RACE (Ferrari NV) 1-Year Sharpe Ratio: -0.83 (As of Jul. 11, 2026)


RACE Ferrari NV RACE
94 GF Score
Price $376.64
GF Value $503.59
Valuation Modestly Undervalued
! 2 Warning Signs
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What is Ferrari NV 1-Year Sharpe Ratio?

Ferrari NV RACE +0.53% 94 1-Year Sharpe Ratio is -0.83 as of Jul. 11, 2026. GuruFocus rates RACE with a GF Score™ of 94/100 and a GF Value™ of $503.59 (Modestly Undervalued). The stock has 2 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), Ferrari NV's 1-Year Sharpe Ratio is -0.83.

Ferrari NV  (NYSE:RACE) 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.

Ferrari NV 1-Year Sharpe Ratio Related Terms

RACE vs TSLA, GM, F: 1-Year Sharpe Ratio Comparison

For the Auto Manufacturers subindustry, Ferrari NV'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.

Ferrari NV 1-Year Sharpe Ratio vs Vehicles & Parts Industry

For the Vehicles & Parts industry and Consumer Cyclical sector, Ferrari NV's 1-Year Sharpe Ratio distribution charts can be found below:

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


RACE
94GF Score
Ferrari NV RACE
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Ferrari NV 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 -0.83 mean?
Ferrari NV (RACE) has a 1-Year Sharpe Ratio of -0.83 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 Ferrari NV and its competitors.
Is Ferrari NV's 1-Year Sharpe Ratio too high?
Ferrari NV's current 1-Year Sharpe Ratio is -0.83. Overall, Ferrari NV has a GF Score™ of 94/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Ferrari NV's 1-Year Sharpe Ratio compare to TSLA and GM?
Ferrari NV's 1-Year Sharpe Ratio of -0.83 can be compared against companies in the Vehicles & Parts 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 Vehicles & Parts company?
A good 1-Year Sharpe Ratio depends on the Vehicles & Parts 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 Ferrari NV and its competitors. Ferrari NV's current 1-Year Sharpe Ratio is -0.83. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Ferrari NV stock overvalued right now?
Based on GuruFocus' analysis, Ferrari NV (RACE) is currently considered Modestly Undervalued. The stock's GF Value™ is $503.59, compared to a current price of $376.64 — trading 25.2% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.83. Ferrari NV's overall GF Score™ is 94/100 with 2 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 Ferrari NV (RACE), the current 1-Year Sharpe Ratio is -0.83 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 Ferrari NV (RACE) Overvalued in 2026?

Based on GuruFocus' analysis, Ferrari NV stock appears to be undervalued. The current stock price of $376.64 is trading 25.2% below its estimated GF Value™ of $503.59. GuruFocus considers Ferrari NV to be Modestly Undervalued.

Key valuation signals for RACE:

  • 1-Year Sharpe Ratio: -0.83
  • GF Value™: $503.59 vs. price of $376.64 (25.2% below fair value)
  • GF Score™: 94/100 with 2 warning signs

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

Ferrari NV Business Description

Address Via Abetone Inferiore n. 4, Maranello, ITA, I-41053
Ferrari designs, engineers, and manufactures some of the world's most expensive luxury cars. With supply carefully controlled to be below demand and a brand steeped in decades of motor racing history, a Ferrari is viewed as a status symbol. In 2025, the company sold 13,640 vehicles at an average price over EUR 520,000 with more than 80% of its vehicles being sold to existing Ferrari clients. Eighty-four percent of revenue is generated from the sale of cars and spare parts and 10% from sponsorship, commercial, and brand activities including racing and lifestyle activities. In 2025, the Europe, Middle East, and Africa region accounted for 49% of revenue, the Americas was 32%, mainland China, Hong Kong, and Taiwan was 7%, and the rest of Asia was 12%.
94GF Score

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

$376.64
Price
$503.59
GF Value