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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 (2026-07-22), Rosneft Oil Co's 1-Year Sharpe Ratio is -0.85.
Rosneft Oil Co (MIC:ROSN) 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.
Rosneft Oil Co 1-Year Sharpe Ratio Related Terms
MIC:ROSN vs XOM, CVX: 1-Year Sharpe Ratio Comparison
For the Oil & Gas Integrated subindustry, Rosneft Oil Co'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.
Rosneft Oil Co 1-Year Sharpe Ratio vs Oil & Gas Industry
For the Oil & Gas industry and Energy sector, Rosneft Oil Co's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Rosneft Oil Co'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.
Rosneft Oil Co (MIC:ROSN) has a 1-Year Sharpe Ratio of -0.85 as of Jul. 22, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Rosneft Oil Co and its competitors.
Is Rosneft Oil Co's 1-Year Sharpe Ratio too high?
Rosneft Oil Co's current 1-Year Sharpe Ratio is -0.85. Overall, Rosneft Oil Co has a GF Score™ of 17/100, reflecting its overall financial health beyond just this single metric.
How does Rosneft Oil Co's 1-Year Sharpe Ratio compare to XOM and CVX?
Rosneft Oil Co's 1-Year Sharpe Ratio of -0.85 can be compared against companies in the Oil & Gas 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 an Oil & Gas company?
A good 1-Year Sharpe Ratio depends on the Oil & Gas 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 Rosneft Oil Co and its competitors. Rosneft Oil Co's current 1-Year Sharpe Ratio is -0.85. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Rosneft Oil Co stock overvalued right now?
Rosneft Oil Co (MIC:ROSN) has a current 1-Year Sharpe Ratio of -0.85. The current 1-Year Sharpe Ratio is -0.85. Rosneft Oil Co'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 Rosneft Oil Co (MIC:ROSN), the current 1-Year Sharpe Ratio is -0.85 as of Jul. 22, 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.
Rosneft Oil Co is an integrated oil and gas company in which the Russian government is a majority shareholder. The company explores, produces, refines, transports, and sells oil and gas. The majority of revenue is generated from its oil segment, where crude and refined products are sold to international and domestic markets. Upstream, Rosneft's exploration and production is concentrated in Central Russia, with other fields throughout the country. The majority of its crude oil is exported to Europe and Asia. Downstream, the company has several refineries across Russia, which sell refined products to European and Russian markets. This includes many of Rosneft's filling stations, where the company captures additional revenue from gasoline and diesel fuel sales.
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