CNO Financial Group (FRA:COS) 1-Year Sharpe Ratio: 1.66 (As of Jul. 18, 2026)

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FRA:COS CNO Financial Group Inc FRA:COS
68 GF Score
Price €46.20
GF Value €34.31
! 8 Warning Signs
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What is CNO Financial Group 1-Year Sharpe Ratio?

CNO Financial Group FRA:COS +1.32% 68 1-Year Sharpe Ratio is 1.66 as of Jul. 18, 2026. GuruFocus rates FRA:COS with a GF Score™ of 68/100 and a GF Value™ of €34.31. The stock has 8 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 (2026-07-18), CNO Financial Group's 1-Year Sharpe Ratio is 1.66.

CNO Financial Group  (FRA:COS) 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.

CNO Financial Group 1-Year Sharpe Ratio Related Terms

FRA:COS vs BHF, GNW, FG: 1-Year Sharpe Ratio Comparison

For the Insurance - Life subindustry, CNO Financial Group'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.

CNO Financial Group 1-Year Sharpe Ratio vs Insurance Industry

For the Insurance industry and Financial Services sector, CNO Financial Group's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where CNO Financial Group's 1-Year Sharpe Ratio falls into.


FRA:COS
68GF Score
CNO Financial Group Inc FRA:COS
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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CNO Financial Group 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 1.66 mean?
CNO Financial Group (FRA:COS) has a 1-Year Sharpe Ratio of 1.66 as of Jul. 18, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for CNO Financial Group and its competitors.
Is CNO Financial Group's 1-Year Sharpe Ratio too high?
CNO Financial Group's current 1-Year Sharpe Ratio is 1.66. Overall, CNO Financial Group has a GF Score™ of 68/100, reflecting its overall financial health beyond just this single metric.
How does CNO Financial Group's 1-Year Sharpe Ratio compare to BHF and GNW?
CNO Financial Group's 1-Year Sharpe Ratio of 1.66 can be compared against companies in the Insurance 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 Insurance company?
A good 1-Year Sharpe Ratio depends on the Insurance 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 CNO Financial Group and its competitors. CNO Financial Group's current 1-Year Sharpe Ratio is 1.66. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is CNO Financial Group stock overvalued right now?
CNO Financial Group (FRA:COS) has a current 1-Year Sharpe Ratio of 1.66. The stock's GF Value™ is €34.31, compared to a current price of €46.20 — trading 34.7% above its estimated fair value. The current 1-Year Sharpe Ratio is 1.66. CNO Financial Group's overall GF Score™ is 68/100 with 8 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 CNO Financial Group (FRA:COS), the current 1-Year Sharpe Ratio is 1.66 as of Jul. 18, 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 CNO Financial Group (FRA:COS) Overvalued in 2026?

Based on GuruFocus' analysis, CNO Financial Group stock appears to be overvalued. The current stock price of €46.20 is trading 34.7% above its estimated GF Value™ of €34.31.

Key valuation signals for FRA:COS:

  • 1-Year Sharpe Ratio: 1.66
  • GF Value™: €34.31 vs. price of €46.20 (34.7% above fair value)
  • GF Score™: 68/100 with 8 warning signs

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

CNO Financial Group Business Description

Other Exchanges CNO:USA
Address 11299 Illinois Street, Carmel, IN, USA, 46032
CNO Financial Group Inc is a holding company for a group of insurance companies that develop, market and administer health insurance, annuity, individual life insurance and other insurance and financial services products. Consumers are served through the phone, online, mail, face-to-face with agents, or sales channels. The company's operating segments include annuity, health, and life insurance product lines as well as the investment and fee revenue segments. Maximum revenue is generated from the health product line segment. Annuity premiums account for the majority of the total premiums collected. Annuity products include fixed index annuities, traditional fixed-rate annuities, and single-premium immediate annuity products.
68GF Score

Get the complete analysis for FRA:COS

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

€46.20
Price
€34.31
GF Value