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Sainsbury (J) (LSE:SBRY) 3-Year Sharpe Ratio : -0.06 (As of Dec. 11, 2024)


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What is Sainsbury (J) 3-Year Sharpe Ratio?

The 3-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past three years. As of today (2024-12-11), Sainsbury (J)'s 3-Year Sharpe Ratio is -0.06.


Competitive Comparison of Sainsbury (J)'s 3-Year Sharpe Ratio

For the Grocery Stores subindustry, Sainsbury (J)'s 3-Year Sharpe Ratio, along with its competitors' market caps and 3-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.


Sainsbury (J)'s 3-Year Sharpe Ratio Distribution in the Retail - Defensive Industry

For the Retail - Defensive industry and Consumer Defensive sector, Sainsbury (J)'s 3-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Sainsbury (J)'s 3-Year Sharpe Ratio falls into.



Sainsbury (J) 3-Year Sharpe Ratio Calculation

The 3-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last three years. A stock / portfolio's 3-Year Sharpe Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past three years.


Sainsbury (J)  (LSE:SBRY) 3-Year Sharpe Ratio Explanation

The 3-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past three years. It is calculated as the annualized result of the average three-year monthly excess returns divided by its standard deviation in the three-year period. 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.


Sainsbury (J) 3-Year Sharpe Ratio Related Terms

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Sainsbury (J) Business Description

Traded in Other Exchanges
Address
33 Holborn, London, GBR, EC1N 2HT
Founded in 1869, Sainsbury's is the second-largest UK grocery chain with around 15% market share. It operates around 600 supermarkets and 800 convenience stores, all in the U.K. The company has diversified away from core food by selling clothing, telecom equipment, and other nonfood items. In September 2016, it took a step further into nonfood retailing with the purchase of Home Retail Group, operating the Habitat and Argos chains (general merchandise and electronics stores), for GBP 1.10 billion. It has been selling products online since 1997.

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