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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 (2026-09-02), Guoco Group's 1-Year Sharpe Ratio is -0.32.
Guoco Group (FRA:GUO) 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.
Guoco Group 1-Year Sharpe Ratio Related Terms
FRA:GUO vs MMM, HON: 1-Year Sharpe Ratio Comparison
For the Conglomerates subindustry, Guoco 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.
Guoco Group 1-Year Sharpe Ratio vs Conglomerates Industry
For the Conglomerates industry and Industrials sector, Guoco Group's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Guoco 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.
Guoco Group (FRA:GUO) has a 1-Year Sharpe Ratio of -0.32 as of Sep. 02, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Guoco Group and its competitors.
Is Guoco Group's 1-Year Sharpe Ratio too high?
Guoco Group's current 1-Year Sharpe Ratio is -0.32. Overall, Guoco Group has a GF Score™ of 79/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Guoco Group's 1-Year Sharpe Ratio compare to MMM and HON?
Guoco Group's 1-Year Sharpe Ratio of -0.32 can be compared against companies in the Conglomerates 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 Conglomerates company?
A good 1-Year Sharpe Ratio depends on the Conglomerates 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 Guoco Group and its competitors. Guoco Group'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 Guoco Group stock overvalued right now?
Based on GuruFocus' analysis, Guoco Group (FRA:GUO) is currently considered Fairly Valued. The stock's GF Value™ is €8.27, compared to a current price of €7.75 — trading 6.3% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.32. Guoco Group's overall GF Score™ is 79/100 with 3 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 Guoco Group (FRA:GUO), the current 1-Year Sharpe Ratio is -0.32 as of Sep. 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 Guoco Group (FRA:GUO) Overvalued in 2026?
Based on GuruFocus' analysis, Guoco Group stock appears to be undervalued.
The current stock price of €7.75 is trading 6.3% below its estimated GF Value™ of €8.27.
GuruFocus considers Guoco Group to be Fairly Valued.
Key valuation signals for FRA:GUO:
1-Year Sharpe Ratio: -0.32
GF Value™: €8.27 vs. price of €7.75 (6.3% below fair value)
No single metric tells the full story. See the FRA:GUO stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Guoco Group Ltd is engaged in investment holding and management. The company operates in four main segments: principal investment, property development and investment, hospitality and leisure, and financial services. It generates additional revenue from oil and gas production. The principal investment segment covers direct and equity investments, as well as treasury operations. The property development and investment segment develops residential and commercial properties in Hong Kong, China, and other locations. The main revenue driver, the hospitality and leisure segment, owns, leases, and manages hotels and operates gaming businesses in the UK and Spain. The financial services segment includes commercial, consumer, and investment banking, as well as insurance services.
79GF 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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