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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 (2026-07-24), Wizz Air Holdings's 1-Year Sharpe Ratio is 0.33.
Wizz Air Holdings (FRA:WI2) 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.
Wizz Air Holdings 1-Year Sharpe Ratio Related Terms
FRA:WI2 vs DAL, UAL, LUV: 1-Year Sharpe Ratio Comparison
For the Airlines subindustry, Wizz Air Holdings'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.
Wizz Air Holdings 1-Year Sharpe Ratio vs Transportation Industry
For the Transportation industry and Industrials sector, Wizz Air Holdings's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Wizz Air Holdings'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.
Wizz Air Holdings (FRA:WI2) has a 1-Year Sharpe Ratio of 0.33 as of Jul. 24, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Wizz Air Holdings and its competitors.
Is Wizz Air Holdings' 1-Year Sharpe Ratio too high?
Wizz Air Holdings' current 1-Year Sharpe Ratio is 0.33. Overall, Wizz Air Holdings has a GF Score™ of 77/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Wizz Air Holdings' 1-Year Sharpe Ratio compare to DAL and UAL?
Wizz Air Holdings' 1-Year Sharpe Ratio of 0.33 can be compared against companies in the Transportation 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 Transportation company?
A good 1-Year Sharpe Ratio depends on the Transportation 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 Wizz Air Holdings and its competitors. Wizz Air Holdings's current 1-Year Sharpe Ratio is 0.33. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Wizz Air Holdings stock overvalued right now?
Based on GuruFocus' analysis, Wizz Air Holdings (FRA:WI2) is currently considered Possible Value Trap. The stock's GF Value™ is €20.92, compared to a current price of €11.80 — trading 43.6% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.33. Wizz Air Holdings' overall GF Score™ is 77/100 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 Wizz Air Holdings (FRA:WI2), the current 1-Year Sharpe Ratio is 0.33 as of Jul. 24, 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 Wizz Air Holdings (FRA:WI2) Overvalued in 2026?
Based on GuruFocus' analysis, Wizz Air Holdings stock appears to be undervalued.
The current stock price of €11.80 is trading 43.6% below its estimated GF Value™ of €20.92.
GuruFocus considers Wizz Air Holdings to be Possible Value Trap.
Key valuation signals for FRA:WI2:
1-Year Sharpe Ratio: 0.33
GF Value™: €20.92 vs. price of €11.80 (43.6% below fair value)
No single metric tells the full story. See the FRA:WI2 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Wizz Air is a leading ultra-low-cost airline group operating primarily across Europe, the Middle East, North Africa, and parts of Central and Western Asia. Founded in 2003, the company provides scheduled short- and medium-haul point-to-point services under the Wizz Air brand. As of March 2025, Wizz operated a fleet of 257 aircraft, serving around 185 destinations in over 46 countries. The fleet is primarily composed of Airbus A320neo aircraft, with an ongoing transition toward higher-capacity A321neo planes to support long-term unit cost efficiency.
77GF Score
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