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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 (2026-08-04), Nelly Group AB's 1-Year Sharpe Ratio is 0.35.
Nelly Group AB (FRA:CD20) 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.
Nelly Group AB 1-Year Sharpe Ratio Related Terms
FRA:CD20 vs TJX, ROST, BURL: 1-Year Sharpe Ratio Comparison
For the Apparel Retail subindustry, Nelly Group AB'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.
Nelly Group AB 1-Year Sharpe Ratio vs Retail - Cyclical Industry
For the Retail - Cyclical industry and Consumer Cyclical sector, Nelly Group AB's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Nelly Group AB's 1-Year Sharpe Ratio falls into.
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.
Nelly Group AB (FRA:CD20) has a 1-Year Sharpe Ratio of 0.35 as of Aug. 04, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Nelly Group AB and its competitors.
Is Nelly Group AB's 1-Year Sharpe Ratio too high?
Nelly Group AB's current 1-Year Sharpe Ratio is 0.35. Overall, Nelly Group AB has a GF Score™ of 63/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Nelly Group AB's 1-Year Sharpe Ratio compare to TJX and ROST?
Nelly Group AB's 1-Year Sharpe Ratio of 0.35 can be compared against companies in the Retail - Cyclical 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 Retail - Cyclical company?
A good 1-Year Sharpe Ratio depends on the Retail - Cyclical 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 Nelly Group AB and its competitors. Nelly Group AB's current 1-Year Sharpe Ratio is 0.35. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Nelly Group AB stock overvalued right now?
Based on GuruFocus' analysis, Nelly Group AB (FRA:CD20) is currently considered Fairly Valued. The stock's GF Value™ is €3.08, compared to a current price of €3.26 — trading 5.8% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.35. Nelly Group AB's overall GF Score™ is 63/100 with 3 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 Nelly Group AB (FRA:CD20), the current 1-Year Sharpe Ratio is 0.35 as of Aug. 04, 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 Nelly Group AB (FRA:CD20) Overvalued in 2026?
Based on GuruFocus' analysis, Nelly Group AB stock appears to be overvalued.
The current stock price of €3.26 is trading 5.8% above its estimated GF Value™ of €3.08.
GuruFocus considers Nelly Group AB to be Fairly Valued.
Key valuation signals for FRA:CD20:
1-Year Sharpe Ratio: 0.35
GF Value™: €3.08 vs. price of €3.26 (5.8% above fair value)
No single metric tells the full story. See the FRA:CD20 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Nelly Group AB is active in the retail industry. The company offers a wide range of fashion and accessories to mainly young women in the Nordic region. At the core is the own brand Nelly, which is marketed and sold in combination with a well-composed portfolio of external brands. The company sells directly to its target group via digital customers, mainly Nelly.com. Geographically, the company generates a majority of its revenue from Sweden, and the rest from Other Nordic regions, and the Rest of the world.
63GF Score
Get the complete analysis for FRA:CD20
1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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