FSUGY (Fortescue) 1-Year Sharpe Ratio: 0.91 (As of Jul. 16, 2026)

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Director of Data and Quant Analytics at GuruFocus
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Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

FSUGY Fortescue Ltd FSUGY
77 GF Score
Price $26.10
GF Value $27.91
Valuation Fairly Valued
! 6 Warning Signs
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What is Fortescue 1-Year Sharpe Ratio?

Fortescue FSUGY -1.92% 77 1-Year Sharpe Ratio is 0.91 as of Jul. 16, 2026. GuruFocus rates FSUGY with a GF Score™ of 77/100 and a GF Value™ of $27.91 (Fairly Valued). The stock has 6 warning signs 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 (2026-07-16), Fortescue's 1-Year Sharpe Ratio is 0.91.

Fortescue  (OTCPK:FSUGY) 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.

Fortescue 1-Year Sharpe Ratio Related Terms

Fortescue 1-Year Sharpe Ratio Competitor Comparison

For the Other Industrial Metals & Mining subindustry, Fortescue'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.

Fortescue 1-Year Sharpe Ratio vs Metals & Mining Industry

For the Metals & Mining industry and Basic Materials sector, Fortescue's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Fortescue's 1-Year Sharpe Ratio falls into.


FSUGY
77GF Score
Fortescue Ltd FSUGY
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Fortescue 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 0.91 mean?
Fortescue (FSUGY) has a 1-Year Sharpe Ratio of 0.91 as of Jul. 16, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Fortescue and its competitors.
Is Fortescue's 1-Year Sharpe Ratio too high?
Fortescue's current 1-Year Sharpe Ratio is 0.91. Overall, Fortescue has a GF Score™ of 77/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Fortescue's 1-Year Sharpe Ratio compare to competitors?
Fortescue's 1-Year Sharpe Ratio of 0.91 can be compared against companies in the Metals & Mining 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 Metals & Mining company?
A good 1-Year Sharpe Ratio depends on the Metals & Mining 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 Fortescue and its competitors. Fortescue's current 1-Year Sharpe Ratio is 0.91. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Fortescue stock overvalued right now?
Based on GuruFocus' analysis, Fortescue (FSUGY) is currently considered Fairly Valued. The stock's GF Value™ is $27.91, compared to a current price of $26.10 — trading 6.5% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.91. Fortescue's 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 Fortescue (FSUGY), the current 1-Year Sharpe Ratio is 0.91 as of Jul. 16, 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 Fortescue (FSUGY) Overvalued in 2026?

Based on GuruFocus' analysis, Fortescue stock appears to be undervalued. The current stock price of $26.10 is trading 6.5% below its estimated GF Value™ of $27.91. GuruFocus considers Fortescue to be Fairly Valued.

Key valuation signals for FSUGY:

  • 1-Year Sharpe Ratio: 0.91
  • GF Value™: $27.91 vs. price of $26.10 (6.5% below fair value)
  • GF Score™: 77/100 with 6 warning signs

No single metric tells the full story. See the FSUGY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Fortescue Business Description

Address 87 Adelaide Terrace, Level 2, East Perth, Perth, WA, AUS, 6004
Fortescue is an Australia-based iron ore miner. It has grown from obscurity at the start of 2008 to become the world's fourth-largest producer. Growth was fueled by debt, now repaid. Expansion from 55 million metric tons in fiscal 2012 to about 195 million metric tons in 2025 means Fortescue supplies around 10% of global seaborne iron ore. Further expansion to about 210 million metric tons is likely once its 22 million metric ton Iron Bridge magnetite mine ramps up, likely in 2028. However, with longer-term demand likely to decline as China's economy matures, its future margins are likely to be below historical averages. More recently, Fortescue diversified into copper and green energy. It has big ambitions here, but its efforts are at an early stage.
77GF 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.

$26.10
Price
$27.91
GF Value