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American Rare Earths Limited (ARRNF) Sharpe Ratio: 0.20

ARRNF's Sharpe Ratio of 0.20 indicates that for each unit of volatility, it generates 0.20 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 1, 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.

ARRNF Sharpe Ratio Rank

ARRNF Sharpe Ratio Rank: 49.049
Average

ARRNF ranks above 49.0% 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

ARRNF Sharpe Ratio Market Positioning

The chart shows ARRNF'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%): -0.35 or lower
  • Yellow zone (middle 50%): -0.35 to 1.07
  • Green zone (top 25%): 1.07 or higher
  • Top 1%: 4.66+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares American Rare Earths Limited's Sharpe Ratio with other stocks in the Other Industrial Metals & Mining industry across multiple time periods, showing how ARRNF'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 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CRMLWCritical Metals Corp. Warrants9.02
NIOBWNioCorp Developments Ltd. Warrant5.26
ARAAFAclara Resources Inc5.09
SMMYYSumitomo Metal Mining Co Ltd ADR3.34
UURAFUcore Rare Metals Inc3.27
SKESkeena Resources Ltd3.22
LYSDYLynas Rare Earths Ltd ADR3.11
LYSCFLynas Rare Earths Ltd3.09
GLNCYGlencore PLC ADR2.92
CMPCompass Minerals International, Inc.2.82
ARRNFAmerican Rare Earths Limited0.20

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore ARRNF risk-adjusted metrics in detail

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

ARRNF Sortino Ratio