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First Acceptance Corp (FACO) Sharpe Ratio: 1.78

Equity · Currency in USD · Last updated Jun 3, 2026

First Acceptance Corporation operates as a retailer, servicer, and underwriter of non-standard personal automobile insurance and related products, issuing policies to individuals unable or unwilling to obtain coverage from standard carriers. The company also underwrites auto and motorcycle insurance, renters and homeowners insurance, term life insurance, and roadside assistance.

FACO's Sharpe Ratio of 1.78 indicates that for each unit of volatility, it generates 1.78 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 3, 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.

FACO Sharpe Ratio Rank

FACO Sharpe Ratio Rank: 84.885
Exceptional

FACO ranks above 84.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

FACO Sharpe Ratio Market Positioning

The chart shows FACO'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%): -0.37 or lower
  • Yellow zone (middle 50%): -0.37 to 1.20
  • Green zone (top 25%): 1.20 or higher
  • Top 1%: 6.06+
  • Median: 0.27 — half of all investments score higher

How it compares to other similar stocks

The table compares First Acceptance Corp's Sharpe Ratio with other stocks in the Insurance - Specialty industry across multiple time periods, showing how FACO'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 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FACOFirst Acceptance Corp1.78
AIZAssurant, Inc.0.97
ACTEnact Holdings, Inc.0.91
FAFFirst American Financial Corporation0.81
MBIMBIA Inc.0.62
ITICInvestors Title Company0.34
RDNRadian Group Inc.0.15
HIPOHippo Holdings Inc.0.07
MTGMGIC Investment Corporation-0.14
EIGEmployers Holdings, Inc.-0.30

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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