Indo Tambangraya Megah Tbk PT ADR (ITAYY) Sharpe Ratio: -0.25

ITAYY's Sharpe Ratio of -0.25 indicates that for each unit of volatility, it generates -0.25 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 6, 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.

ITAYY Sharpe Ratio Rank

Below Average

ITAYY ranks above 31.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

ITAYY Sharpe Ratio Market Positioning

The chart shows ITAYY'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%): -0.39 or lower
Yellow zone (middle 50%): -0.39 to 1.11
Green zone (top 25%): 1.11 or higher
Top 1%: 5.34+
Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares Indo Tambangraya Megah Tbk PT ADR's Sharpe Ratio with other stocks in the Thermal Coal industry across multiple time periods, showing how ITAYY'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 6, 2026.

Symbol	Name	1Y Sharpe Ratio
CCOZY	China Coal Energy Co Ltd ADR	2.42
BTU	Peabody Energy Corporation	1.93
YZCAY	Yanzhou Coal Mining Company Limited	1.76
CSUAY	China Shenhua Energy Co Ltd	1.38
NC	NACCO Industries, Inc.	1.16
CNR	Core Natural Resources, Inc	0.85
NRP	Natural Resource Partners L.P.	0.57
PBMRY	Bumi Resources Tbk PT ADR	0.47
ARLP	Alliance Resource Partners, L.P.	0.43
ADOOY	Adaro Energy Tbk PT ADR	0.42
ITAYY	Indo Tambangraya Megah Tbk PT ADR	-0.25

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Historical Sharpe Ratio

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

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How does ITAYY fit in your portfolio?

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