Sun Life Financial (PHS:SLF) 1-Year Sharpe Ratio: 1.42 (As of Jul. 04, 2026)


PHS:SLF Sun Life Financial Inc PHS:SLF
76 GF Score
Price ₱4,750.00
GF Value ₱3,673.89
Valuation Modestly Overvalued
! 8 Warning Signs
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What is Sun Life Financial 1-Year Sharpe Ratio?

Sun Life Financial PHS:SLF 76 1-Year Sharpe Ratio is 1.42 as of Jul. 04, 2026. GuruFocus rates PHS:SLF with a GF Score™ of 76/100 and a GF Value™ of ₱3,673.89 (Modestly Overvalued). The stock has 8 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 (2026-07-04), Sun Life Financial's 1-Year Sharpe Ratio is 1.42.

Sun Life Financial  (PHS:SLF) 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.

Sun Life Financial 1-Year Sharpe Ratio Related Terms

PHS:SLF vs BRK.A, AIG, HIG: 1-Year Sharpe Ratio Comparison

For the Insurance - Diversified subindustry, Sun Life Financial'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.

Sun Life Financial 1-Year Sharpe Ratio vs Insurance Industry

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

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


PHS:SLF
76GF Score
Sun Life Financial Inc PHS:SLF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Sun Life Financial 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 1.42 mean?
Sun Life Financial (PHS:SLF) has a 1-Year Sharpe Ratio of 1.42 as of Jul. 04, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Sun Life Financial and its competitors.
Is Sun Life Financial's 1-Year Sharpe Ratio too high?
Sun Life Financial's current 1-Year Sharpe Ratio is 1.42. Overall, Sun Life Financial has a GF Score™ of 76/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Sun Life Financial's 1-Year Sharpe Ratio compare to BRK.A and AIG?
Sun Life Financial's 1-Year Sharpe Ratio of 1.42 can be compared against companies in the Insurance 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 an Insurance company?
A good 1-Year Sharpe Ratio depends on the Insurance 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 Sun Life Financial and its competitors. Sun Life Financial's current 1-Year Sharpe Ratio is 1.42. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sun Life Financial stock overvalued right now?
Based on GuruFocus' analysis, Sun Life Financial (PHS:SLF) is currently considered Modestly Overvalued. The stock's GF Value™ is ₱3,673.89, compared to a current price of ₱4,750.00 — trading 29.3% above its estimated fair value. The current 1-Year Sharpe Ratio is 1.42. Sun Life Financial's overall GF Score™ is 76/100 with 8 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 Sun Life Financial (PHS:SLF), the current 1-Year Sharpe Ratio is 1.42 as of Jul. 04, 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 Sun Life Financial (PHS:SLF) Overvalued in 2026?

Based on GuruFocus' analysis, Sun Life Financial stock appears to be overvalued. The current stock price of ₱4,750.00 is trading 29.3% above its estimated GF Value™ of ₱3,673.89. GuruFocus considers Sun Life Financial to be Modestly Overvalued.

Key valuation signals for PHS:SLF:

  • 1-Year Sharpe Ratio: 1.42
  • GF Value™: ₱3,673.89 vs. price of ₱4,750.00 (29.3% above fair value)
  • GF Score™: 76/100 with 8 warning signs

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

Sun Life Financial Business Description

Address 1 York Street, 31st Floor, Toronto, ON, CAN, M5J 0B6
Sun Life Financial is one of the Big Three Canadian life insurers. The Canadian business contributed around 35% of its 2025 adjusted earnings. In that segment, the firm provides health, life insurance, and annuity products to individual and group customers. Its US business is mostly group health and contributed about 17% of the firm's adjusted earnings in 2025. Sun Life also offers life insurance and wealth products in several Asian markets with a strong presence in Hong Kong and the Philippines. The Asia segment contributed around 18% of adjusted 2024 earnings. Its asset management business had around CAD 1.2 trillion total assets under management or administration at the end of 2025 and represents around 30% of the firm's earnings.
76GF Score

Get the complete analysis for PHS:SLF

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

₱4,750.00
Price
₱3,673.89
GF Value