PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Universal Display Corporation (OLED) Sharpe Ratio: -0.73

OLED's Sharpe Ratio of -0.73 indicates that for each unit of volatility, it generates -0.73 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.

OLED Sharpe Ratio Rank

OLED Sharpe Ratio Rank: 10.310
Concerning

OLED ranks above 10.3% 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

OLED Sharpe Ratio Market Positioning

The chart shows OLED'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 Universal Display Corporation's Sharpe Ratio with other stocks in the Semiconductor Equipment & Materials industry across multiple time periods, showing how OLED'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
AXTIAXT, Inc.24.28
TERTeradyne, Inc.4.51
AIIXYAixtron SE ADR4.20
LRCXLam Research Corporation3.87
AEHRAehr Test Systems3.65
ATEYYAdvantest Corp DRC3.64
AMATApplied Materials, Inc.2.97
UCTTUltra Clean Holdings, Inc.2.77
CAMTCamtek Ltd2.73
LSRCYLasertec Corporation ADR2.68
OLEDUniversal Display Corporation-0.73

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading graphics...

Explore OLED risk-adjusted metrics in detail

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

OLED Sortino Ratio