AGO's Sharpe Ratio of -0.51 indicates that for each unit of volatility, it generates -0.51 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.
AGO Sharpe Ratio Rank
AGO ranks above 19.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak 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
- Weak risk-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or re-evaluating position size
- Review higher-ranked alternatives in the same category
AGO Sharpe Ratio Market Positioning
The chart shows AGO'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%): -0.38 or lower
- Yellow zone (middle 50%): -0.38 to 1.16
- Green zone (top 25%): 1.16 or higher
- Top 1%: 5.78+
- Median: 0.23 — half of all investments score higher
How it compares to other similar stocks
The table compares Assured Guaranty Ltd.'s Sharpe Ratio with other stocks in the Insurance - Specialty industry across multiple time periods, showing how AGO'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 Jun 5, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| FACO | First Acceptance Corp | 1.91 | |||
| AIZ | Assurant, Inc. | 1.04 | |||
| ACT | Enact Holdings, Inc. | 0.94 | |||
| ITIC | Investors Title Company | 0.89 | |||
| FAF | First American Financial Corporation | 0.81 | |||
| MBI | MBIA Inc. | 0.54 | |||
| RDN | Radian Group Inc. | 0.18 | |||
| MTG | MGIC Investment Corporation | -0.06 | |||
| HIPO | Hippo Holdings Inc. | -0.07 | |||
| EIG | Employers Holdings, Inc. | -0.15 | |||
| AGO | Assured Guaranty Ltd. | -0.51 |
Loading charts...
How does AGO fit in your portfolio?
Add your other holdings to see your portfolio's Sharpe Ratio and find out.
Analyze Your Portfolio