GURUFOCUS.COM » STOCK LIST » Industrials » Business Services » SGS AG (OTCPK:SGSOY) » Definitions » 1-Year Sharpe Ratio

SGSOY (SGS AG) 1-Year Sharpe Ratio : 0.36 (As of Jun. 26, 2025)


View and export this data going back to 1999. Start your Free Trial

What is SGS AG 1-Year Sharpe Ratio?

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 (2025-06-26), SGS AG's 1-Year Sharpe Ratio is 0.36.


Competitive Comparison of SGS AG's 1-Year Sharpe Ratio

For the Consulting Services subindustry, SGS AG'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.


SGS AG's 1-Year Sharpe Ratio Distribution in the Business Services Industry

For the Business Services industry and Industrials sector, SGS AG's 1-Year Sharpe Ratio distribution charts can be found below:

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


;
;

SGS AG 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.


SGS AG  (OTCPK:SGSOY) 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.


SGS AG 1-Year Sharpe Ratio Related Terms

Thank you for viewing the detailed overview of SGS AG's 1-Year Sharpe Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


SGS AG Business Description

Address
1 Place des Alpes, P.O. Box 2152, Geneva, CHE, CH-1211
Switzerland-listed SGS is the largest and one of the oldest companies in the testing, inspection, and certification industry. The company's primary activities involve testing products and materials, inspecting sites/industrial equipment, and certifying products and systems to ensure global/company standards. SGS is one of only three TIC companies that operate globally across numerous industries, including agriculture, food and life science, and transport services. SGS was first listed in 1981 and employs almost 100,000 people worldwide.