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Icahn Enterprises L.P. (IEP) Sharpe Ratio: 0.16

IEP's Sharpe Ratio of 0.16 indicates that for each unit of volatility, it generates 0.16 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 1, 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.

IEP Sharpe Ratio Rank

IEP Sharpe Ratio Rank: 47.848
Average

IEP ranks above 47.8% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced 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

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

IEP Sharpe Ratio Market Positioning

The chart shows IEP'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%): -0.35 or lower
  • Yellow zone (middle 50%): -0.35 to 1.07
  • Green zone (top 25%): 1.07 or higher
  • Top 1%: 4.67+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Icahn Enterprises L.P.'s Sharpe Ratio with other stocks in the Conglomerates industry across multiple time periods, showing how IEP'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 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MMSMYMitsui Mining and Smelting Co Ltd ADR6.63
MARUYMarubeni Corp ADR4.02
SEBSeaboard Corporation3.48
MITSYMitsui & Company Ltd3.42
MSBHFMitsubishi Corp3.21
JMHLYJardine Matheson Holdings Ltd PK2.29
SSUMYSumitomo Corp ADR2.21
CKHUYCK Hutchison Holdings LTD ADR1.94
HALMYHalma PLC1.92
NSHBYNisshinbo Holdings Inc ADR1.89
IEPIcahn Enterprises L.P.0.16

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore IEP risk-adjusted metrics in detail

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

IEP Sortino Ratio