Roxas Holdings (PHS:ROX) 1-Year Sharpe Ratio: -87.40 (As of Jul. 15, 2026)

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PHS:ROX Roxas Holdings Inc PHS:ROX
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What is Roxas Holdings 1-Year Sharpe Ratio?

Roxas Holdings PHS:ROX 4 1-Year Sharpe Ratio is -87.40 as of Jul. 15, 2026. GuruFocus rates PHS:ROX with a GF Score™ of 4/100.

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), Roxas Holdings's 1-Year Sharpe Ratio is -87.40.

Roxas Holdings  (PHS:ROX) 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.

Roxas Holdings 1-Year Sharpe Ratio Related Terms

PHS:ROX vs MDLZ, HSY, TR: 1-Year Sharpe Ratio Comparison

For the Confectioners subindustry, Roxas 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.

Roxas Holdings 1-Year Sharpe Ratio vs Consumer Packaged Goods Industry

For the Consumer Packaged Goods industry and Consumer Defensive sector, Roxas Holdings's 1-Year Sharpe Ratio distribution charts can be found below:

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


PHS:ROX
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Roxas Holdings Inc PHS:ROX
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Roxas 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 -87.40 mean?
Roxas Holdings (PHS:ROX) has a 1-Year Sharpe Ratio of -87.40 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 Roxas Holdings and its competitors.
Is Roxas Holdings' 1-Year Sharpe Ratio too high?
Roxas Holdings' current 1-Year Sharpe Ratio is -87.40. Overall, Roxas Holdings has a GF Score™ of 4/100, reflecting its overall financial health beyond just this single metric.
How does Roxas Holdings' 1-Year Sharpe Ratio compare to MDLZ and HSY?
Roxas Holdings' 1-Year Sharpe Ratio of -87.40 can be compared against companies in the Consumer Packaged Goods 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 Consumer Packaged Goods company?
A good 1-Year Sharpe Ratio depends on the Consumer Packaged Goods 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 Roxas Holdings and its competitors. Roxas Holdings's current 1-Year Sharpe Ratio is -87.40. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Roxas Holdings stock overvalued right now?
Roxas Holdings (PHS:ROX) has a current 1-Year Sharpe Ratio of -87.40. The current 1-Year Sharpe Ratio is -87.40. Roxas Holdings' overall GF Score™ is 4/100. 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 Roxas Holdings (PHS:ROX), the current 1-Year Sharpe Ratio is -87.40 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.

Roxas Holdings Business Description

Address 26th Corner 3rd Avenue, 14th Floor, Net one Center, Bonifacio Global City, Metro Manila, Taguig, PHL, 1634
Roxas Holdings Inc produces, markets, and sells raw and refined sugar, molasses, and related products to food and beverage, and pharmaceutical companies in the Philippines. It operates in two segments namely Sugar and Alcohol. The company generates maximum revenue from the Sugar segment. The alcohol segment is engaged in the manufacture and sale of bio-ethanol fuel. Geographically, it operates only in the Philippines.
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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

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