Kao (KAOCF) 1-Year Sharpe Ratio: -0.32 (As of Jul. 16, 2026)

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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.

KAOCF Kao Corp KAOCF
82 GF Score
Price $20.93
GF Value $21.62
Valuation Fairly Valued
! 4 Warning Signs
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What is Kao 1-Year Sharpe Ratio?

Kao KAOCF 82 1-Year Sharpe Ratio is -0.32 as of Jul. 16, 2026. GuruFocus rates KAOCF with a GF Score™ of 82/100 and a GF Value™ of $21.62 (Fairly Valued). The stock has 4 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), Kao's 1-Year Sharpe Ratio is -0.32.

Kao  (OTCPK:KAOCF) 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.

Kao 1-Year Sharpe Ratio Related Terms

KAOCF vs PG, CL, KVUE: 1-Year Sharpe Ratio Comparison

For the Household & Personal Products subindustry, Kao'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.

Kao 1-Year Sharpe Ratio vs Consumer Packaged Goods Industry

For the Consumer Packaged Goods industry and Consumer Defensive sector, Kao's 1-Year Sharpe Ratio distribution charts can be found below:

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


KAOCF
82GF Score
Kao Corp KAOCF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Kao 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 -0.32 mean?
Kao (KAOCF) has a 1-Year Sharpe Ratio of -0.32 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 Kao and its competitors.
Is Kao's 1-Year Sharpe Ratio too high?
Kao's current 1-Year Sharpe Ratio is -0.32. Overall, Kao has a GF Score™ of 82/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Kao's 1-Year Sharpe Ratio compare to PG and CL?
Kao's 1-Year Sharpe Ratio of -0.32 can be compared against companies in the Consumer Packaged Goods 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 Consumer Packaged Goods company?
A good 1-Year Sharpe Ratio depends on the Consumer Packaged Goods 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 Kao and its competitors. Kao'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 Kao stock overvalued right now?
Based on GuruFocus' analysis, Kao (KAOCF) is currently considered Fairly Valued. The stock's GF Value™ is $21.62, compared to a current price of $20.93 — trading 3.2% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.32. Kao's overall GF Score™ is 82/100 with 4 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 Kao (KAOCF), the current 1-Year Sharpe Ratio is -0.32 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 Kao (KAOCF) Overvalued in 2026?

Based on GuruFocus' analysis, Kao stock appears to be undervalued. The current stock price of $20.93 is trading 3.2% below its estimated GF Value™ of $21.62. GuruFocus considers Kao to be Fairly Valued.

Key valuation signals for KAOCF:

  • 1-Year Sharpe Ratio: -0.32
  • GF Value™: $21.62 vs. price of $20.93 (3.2% below fair value)
  • GF Score™: 82/100 with 4 warning signs

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

Kao Business Description

Address 14-10, Nihonbashi Kayabacho 1-chome, Chuo-ku, Tokyo, JPN, 103-8210
Kao is the largest household and personal care product manufacturer in Japan, with a footprint across Asia, Europe, and the Americas. Japan remains its largest market, contributing about 50% of sales and operating profits with several leading brands, including Attack and Bioré. Initially a soap producer established in the 1890s, Kao has expanded into cosmetics, disposable hygiene products, and chemicals, in addition to its homecare and toiletry products. Asia, the largest overseas market, contributes around 15% of group sales. Kao has also acquired several Western skin- and haircare brands, including Jergens, John Frieda, Curél, Molton Brown, and the latest, Oribe.
82GF Score

Get the complete analysis for KAOCF

1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$20.93
Price
$21.62
GF Value