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.
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.
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 (2026-07-30), Denka Co's 1-Year Sharpe Ratio is 2.11.
Denka Co (FRA:DIK) 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.
Denka Co 1-Year Sharpe Ratio Related Terms
FRA:DIK vs DOW: 1-Year Sharpe Ratio Comparison
For the Chemicals subindustry, Denka Co'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.
Denka Co 1-Year Sharpe Ratio vs Chemicals Industry
For the Chemicals industry and Basic Materials sector, Denka Co's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Denka Co'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.
Denka Co (FRA:DIK) has a 1-Year Sharpe Ratio of 2.11 as of Jul. 30, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Denka Co and its competitors.
Is Denka Co's 1-Year Sharpe Ratio too high?
Denka Co's current 1-Year Sharpe Ratio is 2.11. Overall, Denka Co has a GF Score™ of 66/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Denka Co's 1-Year Sharpe Ratio compare to DOW?
Denka Co's 1-Year Sharpe Ratio of 2.11 can be compared against companies in the Chemicals 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 Chemicals company?
A good 1-Year Sharpe Ratio depends on the Chemicals 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 Denka Co and its competitors. Denka Co's current 1-Year Sharpe Ratio is 2.11. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Denka Co stock overvalued right now?
Based on GuruFocus' analysis, Denka Co (FRA:DIK) is currently considered Significantly Overvalued. The stock's GF Value™ is €12.32, compared to a current price of €16.90 — trading 37.2% above its estimated fair value. The current 1-Year Sharpe Ratio is 2.11. Denka Co's overall GF Score™ is 66/100 with 6 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 Denka Co (FRA:DIK), the current 1-Year Sharpe Ratio is 2.11 as of Jul. 30, 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 Denka Co (FRA:DIK) Overvalued in 2026?
Based on GuruFocus' analysis, Denka Co stock appears to be overvalued.
The current stock price of €16.90 is trading 37.2% above its estimated GF Value™ of €12.32.
GuruFocus considers Denka Co to be Significantly Overvalued.
Key valuation signals for FRA:DIK:
1-Year Sharpe Ratio: 2.11
GF Value™: €12.32 vs. price of €16.90 (37.2% above fair value)
No single metric tells the full story. See the FRA:DIK stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Denka Co Ltd manufactures and sells chemicals, plastics, and chemical-based products. The firm organizes itself into four segments based on product type. The elastomers and performance plastics segment, which generates more revenue than any other segment, sells rubber products used by the automotive industry and plastics used to manufacture electronics including televisions. The infrastructure and social solutions segment sells cement and fertilizer to the construction and building industries. The electronics and innovative products segment sells film, and resins used by the electronics industry. The life science and environment products segment sells housing materials including rain gutters, plastic food packaging materials, and industrial materials including electrical tape.
66GF Score
Get the complete analysis for FRA:DIK
1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
FRA:DIK has been successfully added to your 
