SHOO (Steven Madden) 1-Year Sharpe Ratio: 1.46 (As of Jul. 18, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Reviewed by: Charlie Tian Charlie Tian
Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

SHOO Steven Madden Ltd SHOO
92 GF Score
Price $43.42
GF Value $49.55
Valuation Modestly Undervalued
! 7 Warning Signs
View Full Analysis

What is Steven Madden 1-Year Sharpe Ratio?

Steven Madden SHOO -0.60% 92 1-Year Sharpe Ratio is 1.46 as of Jul. 18, 2026. GuruFocus rates SHOO with a GF Score™ of 92/100 and a GF Value™ of $49.55 (Modestly Undervalued). The stock has 7 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 (2026-07-18), Steven Madden's 1-Year Sharpe Ratio is 1.46.

Steven Madden  (NAS:SHOO) 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.

Steven Madden 1-Year Sharpe Ratio Related Terms

SHOO vs WWW, WEYS, DBI: 1-Year Sharpe Ratio Comparison

For the Footwear & Accessories subindustry, Steven Madden'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.

Steven Madden 1-Year Sharpe Ratio vs Manufacturing - Apparel & Accessories Industry

For the Manufacturing - Apparel & Accessories industry and Consumer Cyclical sector, Steven Madden's 1-Year Sharpe Ratio distribution charts can be found below:

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


SHOO
92GF Score
Steven Madden Ltd SHOO
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Steven Madden 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 1.46 mean?
Steven Madden (SHOO) has a 1-Year Sharpe Ratio of 1.46 as of Jul. 18, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Steven Madden and its competitors.
Is Steven Madden's 1-Year Sharpe Ratio too high?
Steven Madden's current 1-Year Sharpe Ratio is 1.46. Overall, Steven Madden has a GF Score™ of 92/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Steven Madden's 1-Year Sharpe Ratio compare to WWW and WEYS?
Steven Madden's 1-Year Sharpe Ratio of 1.46 can be compared against companies in the Manufacturing - Apparel & Accessories 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 Manufacturing - Apparel & Accessories company?
A good 1-Year Sharpe Ratio depends on the Manufacturing - Apparel & Accessories 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 Steven Madden and its competitors. Steven Madden's current 1-Year Sharpe Ratio is 1.46. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Steven Madden stock overvalued right now?
Based on GuruFocus' analysis, Steven Madden (SHOO) is currently considered Modestly Undervalued. The stock's GF Value™ is $49.55, compared to a current price of $43.42 — trading 12.4% below its estimated fair value. The current 1-Year Sharpe Ratio is 1.46. Steven Madden's overall GF Score™ is 92/100 with 7 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 Steven Madden (SHOO), the current 1-Year Sharpe Ratio is 1.46 as of Jul. 18, 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 Steven Madden (SHOO) Overvalued in 2026?

Based on GuruFocus' analysis, Steven Madden stock appears to be undervalued. The current stock price of $43.42 is trading 12.4% below its estimated GF Value™ of $49.55. GuruFocus considers Steven Madden to be Modestly Undervalued.

Key valuation signals for SHOO:

  • 1-Year Sharpe Ratio: 1.46
  • GF Value™: $49.55 vs. price of $43.42 (12.4% below fair value)
  • GF Score™: 92/100 with 7 warning signs

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

Steven Madden Business Description

Other Exchanges SJM:Germany
Address 52-16 Barnett Avenue, Long Island City, NY, USA, 11104
Steven Madden Ltd and its subsidiaries design, source, and market branded and private label footwear, accessories, and apparel. Its offerings include contemporary styles and core products, known for design creativity, trend-right offerings, high quality, and accessible price points. It operates through four segments: Wholesale Footwear, which generates maximum revenue and sells footwear globally; Wholesale Accessories/Apparel, which sells handbags and apparel through wholesale channels; Direct-to-Consumer, which sells footwear, handbags, apparel, and accessories through stores, outlets, e-commerce, and concessions; and Licensing, which licenses Steve Madden, Betsey Johnson, and Kurt Geiger trademarks, with the Company generating the majority of its revenue from the USA.
92GF Score

Get the complete analysis for SHOO

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

$43.42
Price
$49.55
GF Value