Paris, FRA, 75017
Eurazeo SE is an investment holding company operating as a conglomerate of four private equity segments. The company makes investments across a diverse array of industries and asset sizes, mostly in Europe. Eurazeo Capital, the company's greatest revenue contributor, makes investments in medium and large-sized companies above a certain asset threshold. Its other divisions consist of investments in small- and medium-sized companies, provide growth capital to smaller-sized enterprises, and make investments in real assets. The company is increasingly expanding into the Chinese, Brazilian, and American markets. Eurazeo measures performance by changes in net asset value.
64GF Score

Get the complete analysis for EUZOF

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

$46.00
Price
$76.17
GF Value