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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 (2026-08-02), Great Wall Motor Co's 1-Year Sharpe Ratio is -0.31.
Great Wall Motor Co (FRA:GRVB) 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.
Great Wall Motor Co 1-Year Sharpe Ratio Related Terms
FRA:GRVB vs TSLA, GM, F: 1-Year Sharpe Ratio Comparison
For the Auto Manufacturers subindustry, Great Wall Motor 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.
Great Wall Motor Co 1-Year Sharpe Ratio vs Vehicles & Parts Industry
For the Vehicles & Parts industry and Consumer Cyclical sector, Great Wall Motor Co's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Great Wall Motor Co's 1-Year Sharpe Ratio falls into.
Great Wall Motor Co 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.
Great Wall Motor Co (FRA:GRVB) has a 1-Year Sharpe Ratio of -0.31 as of Aug. 02, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Great Wall Motor Co and its competitors.
Is Great Wall Motor Co's 1-Year Sharpe Ratio too high?
Great Wall Motor Co's current 1-Year Sharpe Ratio is -0.31. Overall, Great Wall Motor Co has a GF Score™ of 88/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Great Wall Motor Co's 1-Year Sharpe Ratio compare to TSLA and GM?
Great Wall Motor Co's 1-Year Sharpe Ratio of -0.31 can be compared against companies in the Vehicles & Parts 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 Vehicles & Parts company?
A good 1-Year Sharpe Ratio depends on the Vehicles & Parts 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 Great Wall Motor Co and its competitors. Great Wall Motor Co's current 1-Year Sharpe Ratio is -0.31. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Great Wall Motor Co stock overvalued right now?
Based on GuruFocus' analysis, Great Wall Motor Co (FRA:GRVB) is currently considered Significantly Undervalued. The stock's GF Value™ is €17.90, compared to a current price of €9.65 — trading 46.1% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.31. Great Wall Motor Co's overall GF Score™ is 88/100 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 Great Wall Motor Co (FRA:GRVB), the current 1-Year Sharpe Ratio is -0.31 as of Aug. 02, 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 Great Wall Motor Co (FRA:GRVB) Overvalued in 2026?
Based on GuruFocus' analysis, Great Wall Motor Co stock appears to be undervalued.
The current stock price of €9.65 is trading 46.1% below its estimated GF Value™ of €17.90.
GuruFocus considers Great Wall Motor Co to be Significantly Undervalued.
Key valuation signals for FRA:GRVB:
1-Year Sharpe Ratio: -0.31
GF Value™: €17.90 vs. price of €9.65 (46.1% below fair value)
No single metric tells the full story. See the FRA:GRVB stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Automobile manufacturer Great Wall Motor is China's market leader in the SUV and pickup truck segments. In 2025, the company sold about 758,000 Haval-branded SUVs and 335,000 WEY- and Tank-branded SUVs, making it the largest SUV manufacturer by sales volume for the 16th year. It also sold more than 181,000 pickup trucks, also ranked number one in sales volume for 26 consecutive years. China's domestic market accounts for about 60% of Great Wall's revenue in 2025, with the balance coming from Russia, the Middle East, South Africa, Australia, and Chile, among others.
88GF Score
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