NGELF (NGE Capital) 1-Year Sharpe Ratio: -87.40 (As of Jul. 08, 2026)


NGELF NGE Capital Ltd NGELF
56 GF Score
Price $0.63
GF Value $1.28
! 1 Warning Sign
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What is NGE Capital 1-Year Sharpe Ratio?

NGE Capital NGELF -0.33% 56 1-Year Sharpe Ratio is -87.40 as of Jul. 08, 2026. GuruFocus rates NGELF with a GF Score™ of 56/100 and a GF Value™ of $1.28. The stock has 1 warning sign investors should review.

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 (2026-07-08), NGE Capital's 1-Year Sharpe Ratio is -87.40.

NGE Capital  (OTCPK:NGELF) 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.

NGE Capital 1-Year Sharpe Ratio Related Terms

NGELF vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, NGE Capital'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.

NGE Capital 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, NGE Capital's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where NGE Capital's 1-Year Sharpe Ratio falls into.


NGELF
56GF Score
NGE Capital Ltd NGELF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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NGE Capital 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 -87.40 mean?
NGE Capital (NGELF) has a 1-Year Sharpe Ratio of -87.40 as of Jul. 08, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for NGE Capital and its competitors.
Is NGE Capital's 1-Year Sharpe Ratio too high?
NGE Capital's current 1-Year Sharpe Ratio is -87.40. Overall, NGE Capital has a GF Score™ of 56/100, reflecting its overall financial health beyond just this single metric.
How does NGE Capital's 1-Year Sharpe Ratio compare to BLK and BX?
NGE Capital's 1-Year Sharpe Ratio of -87.40 can be compared against companies in the Asset Management 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 Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management 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 NGE Capital and its competitors. NGE Capital's current 1-Year Sharpe Ratio is -87.40. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is NGE Capital stock overvalued right now?
NGE Capital (NGELF) has a current 1-Year Sharpe Ratio of -87.40. The stock's GF Value™ is $1.28, compared to a current price of $0.63 — trading 50.9% below its estimated fair value. The current 1-Year Sharpe Ratio is -87.40. NGE Capital's overall GF Score™ is 56/100 with 1 warning sign 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 NGE Capital (NGELF), the current 1-Year Sharpe Ratio is -87.40 as of Jul. 08, 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 NGE Capital (NGELF) Overvalued in 2026?

Based on GuruFocus' analysis, NGE Capital stock appears to be undervalued. The current stock price of $0.63 is trading 50.9% below its estimated GF Value™ of $1.28.

Key valuation signals for NGELF:

  • 1-Year Sharpe Ratio: -87.40
  • GF Value™: $1.28 vs. price of $0.63 (50.9% below fair value)
  • GF Score™: 56/100 with 1 warning sign

No single metric tells the full story. See the NGELF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

NGE Capital Business Description

Other Exchanges NGE:Australia
Address 385 Bourke Street, Suite 2 Level 11, Melbourne, VIC, AUS, 3000
NGE Capital Ltd is an internally managed Listed Investment Company whose principal activities are making investments in listed and unlisted securities. The company is engaged solely in investment activities conducted from Australia, deriving revenue from dividend income, interest income, and the sale of investments.
56GF 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.

$0.63
Price
$1.28
GF Value