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Griffon Corporation (GFF) Sharpe Ratio: 0.87

Equity · Currency in USD · Last updated Jun 23, 2026

GFF's Sharpe Ratio of 0.87 indicates that for each unit of volatility, it generates 0.87 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 23, 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.

GFF Sharpe Ratio Rank

GFF Sharpe Ratio Rank: 69.770
Above Average

GFF ranks above 69.7% 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

GFF Sharpe Ratio Market Positioning

The chart shows GFF'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%): -0.40 or lower
  • Yellow zone (middle 50%): -0.40 to 1.12
  • Green zone (top 25%): 1.12 or higher
  • Top 1%: 5.72+
  • Median: 0.20 — half of all investments score higher

How it compares to other similar stocks

The table compares Griffon Corporation's Sharpe Ratio with other stocks in the Tools & Accessories industry across multiple time periods, showing how GFF'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TKRThe Timken Company3.16
RBCRBC Bearings Incorporated2.80
MSSMYMISUMI Group Inc2.05
TTNDYTechtronic Industries Ltd ADR1.56
SNASnap-on Incorporated1.48
KMTKennametal Inc.1.46
LECOLincoln Electric Holdings, Inc.1.41
TTCThe Toro Company1.41
SWKStanley Black & Decker, Inc.1.05
GFFGriffon Corporation0.87

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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