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Marubeni Corp ADR (MARUY) Sharpe Ratio: -0.88

Equity · Currency in USD · Last updated Jul 17, 2026

MARUY's Sharpe Ratio of -0.88 indicates that for each unit of volatility, it generates -0.88 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 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.

MARUY Sharpe Ratio Rank

MARUY Sharpe Ratio Rank: 7.88
Concerning

MARUY ranks above 7.8% 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

MARUY Sharpe Ratio Market Positioning

The chart shows MARUY'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%): -0.43 or lower
  • Yellow zone (middle 50%): -0.43 to 0.99
  • Green zone (top 25%): 0.99 or higher
  • Top 1%: 4.47+
  • Median: 0.13 — half of all investments score higher

How it compares to other similar stocks

The table compares Marubeni Corp ADR's Sharpe Ratio with other stocks in the Conglomerates industry across multiple time periods, showing how MARUY'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 Jul 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MMSMYMitsui Mining and Smelting Co Ltd ADR5.43
KYOCYKyocera Corporation ADR3.83
NSHBYNisshinbo Holdings Inc ADR3.55
CKHUYCK Hutchison Holdings LTD ADR2.15
VMIValmont Industries, Inc.2.10
SSUMYSumitomo Corp ADR1.69
KBDCYKingboard Chemical Holdings Ltd ADR1.60
MITSYMitsui & Company Ltd1.45
SWRAYSwire Pacific Ltd1.41
SEBSeaboard Corporation1.37
MARUYMarubeni Corp ADR-0.88

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does MARUY fit in your portfolio?

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