ORC (Orchid Island Capital) 1-Year Sharpe Ratio: -0.31 (As of Jul. 15, 2026)

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ORC Orchid Island Capital Inc ORC
31 GF Score
Price $6.92
! 2 Warning Signs
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What is Orchid Island Capital 1-Year Sharpe Ratio?

Orchid Island Capital ORC +1.32% 31 1-Year Sharpe Ratio is -0.31 as of Jul. 15, 2026. GuruFocus rates ORC with a GF Score™ of 31/100. The stock has 2 warning signs 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 (2026-07-15), Orchid Island Capital's 1-Year Sharpe Ratio is -0.31.

Orchid Island Capital  (NYSE:ORC) 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.

Orchid Island Capital 1-Year Sharpe Ratio Related Terms

ORC vs ARI, LADR, TWO: 1-Year Sharpe Ratio Comparison

For the REIT - Mortgage subindustry, Orchid Island 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.

Orchid Island Capital 1-Year Sharpe Ratio vs REITs Industry

For the REITs industry and Real Estate sector, Orchid Island Capital's 1-Year Sharpe Ratio distribution charts can be found below:

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


ORC
31GF Score
Orchid Island Capital Inc ORC
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Orchid Island 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 -0.31 mean?
Orchid Island Capital (ORC) has a 1-Year Sharpe Ratio of -0.31 as of Jul. 15, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Orchid Island Capital and its competitors.
Is Orchid Island Capital's 1-Year Sharpe Ratio too high?
Orchid Island Capital's current 1-Year Sharpe Ratio is -0.31. Overall, Orchid Island Capital has a GF Score™ of 31/100, reflecting its overall financial health beyond just this single metric.
How does Orchid Island Capital's 1-Year Sharpe Ratio compare to ARI and LADR?
Orchid Island Capital's 1-Year Sharpe Ratio of -0.31 can be compared against companies in the REITs 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 REITs company?
A good 1-Year Sharpe Ratio depends on the REITs 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 Orchid Island Capital and its competitors. Orchid Island Capital's current 1-Year Sharpe Ratio is -0.31. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Orchid Island Capital stock overvalued right now?
Orchid Island Capital (ORC) has a current 1-Year Sharpe Ratio of -0.31. The current 1-Year Sharpe Ratio is -0.31. Orchid Island Capital's overall GF Score™ is 31/100 with 2 warning signs 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 Orchid Island Capital (ORC), the current 1-Year Sharpe Ratio is -0.31 as of Jul. 15, 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.

Orchid Island Capital Business Description

Industry Real EstateREITs
Other Exchanges 45U0:Germany
Address 3305 Flamingo Drive, Vero Beach, FL, USA, 32963
Orchid Island Capital Inc is a specialty finance company that invests in residential mortgage-backed securities. The principal and interest payments of its RMBS are guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, or the Government National Mortgage Association, and are backed by single-family residential mortgage loans. The company's investment portfolio is divided into two categories namely traditional pass-through Agency RMBS; and structured Agency RMBS, such as collateralized mortgage obligations, interest-only securities, inverse interest-only securities, and principal-only securities, among other types of structured Agency RMBS.
31GF 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.

$6.92
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