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), PENN Entertainment's 1-Year Sharpe Ratio is -0.28.
PENN Entertainment (MEX:PENN) 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.
PENN Entertainment 1-Year Sharpe Ratio Related Terms
MEX:PENN vs VAC, MCRI, RRR: 1-Year Sharpe Ratio Comparison
For the Resorts & Casinos subindustry, PENN Entertainment'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.
PENN Entertainment 1-Year Sharpe Ratio vs Travel & Leisure Industry
For the Travel & Leisure industry and Consumer Cyclical sector, PENN Entertainment's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where PENN Entertainment's 1-Year Sharpe Ratio falls into.
PENN Entertainment 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.
PENN Entertainment (MEX:PENN) has a 1-Year Sharpe Ratio of -0.28 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 PENN Entertainment and its competitors.
Is PENN Entertainment's 1-Year Sharpe Ratio too high?
PENN Entertainment's current 1-Year Sharpe Ratio is -0.28. Overall, PENN Entertainment has a GF Score™ of 64/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does PENN Entertainment's 1-Year Sharpe Ratio compare to VAC and MCRI?
PENN Entertainment's 1-Year Sharpe Ratio of -0.28 can be compared against companies in the Travel & Leisure 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 Travel & Leisure company?
A good 1-Year Sharpe Ratio depends on the Travel & Leisure 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 PENN Entertainment and its competitors. PENN Entertainment's current 1-Year Sharpe Ratio is -0.28. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is PENN Entertainment stock overvalued right now?
Based on GuruFocus' analysis, PENN Entertainment (MEX:PENN) is currently considered Modestly Undervalued. The stock's GF Value™ is MXN421.21, compared to a current price of MXN350.00 — trading 16.9% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.28. PENN Entertainment's overall GF Score™ is 64/100 with 8 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 PENN Entertainment (MEX:PENN), the current 1-Year Sharpe Ratio is -0.28 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 PENN Entertainment (MEX:PENN) Overvalued in 2026?
Based on GuruFocus' analysis, PENN Entertainment stock appears to be undervalued.
The current stock price of MXN350.00 is trading 16.9% below its estimated GF Value™ of MXN421.21.
GuruFocus considers PENN Entertainment to be Modestly Undervalued.
Key valuation signals for MEX:PENN:
1-Year Sharpe Ratio: -0.28
GF Value™: MXN421.21 vs. price of MXN350.00 (16.9% below fair value)
No single metric tells the full story. See the MEX:PENN stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Penn Entertainment's origins date back to its 1972 racetrack opening in Pennsylvania. Today, Penn operates 42 properties across 20 states and 12 brands, including Hollywood Casino and Ameristar. Land-based casinos represented 81% of total sales in 2025; 19% was from the interactive segment, which includes sports, i-gaming, and media revenue. The retail portfolio generates low-30s EBITDAR margins and helps position the company to obtain licenses for the digital wagering markets. Additionally, Penn's media asset, theScore, provides access to sports betting/i-gaming technology and clientele, helping it form a leading digital position.
64GF Score
Get the complete analysis for MEX:PENN
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
MEX:PENN has been successfully added to your 
