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Manulife Financial Corporation (MFC) Sharpe Ratio: 0.56

MFC's Sharpe Ratio of 0.56 indicates that for each unit of volatility, it generates 0.56 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 2, 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.

MFC Sharpe Ratio Rank

MFC Sharpe Ratio Rank: 61.061
Above Average

MFC ranks above 61.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

MFC Sharpe Ratio Market Positioning

The chart shows MFC'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 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 4.85+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Manulife Financial Corporation's Sharpe Ratio with other stocks in the Insurance - Life industry across multiple time periods, showing how MFC'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 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
UTGNUTG, Inc.1.80
AAGIYAIA Group Ltd ADR1.77
PUKPrudential plc1.39
PNGAYPing An Insurance Company of China1.14
CTIHYChina Taiping Insurance Holdings Co Ltd ADR0.83
SLLDYSanlam Ltd PK0.79
DLICYDai-ichi Life Holdings Inc0.73
AAMEAtlantic American Corporation0.66
MFCManulife Financial Corporation0.56
GNWGenworth Financial, Inc.0.40

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore MFC risk-adjusted metrics in detail

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

MFC Sortino Ratio