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Guangdong Investment Ltd (GGDVY) Sharpe Ratio: 1.08

Equity · Currency in USD · Last updated Jun 24, 2026

GGDVY's Sharpe Ratio of 1.08 indicates that for each unit of volatility, it generates 1.08 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.

GGDVY Sharpe Ratio Rank

GGDVY Sharpe Ratio Rank: 75.075
Above Average

GGDVY ranks above 75.0% 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

GGDVY Sharpe Ratio Market Positioning

The chart shows GGDVY'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%): -0.41 or lower
  • Yellow zone (middle 50%): -0.41 to 1.08
  • Green zone (top 25%): 1.08 or higher
  • Top 1%: 5.36+
  • Median: 0.19 — half of all investments score higher

How it compares to other similar stocks

The table compares Guangdong Investment Ltd's Sharpe Ratio with other stocks in the Utilities - Regulated Water industry across multiple time periods, showing how GGDVY'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.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ARISAris Water Solutions, Inc.2.71
SBSCompanhia de Saneamento Básico do Estado de São Paulo - SABESP1.19
ZWSZurn Water Solutions Corporation1.18
GGDVYGuangdong Investment Ltd1.08
TTAPYTTW Public Company Limited0.62
CDZICadiz Inc.0.52
UUGRYUnited Utilities Group PLC ADR0.48
HTOH2O America0.45
BJWTYBeijing Enterprises Water Group Limited0.36
STRNYSevern Trent PLC PK0.30

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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