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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 (2026-07-24), Dunelm Group's 1-Year Sharpe Ratio is -1.15.
Dunelm Group (FRA:DFQ) 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.
Dunelm Group 1-Year Sharpe Ratio Related Terms
FRA:DFQ vs CASY, WSM, DKS: 1-Year Sharpe Ratio Comparison
For the Specialty Retail subindustry, Dunelm 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.
Dunelm Group 1-Year Sharpe Ratio vs Retail - Cyclical Industry
For the Retail - Cyclical industry and Consumer Cyclical sector, Dunelm Group's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Dunelm Group'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.
Dunelm Group (FRA:DFQ) has a 1-Year Sharpe Ratio of -1.15 as of Jul. 24, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Dunelm Group and its competitors.
Is Dunelm Group's 1-Year Sharpe Ratio too high?
Dunelm Group's current 1-Year Sharpe Ratio is -1.15. Overall, Dunelm Group has a GF Score™ of 84/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Dunelm Group's 1-Year Sharpe Ratio compare to CASY and WSM?
Dunelm Group's 1-Year Sharpe Ratio of -1.15 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 Dunelm Group and its competitors. Dunelm Group's current 1-Year Sharpe Ratio is -1.15. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Dunelm Group stock overvalued right now?
Based on GuruFocus' analysis, Dunelm Group (FRA:DFQ) is currently considered Modestly Undervalued. The stock's GF Value™ is €13.62, compared to a current price of €10.00 — trading 26.6% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.15. Dunelm Group's overall GF Score™ is 84/100 with 4 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 Dunelm Group (FRA:DFQ), the current 1-Year Sharpe Ratio is -1.15 as of Jul. 24, 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 Dunelm Group (FRA:DFQ) Overvalued in 2026?
Based on GuruFocus' analysis, Dunelm Group stock appears to be undervalued.
The current stock price of €10.00 is trading 26.6% below its estimated GF Value™ of €13.62.
GuruFocus considers Dunelm Group to be Modestly Undervalued.
Key valuation signals for FRA:DFQ:
1-Year Sharpe Ratio: -1.15
GF Value™: €13.62 vs. price of €10.00 (26.6% below fair value)
No single metric tells the full story. See the FRA:DFQ stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Dunelm Group PLC is a UK home-furnishing retailer. The company operates superstores, high street stores, and multichannel retail formats, such as online and telephone ordering. The diverse product offering ranges from textiles, such as bedding, curtains, cushions, quilts, and pillows, to kitchenware and dining. The products have exclusive designs and are sold under premium brands such as Dorma. Dunelm offers customers high-quality products in a broad price spectrum, supported by customer service and support. The group has one reportable segment, which is the operations to enable the retail of homewares in the UK and Ireland.
84GF Score
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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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