Rizal Commercial Banking (PHS:RCB) 1-Year Sharpe Ratio: -1.39 (As of Jul. 09, 2026)


PHS:RCB Rizal Commercial Banking Corp PHS:RCB
78 GF Score
Price ₱23.05
GF Value ₱29.72
Valuation Modestly Undervalued
! 3 Warning Signs
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What is Rizal Commercial Banking 1-Year Sharpe Ratio?

Rizal Commercial Banking PHS:RCB +0.22% 78 1-Year Sharpe Ratio is -1.39 as of Jul. 09, 2026. GuruFocus rates PHS:RCB with a GF Score™ of 78/100 and a GF Value™ of ₱29.72 (Modestly Undervalued). 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 (2026-07-09), Rizal Commercial Banking's 1-Year Sharpe Ratio is -1.39.

Rizal Commercial Banking  (PHS:RCB) 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.

Rizal Commercial Banking 1-Year Sharpe Ratio Related Terms

Rizal Commercial Banking 1-Year Sharpe Ratio Competitor Comparison

For the Banks - Regional subindustry, Rizal Commercial Banking'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.

Rizal Commercial Banking 1-Year Sharpe Ratio vs Banks Industry

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

* The bar in red indicates where Rizal Commercial Banking's 1-Year Sharpe Ratio falls into.


PHS:RCB
78GF Score
Rizal Commercial Banking Corp PHS:RCB
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Rizal Commercial Banking 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 -1.39 mean?
Rizal Commercial Banking (PHS:RCB) has a 1-Year Sharpe Ratio of -1.39 as of Jul. 09, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Rizal Commercial Banking and its competitors.
Is Rizal Commercial Banking's 1-Year Sharpe Ratio too high?
Rizal Commercial Banking's current 1-Year Sharpe Ratio is -1.39. Overall, Rizal Commercial Banking has a GF Score™ of 78/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Rizal Commercial Banking's 1-Year Sharpe Ratio compare to competitors?
Rizal Commercial Banking's 1-Year Sharpe Ratio of -1.39 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 Rizal Commercial Banking and its competitors. Rizal Commercial Banking's current 1-Year Sharpe Ratio is -1.39. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Rizal Commercial Banking stock overvalued right now?
Based on GuruFocus' analysis, Rizal Commercial Banking (PHS:RCB) is currently considered Modestly Undervalued. The stock's GF Value™ is ₱29.72, compared to a current price of ₱23.05 — trading 22.4% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.39. Rizal Commercial Banking's overall GF Score™ is 78/100 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 Rizal Commercial Banking (PHS:RCB), the current 1-Year Sharpe Ratio is -1.39 as of Jul. 09, 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 Rizal Commercial Banking (PHS:RCB) Overvalued in 2026?

Based on GuruFocus' analysis, Rizal Commercial Banking stock appears to be undervalued. The current stock price of ₱23.05 is trading 22.4% below its estimated GF Value™ of ₱29.72. GuruFocus considers Rizal Commercial Banking to be Modestly Undervalued.

Key valuation signals for PHS:RCB:

  • 1-Year Sharpe Ratio: -1.39
  • GF Value™: ₱29.72 vs. price of ₱23.05 (22.4% below fair value)
  • GF Score™: 78/100 with 3 warning signs

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

Rizal Commercial Banking Business Description

Address 6819 Ayala Avenue, Yuchengco Tower, RCBC Plaza, Makati, PHL, 1200
Rizal Commercial Banking Corporation is a bank. The company provides banking and financial products and services to its customers in the Philippines but also in Asia, Europe, and the United States. The bank operates in the below segments: Retail, Corporate, Small and Medium enterprises, Treasury, and Others. Of these segments, the contributor to revenue is the retail banking function, followed by corporate banking. Services provided to clients include checking and savings accounts, deposits, credit cards, consumer and commercial loans, money market and trading services, investment banking, foreign exchange, wealth management, economic and investment research, syndicated loans, and wholesale lending.
78GF Score

Get the complete analysis for PHS:RCB

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

₱23.05
Price
₱29.72
GF Value