Pan Jamaica Group (XJAM:PJAM) 1-Year Sharpe Ratio: -1.13 (As of Aug. 07, 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.

XJAM:PJAM Pan Jamaica Group Ltd XJAM:PJAM
66 GF Score
Price JMD44.78
! 6 Warning Signs
View Full Analysis

What is Pan Jamaica Group 1-Year Sharpe Ratio?

Pan Jamaica Group XJAM:PJAM +6.95% 66 1-Year Sharpe Ratio is -1.13 as of Aug. 07, 2026. GuruFocus rates XJAM:PJAM with a GF Score™ of 66/100. The stock has 6 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 (2026-08-07), Pan Jamaica Group's 1-Year Sharpe Ratio is -1.13.

Pan Jamaica Group  (XJAM:PJAM) 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.

Pan Jamaica Group 1-Year Sharpe Ratio Related Terms

XJAM:PJAM vs KO, PEP, MNST: 1-Year Sharpe Ratio Comparison

For the Beverages - Non-Alcoholic subindustry, Pan Jamaica Group'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.

Pan Jamaica Group 1-Year Sharpe Ratio vs Beverages - Non-Alcoholic Industry

For the Beverages - Non-Alcoholic industry and Consumer Defensive sector, Pan Jamaica Group's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Pan Jamaica Group's 1-Year Sharpe Ratio falls into.


XJAM:PJAM
66GF Score
Pan Jamaica Group Ltd XJAM:PJAM
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Pan Jamaica Group 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 -1.13 mean?
Pan Jamaica Group (XJAM:PJAM) has a 1-Year Sharpe Ratio of -1.13 as of Aug. 07, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Pan Jamaica Group and its competitors.
Is Pan Jamaica Group's 1-Year Sharpe Ratio too high?
Pan Jamaica Group's current 1-Year Sharpe Ratio is -1.13. Overall, Pan Jamaica Group has a GF Score™ of 66/100, reflecting its overall financial health beyond just this single metric.
How does Pan Jamaica Group's 1-Year Sharpe Ratio compare to KO and PEP?
Pan Jamaica Group's 1-Year Sharpe Ratio of -1.13 can be compared against companies in the Beverages - Non-Alcoholic 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 Beverages - Non-Alcoholic company?
A good 1-Year Sharpe Ratio depends on the Beverages - Non-Alcoholic 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 Pan Jamaica Group and its competitors. Pan Jamaica Group's current 1-Year Sharpe Ratio is -1.13. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Pan Jamaica Group stock overvalued right now?
Pan Jamaica Group (XJAM:PJAM) has a current 1-Year Sharpe Ratio of -1.13. The current 1-Year Sharpe Ratio is -1.13. Pan Jamaica Group's overall GF Score™ is 66/100 with 6 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 Pan Jamaica Group (XJAM:PJAM), the current 1-Year Sharpe Ratio is -1.13 as of Aug. 07, 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.

Pan Jamaica Group Business Description

Address 60 Knutsford Boulevard, Kingston, JAM, 5
Pan Jamaica Group Ltd is a Caribbean-based multinational holding company. It acquires, holds, and operates businesses in the Caribbean, Europe and the Americas. The company's business is divided into five segments: i) The Property and Infrastructure segment focuses on the development and management of real estate and related infrastructure. ii) The Financial Services segment provides products and services to institutional and individual investors. iii) The Global Services segment includes logistics-related operations. iv) The Specialty Foods segment is engaged in agriculture, processing, distribution and/or retail of food and drink. v) Corporate services, which comprises interest and investment income. The majority of the company's revenue is derived from the Specialty Foods segment.
66GF Score

Get the complete analysis for XJAM:PJAM

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

JMD44.78
Price