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Defence Holdings PLC (ALRT.L) Sharpe Ratio: 10.84

ALRT.L's Sharpe Ratio of 10.84 indicates that for each unit of volatility, it generates 10.84 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.

ALRT.L Sharpe Ratio Rank

ALRT.L Sharpe Ratio Rank: 99.9100
Exceptional

ALRT.L ranks above 99.9% 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

ALRT.L Sharpe Ratio Market Positioning

The chart shows ALRT.L'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%: 4.85+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Defence Holdings PLC's Sharpe Ratio with other stocks in the Aerospace & Defense industry across multiple time periods, showing how ALRT.L'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.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ALRT.LDefence Holdings PLC10.84
SNR.LSenior PLC2.52
RR.LRolls-Royce Holdings PLC1.72
BA.LBAE Systems plc1.57
CHG.LChemring Group plc1.41
AVON.LAvon Protection plc0.86
MSI.LMS INTERNATIONAL plc0.66
QQ.LQinetiQ Group plc0.66
CHRT.LCohort plc0.09

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore ALRT.L risk-adjusted metrics in detail

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

ALRT.L Sortino Ratio