PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Axon Enterprise, Inc. (AXON) Sharpe Ratio: -0.65

Equity · Currency in USD · Last updated Jun 3, 2026

AXON's Sharpe Ratio of -0.65 indicates that for each unit of volatility, it generates -0.65 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 3, 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.

AXON Sharpe Ratio Rank

AXON Sharpe Ratio Rank: 13.113
Concerning

AXON ranks above 13.1% 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

AXON Sharpe Ratio Market Positioning

The chart shows AXON'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%): -0.36 or lower
  • Yellow zone (middle 50%): -0.36 to 1.19
  • Green zone (top 25%): 1.19 or higher
  • Top 1%: 6.05+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Axon Enterprise, Inc.'s Sharpe Ratio with other stocks in the Aerospace & Defense industry across multiple time periods, showing how AXON'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 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PLPlanet Labs PBC10.87
SIFSIFCO Industries, Inc.5.65
BDRBFBombardier Inc4.65
RKLBRocket Lab USA, Inc.4.00
MOG-AMoog Inc3.51
PKEPark Aerospace Corp.3.41
DCODucommun Incorporated3.28
ATROAstronics Corporation3.16
HOVRWNew Horizon Aircraft Ltd2.53
ESLTElbit Systems Ltd2.51
AXONAxon Enterprise, Inc.-0.65

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does AXON fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio