Daiwa House Industry Co Ltd ADR (DWAHY) Sharpe Ratio: -1.11

DWAHY's Sharpe Ratio of -1.11 indicates that for each unit of volatility, it generates -1.11 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 24, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DWAHY Sharpe Ratio Rank

Concerning

DWAHY ranks above 3.5% 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

DWAHY Sharpe Ratio Market Positioning

The chart shows DWAHY'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%): -0.42 or lower
Yellow zone (middle 50%): -0.42 to 1.10
Green zone (top 25%): 1.10 or higher
Top 1%: 5.37+
Median: 0.18 — half of all investments score higher

How it compares to other similar stocks

The table compares Daiwa House Industry Co Ltd ADR's Sharpe Ratio with other stocks in the Real Estate - Development industry across multiple time periods, showing how DWAHY'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 24, 2026.

Symbol	Name	1Y Sharpe Ratio
UOLGY	UOL Group Ltd ADR	2.20
FOR	Forestar Group Inc.	1.33
VTMX	CorporaciÃ³n Inmobiliaria Vesta S.A.B de C.V.	1.13
CDEVY	City Developments Ltd	1.02
CRBJY	China Resources Land Ltd ADR	0.97
HNGKY	Hong Kong Land Holdings Ltd ADR	0.56
JFB	JFB Construction Holdings	0.49
AXR	AMREP Corporation	0.46
SNLAY	Sino Land Co Ltd ADR	0.45
AEI	Alset EHome International Inc.	0.27
DWAHY	Daiwa House Industry Co Ltd ADR	-1.11

Benchmark Against

Benchmark

S&P 500 Index

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Historical Sharpe Ratio

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

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