SGML (Sigma Lithium) 1-Year Sharpe Ratio: 0.96 (As of Aug. 30, 2026)

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SGML Sigma Lithium Corp SGML
46 GF Score
Price $12.27
GF Value $8.14
Valuation Significantly Overvalued
! 5 Warning Signs
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What is Sigma Lithium 1-Year Sharpe Ratio?

Sigma Lithium SGML -2.78% 46 1-Year Sharpe Ratio is 0.96 as of Aug. 30, 2026. GuruFocus rates SGML with a GF Score™ of 46/100 and a GF Value™ of $8.14 (Significantly Overvalued). The stock has 5 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 (2026-08-30), Sigma Lithium's 1-Year Sharpe Ratio is 0.96.

Sigma Lithium  (NAS:SGML) 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.

Sigma Lithium 1-Year Sharpe Ratio Related Terms

Sigma Lithium 1-Year Sharpe Ratio Competitor Comparison

For the Other Industrial Metals & Mining subindustry, Sigma Lithium'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.

Sigma Lithium 1-Year Sharpe Ratio vs Metals & Mining Industry

For the Metals & Mining industry and Basic Materials sector, Sigma Lithium's 1-Year Sharpe Ratio distribution charts can be found below:

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


SGML
46GF Score
Sigma Lithium Corp SGML
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Sigma Lithium 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 0.96 mean?
Sigma Lithium (SGML) has a 1-Year Sharpe Ratio of 0.96 as of Aug. 30, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Sigma Lithium and its competitors.
Is Sigma Lithium's 1-Year Sharpe Ratio too high?
Sigma Lithium's current 1-Year Sharpe Ratio is 0.96. Overall, Sigma Lithium has a GF Score™ of 46/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Sigma Lithium's 1-Year Sharpe Ratio compare to competitors?
Sigma Lithium's 1-Year Sharpe Ratio of 0.96 can be compared against companies in the Metals & Mining 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 Metals & Mining company?
A good 1-Year Sharpe Ratio depends on the Metals & Mining 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 Sigma Lithium and its competitors. Sigma Lithium's current 1-Year Sharpe Ratio is 0.96. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sigma Lithium stock overvalued right now?
Based on GuruFocus' analysis, Sigma Lithium (SGML) is currently considered Significantly Overvalued. The stock's GF Value™ is $8.14, compared to a current price of $12.27 — trading 50.7% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.96. Sigma Lithium's overall GF Score™ is 46/100 with 5 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 Sigma Lithium (SGML), the current 1-Year Sharpe Ratio is 0.96 as of Aug. 30, 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 Sigma Lithium (SGML) Overvalued in 2026?

Based on GuruFocus' analysis, Sigma Lithium stock appears to be overvalued. The current stock price of $12.27 is trading 50.7% above its estimated GF Value™ of $8.14. GuruFocus considers Sigma Lithium to be Significantly Overvalued.

Key valuation signals for SGML:

  • 1-Year Sharpe Ratio: 0.96
  • GF Value™: $8.14 vs. price of $12.27 (50.7% above fair value)
  • GF Score™: 46/100 with 5 warning signs

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

Sigma Lithium Business Description

Address 181, Bay Street, Suite 4400, Toronto, ON, CAN, M5J 2T3
Sigma Lithium Corp together with its direct and indirect subsidiaries, is a commercial producer of lithium concentrate. It holds full interest in four mineral properties: Grota do Cirilo, Sao Jose, Santa Clara, and Genipapo, located in the municipalities of Aracuai and Itinga, in the Vale do Jequitinhonha region in the State of Minas Gerais, Brazil. Geographically, the company operates in Switzerland; United Arab Emirates; Singapore; and Republic of Korea, of which it derives maximum revenue from Switzerland.
46GF 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.

$12.27
Price
$8.14
GF Value