Hyundai Motor (005380.KS) Sharpe Ratio: 2.71
005380.KS's Sharpe Ratio of 2.71 indicates that for each unit of volatility, it generates 2.71 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.
005380.KS Sharpe Ratio Rank
005380.KS ranks above 94.5% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Suitable as a core holding given strong risk-adjusted returns
- Monitor rank changes to detect deteriorating return-to-volatility profile
- Exceptional Sharpe ratio supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
005380.KS Sharpe Ratio Market Positioning
The chart shows 005380.KS's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): -0.34 or lower
- Yellow zone (middle 50%): -0.34 to 1.07
- Green zone (top 25%): 1.07 or higher
- Top 1%: 4.76+
- Median: 0.28 — half of all investments score higher
How it compares to other similar stocks
The table compares Hyundai Motor's Sharpe Ratio with other stocks in the Auto Manufacturers industry across multiple time periods, showing how 005380.KS's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 3, 2026.
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Explore 005380.KS risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.