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FactSet Research Systems Inc. (FDS) Sharpe Ratio: -0.68

Equity · Currency in USD · Last updated Jul 30, 2026

FDS's Sharpe Ratio of -0.68 indicates that for each unit of volatility, it generates -0.68 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 30, 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.

FDS Sharpe Ratio Rank

FDS Sharpe Ratio Rank: 14.314
Concerning

FDS ranks above 14.3% 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

FDS Sharpe Ratio Market Positioning

The chart shows FDS'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%): -0.44 or lower
  • Yellow zone (middle 50%): -0.44 to 0.94
  • Green zone (top 25%): 0.94 or higher
  • Top 1%: 3.97+
  • Median: 0.09 — half of all investments score higher

How it compares to other similar stocks

The table compares FactSet Research Systems Inc.'s Sharpe Ratio with other stocks in the Financial Data & Stock Exchanges industry across multiple time periods, showing how FDS'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 Jul 30, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SPXCYSingapore Exchange Ltd ADR2.67
JPXGYJapan Exchange Group Inc ADR1.16
HEXEYHellenic Exchanges Athens Stock Exchange SA ADR0.95
CBOECboe Global Markets, Inc.0.95
BOLSYB3 S.A. - Brasil Bolsa Balcão0.84
DBOEYDeutsche Boerse AG ADR0.31
MSCIMSCI Inc.0.20
ERNXYEuronext N.V0.15
NDAQNasdaq, Inc.0.04
CMECME Group Inc.0.02
FDSFactSet Research Systems Inc.-0.68
Benchmark

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Time Period

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Historical Sharpe Ratio

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

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