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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 (2026-08-14), Jefferies Financial Group's 1-Year Sharpe Ratio is 0.02.
Jefferies Financial Group (NYSE:JEF) 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.
Jefferies Financial Group 1-Year Sharpe Ratio Related Terms
JEF vs EVR, IREN, HUT: 1-Year Sharpe Ratio Comparison
For the Capital Markets subindustry, Jefferies Financial 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.
Jefferies Financial Group 1-Year Sharpe Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, Jefferies Financial Group's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Jefferies Financial Group's 1-Year Sharpe Ratio falls into.
Jefferies Financial Group 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.
Jefferies Financial Group (JEF) has a 1-Year Sharpe Ratio of 0.02 as of Aug. 14, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Jefferies Financial Group and its competitors.
Is Jefferies Financial Group's 1-Year Sharpe Ratio too high?
Jefferies Financial Group's current 1-Year Sharpe Ratio is 0.02. Overall, Jefferies Financial Group has a GF Score™ of 88/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Jefferies Financial Group's 1-Year Sharpe Ratio compare to EVR and IREN?
Jefferies Financial Group's 1-Year Sharpe Ratio of 0.02 can be compared against companies in the Capital Markets 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 Capital Markets company?
A good 1-Year Sharpe Ratio depends on the Capital Markets 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 Jefferies Financial Group and its competitors. Jefferies Financial Group's current 1-Year Sharpe Ratio is 0.02. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Jefferies Financial Group stock overvalued right now?
Based on GuruFocus' analysis, Jefferies Financial Group (JEF) is currently considered Modestly Undervalued. The stock's GF Value™ is $61.21, compared to a current price of $55.14 — trading 9.9% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.02. Jefferies Financial Group's overall GF Score™ is 88/100 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 Jefferies Financial Group (JEF), the current 1-Year Sharpe Ratio is 0.02 as of Aug. 14, 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 Jefferies Financial Group (JEF) Overvalued in 2026?
Based on GuruFocus' analysis, Jefferies Financial Group stock appears to be undervalued.
The current stock price of $55.14 is trading 9.9% below its estimated GF Value™ of $61.21.
GuruFocus considers Jefferies Financial Group to be Modestly Undervalued.
Key valuation signals for JEF:
1-Year Sharpe Ratio: 0.02
GF Value™: $61.21 vs. price of $55.14 (9.9% below fair value)
No single metric tells the full story. See the JEF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Jefferies Financial Group is a full-service investment banking and capital markets firm that was founded in 1962. After nearly 30 years of focusing on institutional trading services, it entered the investment banking industry in the early 1990s, which ultimately grew into the core business. In 2013, Jefferies merged with Leucadia, a manufacturing-focused holding company. Since merging, Jefferies became the core of the combined business as the bulk of the legacy portfolio was sold off and the parent company was renamed to match the subsidiary. Within the investment banking landscape, Jefferies predominately serves the North American middle market and has captured considerable market share over the past decade.
88GF Score
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