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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 (2026-08-16), China Citic Bank's 1-Year Sharpe Ratio is 0.16.
China Citic Bank (FRA:D7C) 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.
China Citic Bank 1-Year Sharpe Ratio Related Terms
China Citic Bank 1-Year Sharpe Ratio Competitor Comparison
For the Banks - Regional subindustry, China Citic Bank'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.
China Citic Bank 1-Year Sharpe Ratio vs Banks Industry
For the Banks industry and Financial Services sector, China Citic Bank's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where China Citic Bank'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.
China Citic Bank (FRA:D7C) has a 1-Year Sharpe Ratio of 0.16 as of Aug. 16, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for China Citic Bank and its competitors.
Is China Citic Bank's 1-Year Sharpe Ratio too high?
China Citic Bank's current 1-Year Sharpe Ratio is 0.16. Overall, China Citic Bank has a GF Score™ of 49/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does China Citic Bank's 1-Year Sharpe Ratio compare to competitors?
China Citic Bank's 1-Year Sharpe Ratio of 0.16 can be compared against companies in the Banks 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 Banks company?
A good 1-Year Sharpe Ratio depends on the Banks 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 China Citic Bank and its competitors. China Citic Bank's current 1-Year Sharpe Ratio is 0.16. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Citic Bank stock overvalued right now?
Based on GuruFocus' analysis, China Citic Bank (FRA:D7C) is currently considered Fairly Valued. The stock's GF Value™ is €0.75, compared to a current price of €0.79 — trading 4.7% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.16. China Citic Bank's overall GF Score™ is 49/100 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 China Citic Bank (FRA:D7C), the current 1-Year Sharpe Ratio is 0.16 as of Aug. 16, 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 China Citic Bank (FRA:D7C) Overvalued in 2026?
Based on GuruFocus' analysis, China Citic Bank stock appears to be overvalued.
The current stock price of €0.79 is trading 4.7% above its estimated GF Value™ of €0.75.
GuruFocus considers China Citic Bank to be Fairly Valued.
Key valuation signals for FRA:D7C:
1-Year Sharpe Ratio: 0.16
GF Value™: €0.75 vs. price of €0.79 (4.7% above fair value)
No single metric tells the full story. See the FRA:D7C stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China Citic Bank, headquartered in Beijing, ranks as China's ninth-largest commercial lender. The bank operates a nationwide network of 1,459 branches across 153 cities, supplemented by offshore presence in Hong Kong, Macao, New York, Los Angeles, and Singapore as of mid-2024. Founded in 1987, it serves as a core subsidiary of Citic Group, a premier state-owned conglomerate.
49GF Score
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