Chelyabinsk Metallurgical Plant PAO (MIC:CHMK) 1-Year Sharpe Ratio: -2.49 (As of Sep. 04, 2026)

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MIC:CHMK Chelyabinsk Metallurgical Plant PAO MIC:CHMK
17 GF Score
Price ₽3,245.00
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What is Chelyabinsk Metallurgical Plant PAO 1-Year Sharpe Ratio?

Chelyabinsk Metallurgical Plant PAO MIC:CHMK +1.25% 17 1-Year Sharpe Ratio is -2.49 as of Sep. 04, 2026. GuruFocus rates MIC:CHMK with a GF Score™ of 17/100.

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 (2026-09-04), Chelyabinsk Metallurgical Plant PAO's 1-Year Sharpe Ratio is -2.49.

Chelyabinsk Metallurgical Plant PAO  (MIC:CHMK) 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.

Chelyabinsk Metallurgical Plant PAO 1-Year Sharpe Ratio Related Terms

MIC:CHMK vs NUE, STLD, RS: 1-Year Sharpe Ratio Comparison

For the Steel subindustry, Chelyabinsk Metallurgical Plant PAO'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.

Chelyabinsk Metallurgical Plant PAO 1-Year Sharpe Ratio vs Steel Industry

For the Steel industry and Basic Materials sector, Chelyabinsk Metallurgical Plant PAO's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Chelyabinsk Metallurgical Plant PAO's 1-Year Sharpe Ratio falls into.


MIC:CHMK
17GF Score
Chelyabinsk Metallurgical Plant PAO MIC:CHMK
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Chelyabinsk Metallurgical Plant PAO 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 -2.49 mean?
Chelyabinsk Metallurgical Plant PAO (MIC:CHMK) has a 1-Year Sharpe Ratio of -2.49 as of Sep. 04, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chelyabinsk Metallurgical Plant PAO and its competitors.
Is Chelyabinsk Metallurgical Plant PAO's 1-Year Sharpe Ratio too high?
Chelyabinsk Metallurgical Plant PAO's current 1-Year Sharpe Ratio is -2.49. Overall, Chelyabinsk Metallurgical Plant PAO has a GF Score™ of 17/100, reflecting its overall financial health beyond just this single metric.
How does Chelyabinsk Metallurgical Plant PAO's 1-Year Sharpe Ratio compare to NUE and STLD?
Chelyabinsk Metallurgical Plant PAO's 1-Year Sharpe Ratio of -2.49 can be compared against companies in the Steel 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 Steel company?
A good 1-Year Sharpe Ratio depends on the Steel 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 Chelyabinsk Metallurgical Plant PAO and its competitors. Chelyabinsk Metallurgical Plant PAO's current 1-Year Sharpe Ratio is -2.49. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Chelyabinsk Metallurgical Plant PAO stock overvalued right now?
Chelyabinsk Metallurgical Plant PAO (MIC:CHMK) has a current 1-Year Sharpe Ratio of -2.49. The current 1-Year Sharpe Ratio is -2.49. Chelyabinsk Metallurgical Plant PAO's overall GF Score™ is 17/100. 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 Chelyabinsk Metallurgical Plant PAO (MIC:CHMK), the current 1-Year Sharpe Ratio is -2.49 as of Sep. 04, 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.

Chelyabinsk Metallurgical Plant PAO Business Description

Address 2-ya Paveletskaya street, Chelyabinsk region, Chelyabinsk, RUS, 454047
Chelyabinsk Metallurgical Plant PAO is a steel manufacturer. It produces rolled products and semi-finished products for milling in Russia. The company also provides coal, iron ore, steel, rolled products, ferroalloys, heat and electric power. Its products are marketed domestically and internationally.
17GF Score

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

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