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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 (2026-09-03), Agricultural Bank of China's 1-Year Sharpe Ratio is 0.68.
Agricultural Bank of China (FRA:EK7) 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.
Agricultural Bank of China 1-Year Sharpe Ratio Related Terms
FRA:EK7 vs JPM, BAC, WFC: 1-Year Sharpe Ratio Comparison
For the Banks - Diversified subindustry, Agricultural Bank of China'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.
Agricultural Bank of China 1-Year Sharpe Ratio vs Banks Industry
For the Banks industry and Financial Services sector, Agricultural Bank of China's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Agricultural Bank of China's 1-Year Sharpe Ratio falls into.
Agricultural Bank of China 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.
Agricultural Bank of China (FRA:EK7) has a 1-Year Sharpe Ratio of 0.68 as of Sep. 03, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Agricultural Bank of China and its competitors.
Is Agricultural Bank of China's 1-Year Sharpe Ratio too high?
Agricultural Bank of China's current 1-Year Sharpe Ratio is 0.68. Overall, Agricultural Bank of China has a GF Score™ of 70/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Agricultural Bank of China's 1-Year Sharpe Ratio compare to JPM and BAC?
Agricultural Bank of China's 1-Year Sharpe Ratio of 0.68 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 Agricultural Bank of China and its competitors. Agricultural Bank of China's current 1-Year Sharpe Ratio is 0.68. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Agricultural Bank of China stock overvalued right now?
Based on GuruFocus' analysis, Agricultural Bank of China (FRA:EK7) is currently considered Modestly Overvalued. The stock's GF Value™ is €0.59, compared to a current price of €0.71 — trading 20% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.68. Agricultural Bank of China's overall GF Score™ is 70/100 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 Agricultural Bank of China (FRA:EK7), the current 1-Year Sharpe Ratio is 0.68 as of Sep. 03, 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 Agricultural Bank of China (FRA:EK7) Overvalued in 2026?
Based on GuruFocus' analysis, Agricultural Bank of China stock appears to be overvalued.
The current stock price of €0.71 is trading 20% above its estimated GF Value™ of €0.59.
GuruFocus considers Agricultural Bank of China to be Modestly Overvalued.
Key valuation signals for FRA:EK7:
1-Year Sharpe Ratio: 0.68
GF Value™: €0.59 vs. price of €0.71 (20% above fair value)
No single metric tells the full story. See the FRA:EK7 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
As one of the Big Four banks, ABC is headquartered in Beijing. The bank evolved from a state-owned specialized bank to a state-controlled commercial bank. It was listed on the Hong Kong and Shanghai Stock Exchanges in 2010. ABC operates a more than 22,000-branch network in China, providing corporate and retail banking products and services, and carries out treasury operations for its accounts or for its customers. Shareholders Central Huijin, China's state-owned investment company, and the Ministry of Finance own 40.14% and 35.29%, respectively. Corporate banking, retail banking, and wholesale banking accounted for 36%, 53%, and 7% of total revenue in 2025, respectively. Rural banking and urban banking contributed 49.6% and 50.4%, respectively, of total revenue during the same period.
70GF 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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