Bank of the Philippine Islands (PHS:BPI) 1-Year Sharpe Ratio: -1.16 (As of Jul. 12, 2026)


PHS:BPI Bank of the Philippine Islands PHS:BPI
84 GF Score
Price ₱103.00
GF Value ₱158.22
Valuation Possible Value Trap
! 3 Warning Signs
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What is Bank of the Philippine Islands 1-Year Sharpe Ratio?

Bank of the Philippine Islands PHS:BPI +1.98% 84 1-Year Sharpe Ratio is -1.16 as of Jul. 12, 2026. GuruFocus rates PHS:BPI with a GF Score™ of 84/100 and a GF Value™ of ₱158.22 (Possible Value Trap). The stock has 3 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), Bank of the Philippine Islands's 1-Year Sharpe Ratio is -1.16.

Bank of the Philippine Islands  (PHS:BPI) 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.

Bank of the Philippine Islands 1-Year Sharpe Ratio Related Terms

Bank of the Philippine Islands 1-Year Sharpe Ratio Competitor Comparison

For the Banks - Regional subindustry, Bank of the Philippine Islands'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.

Bank of the Philippine Islands 1-Year Sharpe Ratio vs Banks Industry

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

* The bar in red indicates where Bank of the Philippine Islands's 1-Year Sharpe Ratio falls into.


PHS:BPI
84GF Score
Bank of the Philippine Islands PHS:BPI
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Bank of the Philippine Islands 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 -1.16 mean?
Bank of the Philippine Islands (PHS:BPI) has a 1-Year Sharpe Ratio of -1.16 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 Bank of the Philippine Islands and its competitors.
Is Bank of the Philippine Islands' 1-Year Sharpe Ratio too high?
Bank of the Philippine Islands' current 1-Year Sharpe Ratio is -1.16. Overall, Bank of the Philippine Islands has a GF Score™ of 84/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Bank of the Philippine Islands' 1-Year Sharpe Ratio compare to competitors?
Bank of the Philippine Islands' 1-Year Sharpe Ratio of -1.16 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 Bank of the Philippine Islands and its competitors. Bank of the Philippine Islands's current 1-Year Sharpe Ratio is -1.16. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Bank of the Philippine Islands stock overvalued right now?
Based on GuruFocus' analysis, Bank of the Philippine Islands (PHS:BPI) is currently considered Possible Value Trap. The stock's GF Value™ is ₱158.22, compared to a current price of ₱103.00 — trading 34.9% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.16. Bank of the Philippine Islands' overall GF Score™ is 84/100 with 3 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 Bank of the Philippine Islands (PHS:BPI), the current 1-Year Sharpe Ratio is -1.16 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 Bank of the Philippine Islands (PHS:BPI) Overvalued in 2026?

Based on GuruFocus' analysis, Bank of the Philippine Islands stock appears to be undervalued. The current stock price of ₱103.00 is trading 34.9% below its estimated GF Value™ of ₱158.22. GuruFocus considers Bank of the Philippine Islands to be Possible Value Trap.

Key valuation signals for PHS:BPI:

  • 1-Year Sharpe Ratio: -1.16
  • GF Value™: ₱158.22 vs. price of ₱103.00 (34.9% below fair value)
  • GF Score™: 84/100 with 3 warning signs

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

Bank of the Philippine Islands Business Description

Other Exchanges BPHLY:USA
Address Paseo de Roxas Corner Makati Avenue, 22nd Floor - 28th Floor, Tower 2, Ayala Triangle Gardens, Bel-Air, Makati City, PHL, 1226
Bank of the Philippine Islands is a universal bank offering a range of financial products and solutions for both retail and corporate customers. The services of the company include consumer banking and lending, asset management, insurance, securities brokerage and distribution, foreign exchange, leasing, and corporate and investment banking. It has three business segments: Consumer banking, Corporate banking, and Investment banking. It derives maximum revenue from the Consumer Banking Segment.
84GF Score

Get the complete analysis for PHS:BPI

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

₱103.00
Price
₱158.22
GF Value