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Companhia Siderurgica Nacional (MEX:SID N) 1-Year Sharpe Ratio : -2.14 (As of Jul. 04, 2025)


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What is Companhia Siderurgica Nacional 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 (2025-07-04), Companhia Siderurgica Nacional's 1-Year Sharpe Ratio is -2.14.


Competitive Comparison of Companhia Siderurgica Nacional's 1-Year Sharpe Ratio

For the Steel subindustry, Companhia Siderurgica Nacional'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.


Companhia Siderurgica Nacional's 1-Year Sharpe Ratio Distribution in the Steel Industry

For the Steel industry and Basic Materials sector, Companhia Siderurgica Nacional's 1-Year Sharpe Ratio distribution charts can be found below:

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


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Companhia Siderurgica Nacional 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.


Companhia Siderurgica Nacional  (MEX:SID 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.


Companhia Siderurgica Nacional 1-Year Sharpe Ratio Related Terms

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Companhia Siderurgica Nacional Business Description

Traded in Other Exchanges
Address
Avenue Brigadeiro Faria Lima, 3400, 20th Floor, Sao Paulo, SP, BRA, 04538-132
Companhia Siderurgica Nacional is an integrated steel producer. together with its subsidiaries operates in five main business segments: Steel industry: production and marketing of flat and long steels; Mining: extraction, processing and marketing of iron ore, tin, limestone and dolomite; Cement: production and commercialization of bagged and bulk cement, in addition to aggregates, concrete, and other related products; Energy: generation and sale of energy from almost all renewable sources; and Logistics: participations in railways and port terminals. The group generates the majority of its revenue from the Steel industry segment. Geographically, it derives a majority of revenue from Asia.

Companhia Siderurgica Nacional Headlines

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