PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Comfort Systems USA, Inc. (FIX) Sharpe Ratio: 6.06

FIX's Sharpe Ratio of 6.06 indicates that for each unit of volatility, it generates 6.06 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.

FIX Sharpe Ratio Rank

FIX Sharpe Ratio Rank: 99.5100
Exceptional

FIX ranks above 99.5% 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

FIX Sharpe Ratio Market Positioning

The chart shows FIX'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%: 4.85+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Comfort Systems USA, Inc.'s Sharpe Ratio with other stocks in the Engineering & Construction industry across multiple time periods, showing how FIX'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
FIXComfort Systems USA, Inc.6.06
TPCTutor Perini Corporation4.46
STRLSterling Construction Company, Inc.4.46
MTZMasTec, Inc.4.44
AGXArgan, Inc.4.36
ECGEverus Construction Group Inc3.93
ACSAYACS Actividades De Construccion Y Servicios SA ADR3.49
PRIMPrimoris Services Corporation3.43
MYRGMYR Group Inc.3.37
PWRQuanta Services, Inc.3.32

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading graphics...

Explore FIX risk-adjusted metrics in detail

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

FIX Sortino Ratio