PFSI (PennyMac Financial Services) 1-Year Sharpe Ratio: -0.28 (As of Jul. 12, 2026)


PFSI PennyMac Financial Services Inc PFSI
71 GF Score
Price $82.35
GF Value $131.95
Valuation Possible Value Trap
! 7 Warning Signs
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What is PennyMac Financial Services 1-Year Sharpe Ratio?

PennyMac Financial Services PFSI +0.50% 71 1-Year Sharpe Ratio is -0.28 as of Jul. 12, 2026. GuruFocus rates PFSI with a GF Score™ of 71/100 and a GF Value™ of $131.95 (Possible Value Trap). The stock has 7 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 (2026-07-12), PennyMac Financial Services's 1-Year Sharpe Ratio is -0.28.

PennyMac Financial Services  (NYSE:PFSI) 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.

PennyMac Financial Services 1-Year Sharpe Ratio Related Terms

PFSI vs FMCC, WD, FNMA: 1-Year Sharpe Ratio Comparison

For the Mortgage Finance subindustry, PennyMac Financial Services'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.

PennyMac Financial Services 1-Year Sharpe Ratio vs Banks Industry

For the Banks industry and Financial Services sector, PennyMac Financial Services's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where PennyMac Financial Services's 1-Year Sharpe Ratio falls into.


PFSI
71GF Score
PennyMac Financial Services Inc PFSI
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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PennyMac Financial Services 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 -0.28 mean?
PennyMac Financial Services (PFSI) has a 1-Year Sharpe Ratio of -0.28 as of Jul. 12, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for PennyMac Financial Services and its competitors.
Is PennyMac Financial Services' 1-Year Sharpe Ratio too high?
PennyMac Financial Services' current 1-Year Sharpe Ratio is -0.28. Overall, PennyMac Financial Services has a GF Score™ of 71/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does PennyMac Financial Services' 1-Year Sharpe Ratio compare to FMCC and WD?
PennyMac Financial Services' 1-Year Sharpe Ratio of -0.28 can be compared against companies in the Banks 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 Banks company?
A good 1-Year Sharpe Ratio depends on the Banks 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 PennyMac Financial Services and its competitors. PennyMac Financial Services's current 1-Year Sharpe Ratio is -0.28. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is PennyMac Financial Services stock overvalued right now?
Based on GuruFocus' analysis, PennyMac Financial Services (PFSI) is currently considered Possible Value Trap. The stock's GF Value™ is $131.95, compared to a current price of $82.35 — trading 37.6% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.28. PennyMac Financial Services' overall GF Score™ is 71/100 with 7 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 PennyMac Financial Services (PFSI), the current 1-Year Sharpe Ratio is -0.28 as of Jul. 12, 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 PennyMac Financial Services (PFSI) Overvalued in 2026?

Based on GuruFocus' analysis, PennyMac Financial Services stock appears to be undervalued. The current stock price of $82.35 is trading 37.6% below its estimated GF Value™ of $131.95. GuruFocus considers PennyMac Financial Services to be Possible Value Trap.

Key valuation signals for PFSI:

  • 1-Year Sharpe Ratio: -0.28
  • GF Value™: $131.95 vs. price of $82.35 (37.6% below fair value)
  • GF Score™: 71/100 with 7 warning signs

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

PennyMac Financial Services Business Description

Address 3043 Townsgate Road, Suite 200, Westlake Village, CA, USA, 91361
PennyMac Financial Services Inc is a specialty financial services firm with a comprehensive mortgage platform mainly focused on the production and servicing of U.S. residential mortgage loans. The firm is also engaged in managing investments related to the U.S. mortgage market and provides products and services that leverage technologies to support customers. The company operates through two reportable operating segments: production and servicing. The production segment performs loan origination, acquisition, and sale activities, while the servicing segment performs servicing and subservicing of loans, early buyout transactions, and servicing of loans sourced and managed for PMT. The majority of revenue comes from the production segment.
71GF Score

Get the complete analysis for PFSI

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

$82.35
Price
$131.95
GF Value