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CaliberCos Inc. Class A Common Stock (CWD) Sharpe Ratio: -0.24

CWD's Sharpe Ratio of -0.24 indicates that for each unit of volatility, it generates -0.24 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.

CWD Sharpe Ratio Rank

CWD Sharpe Ratio Rank: 30.230
Below Average

CWD ranks above 30.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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 may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

CWD Sharpe Ratio Market Positioning

The chart shows CWD'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%): -0.34 or lower
  • Yellow zone (middle 50%): -0.34 to 1.06
  • Green zone (top 25%): 1.06 or higher
  • Top 1%: 4.64+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares CaliberCos Inc. Class A Common Stock's Sharpe Ratio with other stocks in the Asset Management industry across multiple time periods, showing how CWD'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
RMCOWRoyalty Management Holding Corporation6.00
SIISprott Inc5.59
EICCEagle Point Income Company Inc2.96
SSSSSuRo Capital Corp.2.80
AAMIAcadian Asset Management Inc2.74
AEFAberdeen Emerging Markets Equity Income Fund, Inc.2.64
ASAASA Gold and Precious Metals Limited2.19
OXLCPOxford Lane Capital Corp.1.97
GNTGAMCO Natural Resources, Gold & Income Trust1.96
PSLVSprott Physical Silver Trust1.96
CWDCaliberCos Inc. Class A Common Stock-0.24

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore CWD risk-adjusted metrics in detail

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

CWD Sortino Ratio