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Compass Group plc (CPG.L) Sharpe Ratio

Sharpe ratio is not yet available for CPG.L. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar stocks

The table compares Compass Group plc's Sharpe Ratio with other stocks in the Restaurants industry across multiple time periods, showing how CPG.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 3, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
COM.LComptoir Group plc3.46
MEX.LTortilla Mexican Grill plc2.17
MARS.LMarston’s plc1.57
FSTA.LFuller Smith & Turner1.29
HVTA.LHeavitree Brewery A0.88
MAB.LMitchells & Butlers plc0.79
JDW.LJ D Wetherspoon plc0.24
DPP.LDP Poland plc-0.96
DOM.LDomino’s Pizza Group plc-1.24
CPG.LCompass Group plc

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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


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Explore CPG.L risk-adjusted metrics in detail

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