WXM (WF International) 1-Year Sharpe Ratio: -0.92 (As of Jul. 21, 2026)

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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.
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Charlie Tian
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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.

WXM WF International Ltd WXM
16 GF Score
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What is WF International 1-Year Sharpe Ratio?

WF International WXM -2.17% 16 1-Year Sharpe Ratio is -0.92 as of Jul. 21, 2026. GuruFocus rates WXM with a GF Score™ of 16/100. 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 (2026-07-21), WF International's 1-Year Sharpe Ratio is -0.92.

WF International  (NAS:WXM) 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.

WF International 1-Year Sharpe Ratio Related Terms

WXM vs TLIH, GWW, FAST: 1-Year Sharpe Ratio Comparison

For the Industrial Distribution subindustry, WF International'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.

WF International 1-Year Sharpe Ratio vs Industrial Distribution Industry

For the Industrial Distribution industry and Industrials sector, WF International's 1-Year Sharpe Ratio distribution charts can be found below:

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


WXM
16GF Score
WF International Ltd WXM
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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WF International 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 -0.92 mean?
WF International (WXM) has a 1-Year Sharpe Ratio of -0.92 as of Jul. 21, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for WF International and its competitors.
Is WF International's 1-Year Sharpe Ratio too high?
WF International's current 1-Year Sharpe Ratio is -0.92. Overall, WF International has a GF Score™ of 16/100, reflecting its overall financial health beyond just this single metric.
How does WF International's 1-Year Sharpe Ratio compare to TLIH and GWW?
WF International's 1-Year Sharpe Ratio of -0.92 can be compared against companies in the Industrial Distribution 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 Industrial Distribution company?
A good 1-Year Sharpe Ratio depends on the Industrial Distribution 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 WF International and its competitors. WF International's current 1-Year Sharpe Ratio is -0.92. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is WF International stock overvalued right now?
WF International (WXM) has a current 1-Year Sharpe Ratio of -0.92. The current 1-Year Sharpe Ratio is -0.92. WF International's overall GF Score™ is 16/100 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 WF International (WXM), the current 1-Year Sharpe Ratio is -0.92 as of Jul. 21, 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.

WF International Business Description

Address Wanxing Road, No. 1110, 11th Floor, Unit 1, Building 7, No. 477, Sichuan, Chengdu, CHN, 610041
WF International Ltd is engaged in the provision of supply, installation, fitting-out and maintenance services for HVAC system and floor heating systems. It provides the supply, installation and fitting-out services for HVAC systems for large-scaled commercial projects consisting of offices, hotels, manufactures, airports and hospitals, such as the International Finance Square HVAC projects across China, Chengdu Vanke Charm City, Chengdu Raffles Plaza, Chengdu Yinshi Plaza, Chengdu Metro No. Ten Line, and Panzhihua Jinhai Hotel.
16GF 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.

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