LODHA.NS's Sharpe Ratio of -1.15 indicates that for each unit of volatility, it generates -1.15 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 5, 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.
LODHA.NS Sharpe Ratio Rank
LODHA.NS ranks above 2.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak 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
- Weak risk-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or re-evaluating position size
- Review higher-ranked alternatives in the same category
LODHA.NS Sharpe Ratio Market Positioning
The chart shows LODHA.NS'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%): -0.38 or lower
- Yellow zone (middle 50%): -0.38 to 1.16
- Green zone (top 25%): 1.16 or higher
- Top 1%: 5.78+
- Median: 0.23 — half of all investments score higher
How it compares to other similar stocks
The table compares Macrotech Developers Limited's Sharpe Ratio with other stocks in the Real Estate - Development industry across multiple time periods, showing how LODHA.NS'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 5, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| OBEROIRLTY.NS | Oberoi Realty Limited | -0.29 | |||
| SOBHA.NS | Sobha Limited | -0.35 | |||
| GODREJPROP.NS | Godrej Properties Limited | -0.73 | |||
| RUSTOMJEE.NS | Keystone Realtors Limited | -0.81 | |||
| IBREALEST.NS | Indiabulls Real Estate Limited | -0.91 | |||
| SUNTECK.NS | Sunteck Realty Limited | -0.91 | |||
| DLF.NS | DLF Limited | -1.00 | |||
| LODHA.NS | Macrotech Developers Limited | -1.15 | |||
| BRIGADE.NS | Brigade Enterprises Limited | -1.52 |
Loading charts...
How does LODHA.NS fit in your portfolio?
Add your other holdings to see your portfolio's Sharpe Ratio and find out.
Analyze Your Portfolio