AGL Energy Ltd (AGLXY) Sharpe Ratio: 0.27

AGLXY's Sharpe Ratio of 0.27 indicates that for each unit of volatility, it generates 0.27 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 2, 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.

AGLXY Sharpe Ratio Rank

Average

AGLXY ranks above 50.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. 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 are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

AGLXY Sharpe Ratio Market Positioning

The chart shows AGLXY'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 1.11
Green zone (top 25%): 1.11 or higher
Top 1%: 4.84+
Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares AGL Energy Ltd's Sharpe Ratio with other stocks in the Utilities - Independent Power Producers industry across multiple time periods, showing how AGLXY'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 2, 2026.

Symbol	Name	1Y Sharpe Ratio
CPYYY	Centrica PLC ADR	1.71
TLN	Talen Energy Corporation	1.03
KYSEY	Kyushu Electric Power Co Inc ADR	1.03
TAC	TransAlta Corp	1.02
NRG	NRG Energy, Inc.	1.02
HGKGY	Power Assets Holdings Ltd	0.92
DGXX	Digi Power X Inc	0.80
VST	Vistra Corp.	0.48
CRPJY	China Resources Power Holding ADR	0.48
AGLXY	AGL Energy Ltd	0.27

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows AGLXY'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 AGLXY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore AGLXY risk-adjusted metrics in detail

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

AGLXY Sortino Ratio