PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

BMG Resources Limited (BMG.AX) Sharpe Ratio: 1.45

Equity · Currency in AUD · Last updated Jun 13, 2026

BMG.AX's Sharpe Ratio of 1.45 indicates that for each unit of volatility, it generates 1.45 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 13, 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.

BMG.AX Sharpe Ratio Rank

BMG.AX Sharpe Ratio Rank: 82.482
Exceptional

BMG.AX ranks above 82.4% 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

BMG.AX Sharpe Ratio Market Positioning

The chart shows BMG.AX'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%): -0.40 or lower
  • Yellow zone (middle 50%): -0.40 to 1.09
  • Green zone (top 25%): 1.09 or higher
  • Top 1%: 5.27+
  • Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares BMG Resources Limited's Sharpe Ratio with other stocks in the Other Industrial Metals & Mining industry across multiple time periods, showing how BMG.AX'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 13, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ALR.AXAltair Minerals Limited8.72
PLS.AXPilbara Minerals Limited5.69
CUF.AXCuFe Ltd5.49
LTR.AXLiontown Resources Limited2.57
BOA.AXBoadicea Resources Ltd2.37
CXO.AXCore Lithium Ltd2.26
AGY.AXArgosy Minerals Limited2.21
AII.AXAlmonty Industries Inc.2.10
IGO.AXIGO Limited1.93
LYC.AXLynas Rare Earths Limited1.71
BMG.AXBMG Resources Limited1.45

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does BMG.AX fit in your portfolio?

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

Analyze Your Portfolio