Western Digital (XSWX:WDC) 1-Year Sharpe Ratio: -10.89 (As of Jul. 19, 2026)

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Director of Data and Quant Analytics at GuruFocus
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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:WDC Western Digital Corp XSWX:WDC
60 GF Score
Price CHF372.15
GF Value CHF68.94
! 2 Warning Signs
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What is Western Digital 1-Year Sharpe Ratio?

Western Digital XSWX:WDC -3.21% 60 1-Year Sharpe Ratio is -10.89 as of Jul. 19, 2026. GuruFocus rates XSWX:WDC with a GF Score™ of 60/100 and a GF Value™ of CHF68.94. The stock has 2 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 (2026-07-19), Western Digital's 1-Year Sharpe Ratio is -10.89.

Western Digital  (XSWX:WDC) 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.

Western Digital 1-Year Sharpe Ratio Related Terms

XSWX:WDC vs STX, ANET, DELL: 1-Year Sharpe Ratio Comparison

For the Computer Hardware subindustry, Western Digital'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.

Western Digital 1-Year Sharpe Ratio vs Hardware Industry

For the Hardware industry and Technology sector, Western Digital's 1-Year Sharpe Ratio distribution charts can be found below:

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


XSWX:WDC
60GF Score
Western Digital Corp XSWX:WDC
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Western Digital 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 -10.89 mean?
Western Digital (XSWX:WDC) has a 1-Year Sharpe Ratio of -10.89 as of Jul. 19, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Western Digital and its competitors.
Is Western Digital's 1-Year Sharpe Ratio too high?
Western Digital's current 1-Year Sharpe Ratio is -10.89. Overall, Western Digital has a GF Score™ of 60/100, reflecting its overall financial health beyond just this single metric.
How does Western Digital's 1-Year Sharpe Ratio compare to STX and ANET?
Western Digital's 1-Year Sharpe Ratio of -10.89 can be compared against companies in the Hardware 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 Hardware company?
A good 1-Year Sharpe Ratio depends on the Hardware 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 Western Digital and its competitors. Western Digital's current 1-Year Sharpe Ratio is -10.89. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Western Digital stock overvalued right now?
Western Digital (XSWX:WDC) has a current 1-Year Sharpe Ratio of -10.89. The stock's GF Value™ is CHF68.94, compared to a current price of CHF372.15 — trading 439.8% above its estimated fair value. The current 1-Year Sharpe Ratio is -10.89. Western Digital's overall GF Score™ is 60/100 with 2 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 Western Digital (XSWX:WDC), the current 1-Year Sharpe Ratio is -10.89 as of Jul. 19, 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 Western Digital (XSWX:WDC) Overvalued in 2026?

Based on GuruFocus' analysis, Western Digital stock appears to be overvalued. The current stock price of CHF372.15 is trading 439.8% above its estimated GF Value™ of CHF68.94.

Key valuation signals for XSWX:WDC:

  • 1-Year Sharpe Ratio: -10.89
  • GF Value™: CHF68.94 vs. price of CHF372.15 (439.8% above fair value)
  • GF Score™: 60/100 with 2 warning signs

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

Western Digital Business Description

Address 5601 Great Oaks Parkway, San Jose, CA, USA, 95119
Western Digital is a leading vertically integrated supplier of hard disk drives. The HDD market is a practical duopoly, with Western Digital and Seagate being the two largest players. Western Digital designs and manufactures its HDDs, with much of the manufacturing and workforce located in Asia. The primary consumers of HDDs are data centers.
60GF Score

Get the complete analysis for XSWX:WDC

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

CHF372.15
Price
CHF68.94
GF Value