Deutsche Effecten- und Wechsel- Beteiligungsges AG (FRA:EFF0) 1-Year Sharpe Ratio: -0.32 (As of Aug. 22, 2026)

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FRA:EFF0 Deutsche Effecten- und Wechsel- Beteiligungsges AG FRA:EFF0
41 GF Score
Price €2.00
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What is Deutsche Effecten- und Wechsel- Beteiligungsges AG 1-Year Sharpe Ratio?

Deutsche Effecten- und Wechsel- Beteiligungsges AG FRA:EFF0 +5.82% 41 1-Year Sharpe Ratio is -0.32 as of Aug. 22, 2026. GuruFocus rates FRA:EFF0 with a GF Score™ of 41/100. The stock has 1 warning sign 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 (2026-08-22), Deutsche Effecten- und Wechsel- Beteiligungsges AG's 1-Year Sharpe Ratio is -0.32.

Deutsche Effecten- und Wechsel- Beteiligungsges AG  (FRA:EFF0) 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.

Deutsche Effecten- und Wechsel- Beteiligungsges AG 1-Year Sharpe Ratio Related Terms

FRA:EFF0 vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Deutsche Effecten- und Wechsel- Beteiligungsges AG'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.

Deutsche Effecten- und Wechsel- Beteiligungsges AG 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Deutsche Effecten- und Wechsel- Beteiligungsges AG's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Deutsche Effecten- und Wechsel- Beteiligungsges AG's 1-Year Sharpe Ratio falls into.


FRA:EFF0
41GF Score
Deutsche Effecten- und Wechsel- Beteiligungsges AG FRA:EFF0
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Deutsche Effecten- und Wechsel- Beteiligungsges AG 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 -0.32 mean?
Deutsche Effecten- und Wechsel- Beteiligungsges AG (FRA:EFF0) has a 1-Year Sharpe Ratio of -0.32 as of Aug. 22, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Deutsche Effecten- und Wechsel- Beteiligungsges AG and its competitors.
Is Deutsche Effecten- und Wechsel- Beteiligungsges AG's 1-Year Sharpe Ratio too high?
Deutsche Effecten- und Wechsel- Beteiligungsges AG's current 1-Year Sharpe Ratio is -0.32. Overall, Deutsche Effecten- und Wechsel- Beteiligungsges AG has a GF Score™ of 41/100, reflecting its overall financial health beyond just this single metric.
How does Deutsche Effecten- und Wechsel- Beteiligungsges AG's 1-Year Sharpe Ratio compare to BLK and BX?
Deutsche Effecten- und Wechsel- Beteiligungsges AG's 1-Year Sharpe Ratio of -0.32 can be compared against companies in the Asset Management 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 Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management 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 Deutsche Effecten- und Wechsel- Beteiligungsges AG and its competitors. Deutsche Effecten- und Wechsel- Beteiligungsges AG's current 1-Year Sharpe Ratio is -0.32. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Deutsche Effecten- und Wechsel- Beteiligungsges AG stock overvalued right now?
Deutsche Effecten- und Wechsel- Beteiligungsges AG (FRA:EFF0) has a current 1-Year Sharpe Ratio of -0.32. The current 1-Year Sharpe Ratio is -0.32. Deutsche Effecten- und Wechsel- Beteiligungsges AG's overall GF Score™ is 41/100 with 1 warning sign 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 Deutsche Effecten- und Wechsel- Beteiligungsges AG (FRA:EFF0), the current 1-Year Sharpe Ratio is -0.32 as of Aug. 22, 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.

Deutsche Effecten- und Wechsel- Beteiligungsges AG Business Description

Other Exchanges EFF0:Germany
Address Semmelweisstrasse 4, Jena, TH, DEU, 07743
Deutsche Effecten- und Wechsel- Beteiligungsges AG is a Germany-based listed investment company that specializes in the selection, acquisition, development, and sale of tech companies. It focuses on asset management and companies whose technologies and business models have an impact on the future development of the financial industry. The company supports its portfolio companies with capital, expertise in corporate development, and its extensive network of experts.
41GF Score

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