Borussia Dortmund GmbH KGaA (XSWX:BVB) 1-Year Sharpe Ratio: -1.12 (As of Jul. 07, 2026)


XSWX:BVB Borussia Dortmund GmbH & Co KGaA XSWX:BVB
66 GF Score
Price CHF2.83
GF Value CHF3.19
! 5 Warning Signs
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What is Borussia Dortmund GmbH KGaA 1-Year Sharpe Ratio?

Borussia Dortmund GmbH KGaA XSWX:BVB 66 1-Year Sharpe Ratio is -1.12 as of Jul. 07, 2026. GuruFocus rates XSWX:BVB with a GF Score™ of 66/100 and a GF Value™ of CHF3.19. 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 (2026-07-07), Borussia Dortmund GmbH KGaA's 1-Year Sharpe Ratio is -1.12.

Borussia Dortmund GmbH KGaA  (XSWX:BVB) 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.

Borussia Dortmund GmbH KGaA 1-Year Sharpe Ratio Related Terms

XSWX:BVB vs NFLX, DIS, WBD: 1-Year Sharpe Ratio Comparison

For the Entertainment subindustry, Borussia Dortmund GmbH KGaA'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.

Borussia Dortmund GmbH KGaA 1-Year Sharpe Ratio vs Media - Diversified Industry

For the Media - Diversified industry and Communication Services sector, Borussia Dortmund GmbH KGaA's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Borussia Dortmund GmbH KGaA's 1-Year Sharpe Ratio falls into.


XSWX:BVB
66GF Score
Borussia Dortmund GmbH & Co KGaA XSWX:BVB
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Borussia Dortmund GmbH KGaA 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 -1.12 mean?
Borussia Dortmund GmbH KGaA (XSWX:BVB) has a 1-Year Sharpe Ratio of -1.12 as of Jul. 07, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Borussia Dortmund GmbH KGaA and its competitors.
Is Borussia Dortmund GmbH KGaA's 1-Year Sharpe Ratio too high?
Borussia Dortmund GmbH KGaA's current 1-Year Sharpe Ratio is -1.12. Overall, Borussia Dortmund GmbH KGaA has a GF Score™ of 66/100, reflecting its overall financial health beyond just this single metric.
How does Borussia Dortmund GmbH KGaA's 1-Year Sharpe Ratio compare to NFLX and DIS?
Borussia Dortmund GmbH KGaA's 1-Year Sharpe Ratio of -1.12 can be compared against companies in the Media - Diversified 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 Media - Diversified company?
A good 1-Year Sharpe Ratio depends on the Media - Diversified 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 Borussia Dortmund GmbH KGaA and its competitors. Borussia Dortmund GmbH KGaA's current 1-Year Sharpe Ratio is -1.12. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Borussia Dortmund GmbH KGaA stock overvalued right now?
Borussia Dortmund GmbH KGaA (XSWX:BVB) has a current 1-Year Sharpe Ratio of -1.12. The stock's GF Value™ is CHF3.19, compared to a current price of CHF2.83 — trading 11.4% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.12. Borussia Dortmund GmbH KGaA's overall GF Score™ is 66/100 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 Borussia Dortmund GmbH KGaA (XSWX:BVB), the current 1-Year Sharpe Ratio is -1.12 as of Jul. 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.

Is Borussia Dortmund GmbH KGaA (XSWX:BVB) Overvalued in 2026?

Based on GuruFocus' analysis, Borussia Dortmund GmbH KGaA stock appears to be undervalued. The current stock price of CHF2.83 is trading 11.4% below its estimated GF Value™ of CHF3.19.

Key valuation signals for XSWX:BVB:

  • 1-Year Sharpe Ratio: -1.12
  • GF Value™: CHF3.19 vs. price of CHF2.83 (11.4% below fair value)
  • GF Score™: 66/100 with 5 warning signs

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

Borussia Dortmund GmbH KGaA Business Description

Address Rheinlanddamm 207-209, Dortmund, NW, DEU, 44137
Borussia Dortmund GmbH & Co KGaA operates a football club. The company conducts its business through the following segments: Borussia Dortmund GmbH & Co. KGaA operates a football club that includes a professional football squad and leverages revenue potential from player transfers, catering, TV marketing, sponsorship, and ticketing. The BVB Merchandising segment consists of a separate merchandising business. The BVB Event and Catering GmbH segment conducts tours, provides and arranges event staffing services, plans and organizes, caters, and manages events of all types. The Besttravel Dortmund GmbH segment arranges travel by air, rail, and ship. The company earns the majority of its revenues from the Borussia Dortmund GmbH & Co. KGaA segment.
66GF 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.

CHF2.83
Price
CHF3.19
GF Value