Agent IG Holdings (NGO:377A) 1-Year Sharpe Ratio: -0.70 (As of Sep. 22, 2026)

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Director of Data and Quant Analytics at GuruFocus
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Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

NGO:377A Agent IG Holdings Inc NGO:377A
5 GF Score
Price 円1,089.00
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What is Agent IG Holdings 1-Year Sharpe Ratio?

Agent IG Holdings NGO:377A -4.39% 5 1-Year Sharpe Ratio is -0.70 as of Sep. 22, 2026. GuruFocus rates NGO:377A with a GF Score™ of 5/100.

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 (2026-09-22), Agent IG Holdings's 1-Year Sharpe Ratio is -0.70.

Agent IG Holdings  (NGO:377A) 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.

Agent IG Holdings 1-Year Sharpe Ratio Related Terms

NGO:377A vs MRSH, AON, AJG: 1-Year Sharpe Ratio Comparison

For the Insurance Brokers subindustry, Agent IG Holdings'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.

Agent IG Holdings 1-Year Sharpe Ratio vs Insurance Industry

For the Insurance industry and Financial Services sector, Agent IG Holdings's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Agent IG Holdings's 1-Year Sharpe Ratio falls into.


NGO:377A
5GF Score
Agent IG Holdings Inc NGO:377A
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Agent IG Holdings 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 -0.70 mean?
Agent IG Holdings (NGO:377A) has a 1-Year Sharpe Ratio of -0.70 as of Sep. 22, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Agent IG Holdings and its competitors.
Is Agent IG Holdings' 1-Year Sharpe Ratio too high?
Agent IG Holdings' current 1-Year Sharpe Ratio is -0.70. Overall, Agent IG Holdings has a GF Score™ of 5/100, reflecting its overall financial health beyond just this single metric.
How does Agent IG Holdings' 1-Year Sharpe Ratio compare to MRSH and AON?
Agent IG Holdings' 1-Year Sharpe Ratio of -0.70 can be compared against companies in the Insurance 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 Insurance company?
A good 1-Year Sharpe Ratio depends on the Insurance 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 Agent IG Holdings and its competitors. Agent IG Holdings's current 1-Year Sharpe Ratio is -0.70. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Agent IG Holdings stock overvalued right now?
Agent IG Holdings (NGO:377A) has a current 1-Year Sharpe Ratio of -0.70. The current 1-Year Sharpe Ratio is -0.70. Agent IG Holdings' overall GF Score™ is 5/100. 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 Agent IG Holdings (NGO:377A), the current 1-Year Sharpe Ratio is -0.70 as of Sep. 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.

Agent IG Holdings Business Description

Address 3-29 Ichigaya Honmuracho, Shinjuku-ku, Tokyo, JPN, 162-0845
Agent IG Holdings Inc is engaged in insurance agency business for individuals and corporations, and related business.
5GF Score

Get the complete analysis for NGO:377A

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

円1,089.00
Price