Evonik Industries AG (XSWX:EVK) 1-Year Sharpe Ratio: -0.29 (As of Jul. 20, 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.

XSWX:EVK Evonik Industries AG XSWX:EVK
16 GF Score
Price CHF15.20
GF Value CHF14.46
Valuation Fairly Valued
! 9 Warning Signs
View Full Analysis

What is Evonik Industries AG 1-Year Sharpe Ratio?

Evonik Industries AG XSWX:EVK +0.80% 16 1-Year Sharpe Ratio is -0.29 as of Jul. 20, 2026. GuruFocus rates XSWX:EVK with a GF Score™ of 16/100 and a GF Value™ of CHF14.46 (Fairly Valued). The stock has 9 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 (2026-07-20), Evonik Industries AG's 1-Year Sharpe Ratio is -0.29.

Evonik Industries AG  (XSWX:EVK) 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.

Evonik Industries AG 1-Year Sharpe Ratio Related Terms

XSWX:EVK vs LIN, SHW, ECL: 1-Year Sharpe Ratio Comparison

For the Specialty Chemicals subindustry, Evonik Industries 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.

Evonik Industries AG 1-Year Sharpe Ratio vs Chemicals Industry

For the Chemicals industry and Basic Materials sector, Evonik Industries AG's 1-Year Sharpe Ratio distribution charts can be found below:

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


XSWX:EVK
16GF Score
Evonik Industries AG XSWX:EVK
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Evonik Industries 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.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -0.29 mean?
Evonik Industries AG (XSWX:EVK) has a 1-Year Sharpe Ratio of -0.29 as of Jul. 20, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Evonik Industries AG and its competitors.
Is Evonik Industries AG's 1-Year Sharpe Ratio too high?
Evonik Industries AG's current 1-Year Sharpe Ratio is -0.29. Overall, Evonik Industries AG has a GF Score™ of 16/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Evonik Industries AG's 1-Year Sharpe Ratio compare to LIN and SHW?
Evonik Industries AG's 1-Year Sharpe Ratio of -0.29 can be compared against companies in the Chemicals 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 Chemicals company?
A good 1-Year Sharpe Ratio depends on the Chemicals 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 Evonik Industries AG and its competitors. Evonik Industries AG's current 1-Year Sharpe Ratio is -0.29. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Evonik Industries AG stock overvalued right now?
Based on GuruFocus' analysis, Evonik Industries AG (XSWX:EVK) is currently considered Fairly Valued. The stock's GF Value™ is CHF14.46, compared to a current price of CHF15.20 — trading 5.1% above its estimated fair value. The current 1-Year Sharpe Ratio is -0.29. Evonik Industries AG's overall GF Score™ is 16/100 with 9 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 Evonik Industries AG (XSWX:EVK), the current 1-Year Sharpe Ratio is -0.29 as of Jul. 20, 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 Evonik Industries AG (XSWX:EVK) Overvalued in 2026?

Based on GuruFocus' analysis, Evonik Industries AG stock appears to be overvalued. The current stock price of CHF15.20 is trading 5.1% above its estimated GF Value™ of CHF14.46. GuruFocus considers Evonik Industries AG to be Fairly Valued.

Key valuation signals for XSWX:EVK:

  • 1-Year Sharpe Ratio: -0.29
  • GF Value™: CHF14.46 vs. price of CHF15.20 (5.1% above fair value)
  • GF Score™: 16/100 with 9 warning signs

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

Evonik Industries AG Business Description

Address Rellinghauser Strasse 1-11, Essen, NW, DEU, 45128
Evonik Industries AG is a chemicals company that develops and manufactures specialty chemicals and solutions for a wide range of industries. Its products include high-performance polymers, hydrogen peroxide, silicas, additives for coatings and adhesives, and amino acids for animal nutrition. It operates through three segments: Advanced Technologies, which focuses on technology-driven businesses such as high-performance polymers, silicas, and hydrogen peroxide; Custom Solutions, which develops additives, catalysts, and ingredients for personal care and pharmaceutical applications; and Infrastructure, which provides site-related infrastructure services and includes the Oxeno C4 chemicals business. It generates sales across Europe, Middle East & Africa, the Americas, and Asia-Pacific.
16GF Score

Get the complete analysis for XSWX:EVK

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

CHF15.20
Price
CHF14.46
GF Value