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Capcom Co Ltd ADR (CCOEY) Sharpe Ratio: -0.91

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

Capcom Co., Ltd. is a leading video game company that develops, manufactures, sells, and distributes home video games, online games, mobile games, and arcade games in Japan and worldwide. It operates through various segments including Digital Contents, Arcade Operations, Amusement Equipments, and Other Businesses.

CCOEY's Sharpe Ratio of -0.91 indicates that for each unit of volatility, it generates -0.91 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.

CCOEY Sharpe Ratio Rank

CCOEY Sharpe Ratio Rank: 5.96
Concerning

CCOEY ranks above 5.9% 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

CCOEY Sharpe Ratio Market Positioning

The chart shows CCOEY'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%): -0.37 or lower
  • Yellow zone (middle 50%): -0.37 to 1.19
  • Green zone (top 25%): 1.19 or higher
  • Top 1%: 6.05+
  • Median: 0.27 — half of all investments score higher

How it compares to other similar stocks

The table compares Capcom Co Ltd ADR's Sharpe Ratio with other stocks in the Electronic Gaming & Multimedia industry across multiple time periods, showing how CCOEY'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
EAElectronic Arts Inc.1.84
GMGTGaming Technologies Inc. Common Stock1.02
DDIDoubledown Interactive Co Ltd0.42
MSGMMotorsport Games Inc.0.41
SKLZSkillz Inc.0.23
OTGLYCD Projekt SA0.10
TBHBrag House Holdings, Inc0.05
INSEInspired Entertainment, Inc.0.04
GRVYGravity Co., Ltd.0.03
GIGMGigaMedia Limited0.03
CCOEYCapcom Co Ltd ADR-0.91

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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