PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Catalyst Metals Limited (CYL.AX) Sharpe Ratio: -0.37

Equity · Currency in AUD · Last updated Jun 5, 2026

CYL.AX's Sharpe Ratio of -0.37 indicates that for each unit of volatility, it generates -0.37 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 5, 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.

CYL.AX Sharpe Ratio Rank

CYL.AX Sharpe Ratio Rank: 25.025
Below Average

CYL.AX ranks above 25.0% 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

CYL.AX Sharpe Ratio Market Positioning

The chart shows CYL.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%): -0.39 or lower
  • Yellow zone (middle 50%): -0.39 to 1.13
  • Green zone (top 25%): 1.13 or higher
  • Top 1%: 5.43+
  • Median: 0.22 — half of all investments score higher

How it compares to other similar stocks

The table compares Catalyst Metals Limited's Sharpe Ratio with other stocks in the Gold industry across multiple time periods, showing how CYL.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 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FML.AXFocus Minerals Limited4.26
AQI.AXAlicanto Minerals Limited3.85
WC8.AXWildcat Resources Limited3.33
KCN.AXKingsgate Consolidated Limited2.15
BEZ.AXBesra Gold Inc.1.42
WIA.AXWIA Gold Limited1.35
BCN.AXBeacon Minerals Limited1.29
WGX.AXWestgold Resources Limited1.16
BGL.AXBellevue Gold Limited0.95
RAU.AXResouro Strategic Metals Inc.0.92
CYL.AXCatalyst Metals Limited-0.37

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does CYL.AX fit in your portfolio?

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

Analyze Your Portfolio