GURUFOCUS.COM » STOCK LIST » Healthcare » Drug Manufacturers » Roche Holding AG (MEX:ROG N) » Definitions » 1-Year Sharpe Ratio

Roche Holding AG (MEX:ROG N) 1-Year Sharpe Ratio : 0.87 (As of Jun. 25, 2025)


View and export this data going back to 2013. Start your Free Trial

What is Roche Holding AG 1-Year Sharpe Ratio?

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 (2025-06-25), Roche Holding AG's 1-Year Sharpe Ratio is 0.87.


Competitive Comparison of Roche Holding AG's 1-Year Sharpe Ratio

For the Drug Manufacturers - General subindustry, Roche Holding AG'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.


Roche Holding AG's 1-Year Sharpe Ratio Distribution in the Drug Manufacturers Industry

For the Drug Manufacturers industry and Healthcare sector, Roche Holding AG's 1-Year Sharpe Ratio distribution charts can be found below:

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


;
;

Roche Holding AG 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.


Roche Holding AG  (MEX:ROG N) 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.


Roche Holding AG 1-Year Sharpe Ratio Related Terms

Thank you for viewing the detailed overview of Roche Holding AG's 1-Year Sharpe Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


Roche Holding AG Business Description

Address
Grenzacherstrasse 124, Basel, CHE, 4070
Roche is a Swiss biopharmaceutical and diagnostic company. The firm's bestselling pharmaceutical products include a variety of oncology therapies from acquired partner Genentech, and its diagnostics group was bolstered by the acquisition of Ventana in 2008. Oncology products account for 50% of pharmaceutical sales, and centralized and point-of-care diagnostics for more than half of diagnostic-related sales.

Roche Holding AG Headlines

No Headlines