Coca-Cola FemsaB de CV (FRA:CFSL) 1-Year Sharpe Ratio: 0.67 (As of Jul. 19, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Reviewed by: Charlie Tian Charlie Tian
Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

FRA:CFSL Coca-Cola Femsa SAB de CV FRA:CFSL
68 GF Score
Price €88.80
GF Value €12.53
Valuation Significantly Overvalued
! 5 Warning Signs
View Full Analysis

What is Coca-Cola FemsaB de CV 1-Year Sharpe Ratio?

Coca-Cola FemsaB de CV FRA:CFSL +1.14% 68 1-Year Sharpe Ratio is 0.67 as of Jul. 19, 2026. GuruFocus rates FRA:CFSL with a GF Score™ of 68/100 and a GF Value™ of €12.53 (Significantly Overvalued). The stock has 5 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 (2026-07-19), Coca-Cola FemsaB de CV's 1-Year Sharpe Ratio is 0.67.

Coca-Cola FemsaB de CV  (FRA:CFSL) 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.

Coca-Cola FemsaB de CV 1-Year Sharpe Ratio Related Terms

FRA:CFSL vs COKE, PRMB, CELH: 1-Year Sharpe Ratio Comparison

For the Beverages - Non-Alcoholic subindustry, Coca-Cola FemsaB de CV'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.

Coca-Cola FemsaB de CV 1-Year Sharpe Ratio vs Beverages - Non-Alcoholic Industry

For the Beverages - Non-Alcoholic industry and Consumer Defensive sector, Coca-Cola FemsaB de CV's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Coca-Cola FemsaB de CV's 1-Year Sharpe Ratio falls into.


FRA:CFSL
68GF Score
Coca-Cola Femsa SAB de CV FRA:CFSL
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Coca-Cola FemsaB de CV 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 0.67 mean?
Coca-Cola FemsaB de CV (FRA:CFSL) has a 1-Year Sharpe Ratio of 0.67 as of Jul. 19, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Coca-Cola FemsaB de CV and its competitors.
Is Coca-Cola FemsaB de CV's 1-Year Sharpe Ratio too high?
Coca-Cola FemsaB de CV's current 1-Year Sharpe Ratio is 0.67. Overall, Coca-Cola FemsaB de CV has a GF Score™ of 68/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Coca-Cola FemsaB de CV's 1-Year Sharpe Ratio compare to COKE and PRMB?
Coca-Cola FemsaB de CV's 1-Year Sharpe Ratio of 0.67 can be compared against companies in the Beverages - Non-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 - Non-Alcoholic company?
A good 1-Year Sharpe Ratio depends on the Beverages - Non-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 Coca-Cola FemsaB de CV and its competitors. Coca-Cola FemsaB de CV's current 1-Year Sharpe Ratio is 0.67. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Coca-Cola FemsaB de CV stock overvalued right now?
Based on GuruFocus' analysis, Coca-Cola FemsaB de CV (FRA:CFSL) is currently considered Significantly Overvalued. The stock's GF Value™ is €12.53, compared to a current price of €88.80 — trading 608.7% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.67. Coca-Cola FemsaB de CV's overall GF Score™ is 68/100 with 5 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 Coca-Cola FemsaB de CV (FRA:CFSL), the current 1-Year Sharpe Ratio is 0.67 as of Jul. 19, 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 Coca-Cola FemsaB de CV (FRA:CFSL) Overvalued in 2026?

Based on GuruFocus' analysis, Coca-Cola FemsaB de CV stock appears to be overvalued. The current stock price of €88.80 is trading 608.7% above its estimated GF Value™ of €12.53. GuruFocus considers Coca-Cola FemsaB de CV to be Significantly Overvalued.

Key valuation signals for FRA:CFSL:

  • 1-Year Sharpe Ratio: 0.67
  • GF Value™: €12.53 vs. price of €88.80 (608.7% above fair value)
  • GF Score™: 68/100 with 5 warning signs

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

Coca-Cola FemsaB de CV Business Description

Address Mario Pani No. 100, Santa Fe Cuajimalpa, Cuajimalpa de Morelos, Ciudad de Mexico, DF, MEX, 05348
Coca-Cola Femsa, a subsidiary of Femsa, is the largest franchise bottler of Coca-Cola in volume terms. The company purchases beverage concentrates and syrup from Coca-Cola, which it then processes and packages for distribution through modern trade, traditional trade, and the on-premises channel. Mexico and Brazil make up 80% of the total volume and sales, with the rest from other Central and South American countries, including Panama, Guatemala, Uruguay, and Argentina. Femsa and Coca-Cola hold 47% and 28% economic interests in Coca-Cola Femsa through nonpublicly traded A and D shares, respectively, while controlling 56% and 33% of the voting power.
68GF Score

Get the complete analysis for FRA:CFSL

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

€88.80
Price
€12.53
GF Value