Heritage Commerce Corp (HTBK) Sharpe Ratio: 1.48

HTBK's Sharpe Ratio of 1.48 indicates that for each unit of volatility, it generates 1.48 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 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.

HTBK Sharpe Ratio Rank

Exceptional

HTBK ranks above 82.7% 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

HTBK Sharpe Ratio Market Positioning

The chart shows HTBK'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 1.09
Green zone (top 25%): 1.09 or higher
Top 1%: 4.78+
Median: 0.27 — half of all investments score higher

How it compares to other similar stocks

The table compares Heritage Commerce Corp's Sharpe Ratio with other stocks in the Banks - Regional industry across multiple time periods, showing how HTBK'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 3, 2026.

Symbol	Name	1Y Sharpe Ratio
CMTV	Community Bancorp.	3.34
BAP	Credicorp Ltd.	3.21
ATLO	Ames National Corporation	2.99
WF	Woori Financial Group Inc.	2.91
SHG	Shinhan Financial Group Co., Ltd.	2.88
CLST	Catalyst Bancorp, Inc.	2.83
FINN	First National of Nebraska, Inc	2.72
RRBI	Red River Bancshares, Inc.	2.65
SWDBY	Swedbank AB	2.51
BKHYY	Bank Hapoalim ADR	2.42
HTBK	Heritage Commerce Corp	1.48

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore HTBK risk-adjusted metrics in detail

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

HTBK Sortino Ratio