Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
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.
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 (2026-08-06), EFG HoldingE's 1-Year Sharpe Ratio is -0.38.
EFG HoldingE (LSE:EFGD) 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.
EFG HoldingE 1-Year Sharpe Ratio Related Terms
LSE:EFGD vs MS, GS, SCHW: 1-Year Sharpe Ratio Comparison
For the Capital Markets subindustry, EFG HoldingE'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.
EFG HoldingE 1-Year Sharpe Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, EFG HoldingE's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where EFG HoldingE'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.
EFG HoldingE (LSE:EFGD) has a 1-Year Sharpe Ratio of -0.38 as of Aug. 06, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for EFG HoldingE and its competitors.
Is EFG HoldingE's 1-Year Sharpe Ratio too high?
EFG HoldingE's current 1-Year Sharpe Ratio is -0.38. Overall, EFG HoldingE has a GF Score™ of 76/100, reflecting its overall financial health beyond just this single metric.
How does EFG HoldingE's 1-Year Sharpe Ratio compare to MS and GS?
EFG HoldingE's 1-Year Sharpe Ratio of -0.38 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 EFG HoldingE and its competitors. EFG HoldingE's current 1-Year Sharpe Ratio is -0.38. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is EFG HoldingE stock overvalued right now?
EFG HoldingE (LSE:EFGD) has a current 1-Year Sharpe Ratio of -0.38. The stock's GF Value™ is $1.07, compared to a current price of $1.00 — trading 6.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.38. EFG HoldingE's overall GF Score™ is 76/100 with 5 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 EFG HoldingE (LSE:EFGD), the current 1-Year Sharpe Ratio is -0.38 as of Aug. 06, 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 EFG HoldingE (LSE:EFGD) Overvalued in 2026?
Based on GuruFocus' analysis, EFG HoldingE stock appears to be undervalued.
The current stock price of $1.00 is trading 6.5% below its estimated GF Value™ of $1.07.
Key valuation signals for LSE:EFGD:
1-Year Sharpe Ratio: -0.38
GF Value™: $1.07 vs. price of $1.00 (6.5% below fair value)
No single metric tells the full story. See the LSE:EFGD stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
EFG Holding SAE is a provider of investment banking products and services in the Middle East. The company is headquartered in Egypt and conducts the majority of its business domestically. The bank also has operations in Gulf countries and Lebanon. The company generates the majority of its revenue through brokerage services. In addition, the bank generates revenue through asset-management products, such as traditional and alternative investments, fixed-income, money market, equity, and Shariah-compliant mandates. The bank also engages in equity research, and macroeconomic forecasts, industrial research, and private equity services for its clients.
76GF Score
Get the complete analysis for LSE:EFGD
1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
LSE:EFGD has been successfully added to your 
