DMCI Holdings (PHS:DMC) 1-Year Sharpe Ratio: -1.61 (As of Jul. 11, 2026)


PHS:DMC DMCI Holdings Inc PHS:DMC
73 GF Score
Price ₱7.24
GF Value ₱10.43
Valuation Significantly Undervalued
! 4 Warning Signs
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What is DMCI Holdings 1-Year Sharpe Ratio?

DMCI Holdings PHS:DMC +0.56% 73 1-Year Sharpe Ratio is -1.61 as of Jul. 11, 2026. GuruFocus rates PHS:DMC with a GF Score™ of 73/100 and a GF Value™ of ₱10.43 (Significantly Undervalued). The stock has 4 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 (2026-07-11), DMCI Holdings's 1-Year Sharpe Ratio is -1.61.

DMCI Holdings  (PHS:DMC) 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.

DMCI Holdings 1-Year Sharpe Ratio Related Terms

PHS:DMC vs HON, MMM: 1-Year Sharpe Ratio Comparison

For the Conglomerates subindustry, DMCI 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.

DMCI Holdings 1-Year Sharpe Ratio vs Conglomerates Industry

For the Conglomerates industry and Industrials sector, DMCI Holdings's 1-Year Sharpe Ratio distribution charts can be found below:

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


PHS:DMC
73GF Score
DMCI Holdings Inc PHS:DMC
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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DMCI 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 -1.61 mean?
DMCI Holdings (PHS:DMC) has a 1-Year Sharpe Ratio of -1.61 as of Jul. 11, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for DMCI Holdings and its competitors.
Is DMCI Holdings' 1-Year Sharpe Ratio too high?
DMCI Holdings' current 1-Year Sharpe Ratio is -1.61. Overall, DMCI Holdings has a GF Score™ of 73/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does DMCI Holdings' 1-Year Sharpe Ratio compare to HON and MMM?
DMCI Holdings' 1-Year Sharpe Ratio of -1.61 can be compared against companies in the Conglomerates 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 Conglomerates company?
A good 1-Year Sharpe Ratio depends on the Conglomerates 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 DMCI Holdings and its competitors. DMCI Holdings's current 1-Year Sharpe Ratio is -1.61. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is DMCI Holdings stock overvalued right now?
Based on GuruFocus' analysis, DMCI Holdings (PHS:DMC) is currently considered Significantly Undervalued. The stock's GF Value™ is ₱10.43, compared to a current price of ₱7.24 — trading 30.6% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.61. DMCI Holdings' overall GF Score™ is 73/100 with 4 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 DMCI Holdings (PHS:DMC), the current 1-Year Sharpe Ratio is -1.61 as of Jul. 11, 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 DMCI Holdings (PHS:DMC) Overvalued in 2026?

Based on GuruFocus' analysis, DMCI Holdings stock appears to be undervalued. The current stock price of ₱7.24 is trading 30.6% below its estimated GF Value™ of ₱10.43. GuruFocus considers DMCI Holdings to be Significantly Undervalued.

Key valuation signals for PHS:DMC:

  • 1-Year Sharpe Ratio: -1.61
  • GF Value™: ₱10.43 vs. price of ₱7.24 (30.6% below fair value)
  • GF Score™: 73/100 with 4 warning signs

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

DMCI Holdings Business Description

Other Exchanges DMCHY:USA
Address 2281 Don Chino Roces Avenue, 3rd Floor, Dacon Building, Makati, PHL, 1231
DMCI Holdings Inc is an engineering conglomerate in the Philippines, operating in construction, real estate, coal mining, nickel mining, power generation, and water distribution businesses. The activities of the company include construction-related businesses such as the production and trading of concrete products, exploration, mining, and development of coal resources, mining and selling nickel ore, residential development, power generation through coal-fired power plants and satellite power plants, water services, and others. It organizes its business into operating segments: construction and others, coal mining, nickel mining, real estate, on-grid power, off-grid power, water, and cement manufacturing. It generates the majority of its revenue from the coal mining segment.
73GF Score

Get the complete analysis for PHS:DMC

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

₱7.24
Price
₱10.43
GF Value