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Distribution Finance Capital Holdings plc (DFCH.L) Sharpe Ratio: 1.14

DFCH.L's Sharpe Ratio of 1.14 indicates that for each unit of volatility, it generates 1.14 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 2, 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.

DFCH.L Sharpe Ratio Rank

DFCH.L Sharpe Ratio Rank: 76.176
Above Average

DFCH.L ranks above 76.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

DFCH.L Sharpe Ratio Market Positioning

The chart shows DFCH.L'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 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 4.83+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Distribution Finance Capital Holdings plc's Sharpe Ratio with other stocks in the Credit Services industry across multiple time periods, showing how DFCH.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 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AMGO.LAmigo Holdings plc4.03
IPF.LInternational Personal Finance plc2.77
ASAI.LASA International Group plc1.97
TRU.LTrufin PLC1.92
DFCH.LDistribution Finance Capital Holdings plc1.14
ORCH.LOrchard Funding Group plc1.04
FCH.LFunding Circle Holdings plc0.45
LEND.LSancus Lending Group Ltd0.37
BANK.LFiinu PLC-0.32
LIT.LLitigation Capital Management Ltd-0.84

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore DFCH.L risk-adjusted metrics in detail

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

DFCH.L Sortino Ratio