Argent Large Cap ETF (ABIG) Sharpe Ratio: 1.20

ABIG's Sharpe Ratio of 1.20 indicates that for each unit of volatility, it generates 1.20 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 16, 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.

ABIG Sharpe Ratio Rank

Below Average

ABIG ranks above 25.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

ABIG Sharpe Ratio Market Positioning

The chart shows ABIG's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.18 or lower
Yellow zone (middle 50%): 1.18 to 2.60
Green zone (top 25%): 2.60 or higher
Top 1%: 7.24+
Median: 1.99 — half of all investments score higher

How it compares to other similar ETFs

The table compares Argent Large Cap ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how ABIG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 16, 2026.

Symbol	Name	1Y Sharpe Ratio
BLCR	Blackrock Large Cap Core ETF	3.41
RSSY	Return Stacked US Stocks & Futures Yield ETF	3.33
DMAY	FT Cboe Vest U.S. Equity Deep Buffer ETF - May	2.97
SAMT	Strategas Macro Thematic Opportunities ETF	2.95
FMAY	FT Cboe Vest U.S. Equity Buffer ETF - May	2.90
FNDX	Schwab Fundamental U.S. Large Company Index ETF	2.88
PSCX	Pacer Swan SOS Conservative (December) ETF	2.88
IUS	Invesco RAFI Strategic US ETF	2.86
WLTG	WealthTrust DBS Long Term Growth ETF	2.81
FTIF	First Trust Bloomberg Inflation Sensitive Equity ETF	2.81
ABIG	Argent Large Cap ETF	1.20

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows ABIG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ABIG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore ABIG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

ABIG Sortino Ratio