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Origin Materials, Inc. (ORGN) Sharpe Ratio: -0.84
Delisted

Equity · Currency in USD · Last updated Jul 14, 2026

ORGN's Sharpe Ratio of -0.84 indicates that for each unit of volatility, it generates -0.84 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 14, 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.

ORGN Sharpe Ratio Market Positioning

The chart shows ORGN'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%): -0.44 or lower
  • Yellow zone (middle 50%): -0.44 to 0.96
  • Green zone (top 25%): 0.96 or higher
  • Top 1%: 4.49+
  • Median: 0.11 — half of all investments score higher

How it compares to other similar stocks

The table compares Origin Materials, Inc.'s Sharpe Ratio with other stocks in the Chemicals industry across multiple time periods, showing how ORGN'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 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AHKSYAsahi Kaisei Corp2.07
SQMSociedad Química y Minera de Chile S.A.1.85
DDDuPont de Nemours, Inc.1.42
SHECYShin-Etsu Chemical Co Ltd ADR1.17
MEOHMethanex Corporation1.09
ADKILAdkins Energy LLC1.01
RYAMRayonier Advanced Materials Inc.0.89
NNCHYNissan Chemical Industries Ltd ADR0.87
MTXMinerals Technologies Inc.0.77
GNENYGanfeng Lithium Co. Ltd0.72
ORGNOrigin Materials, Inc.—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does ORGN fit in your portfolio?

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