BAESY (BAE Systems) 1-Year Sharpe Ratio : 1.12 (As of Jul. 05, 2025)

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What is BAE Systems 1-Year Sharpe Ratio?

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 (2025-07-05), BAE Systems's 1-Year Sharpe Ratio is 1.12.

Competitive Comparison of BAE Systems's 1-Year Sharpe Ratio

For the Aerospace & Defense subindustry, BAE Systems'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.

BAE Systems's 1-Year Sharpe Ratio Distribution in the Aerospace & Defense Industry

For the Aerospace & Defense industry and Industrials sector, BAE Systems's 1-Year Sharpe Ratio distribution charts can be found below:

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

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BAE Systems 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.

BAE Systems (OTCPK:BAESY) 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.

BAE Systems 1-Year Sharpe Ratio Related Terms

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BAE Systems Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Industrials » Aerospace & Defense » BAE Systems PLC (OTCPK:BAESY) » Definitions » 1-Year Sharpe Ratio

Comparable Companies

Traded in Other Exchanges

BAESF:USA BAl:UK BA.:UK BSPA:Germany BSPA:Germany BSP:Germany BSP:Germany BSP:Germany

Address

6 Carlton Gardens, Stirling Square, London, GBR, SW1Y 5AD

Website

https://www.baesystems.com

BAE Systems is a British global defense, security, and aerospace company and the largest defense contractor in Europe; it is one of six prime contractors to the US Department of Defense. For reporting purposes, the company has five operating segments: electronics systems is the group's US- and UK-based electronic warfare systems; the cyber, security, and intelligence segment supplies intelligence and security solutions to the US government; platforms and services manufactures combat vehicles and munitions and performs ship repair services to the US Defense Department; the air segment includes BAE's share of US and European air programs as well as its businesses in Saudi Arabia and Australia; and the maritime segment comprises UK land- and marine-based activities.