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Petra Diamonds Ltd (PDL.L) Sharpe Ratio: -0.44

Equity · Currency in GBp · Last updated Jul 21, 2026

Petra Diamonds Limited engages in the mining, processing, sorting, and sale of rough diamonds in South Africa and Tanzania. It holds interests in three underground producing mines, including the Cullinan, Finsch, and Koffiefontein mines located in South Africa; and the Williamson mine located in Tanzania. The company also provides treasury, beneficiation, and other services. Petra Diamonds Limited was incorporated in 1997 and is based in London, the United Kingdom.

PDL.L's Sharpe Ratio of -0.44 indicates that for each unit of volatility, it generates -0.44 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 21, 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.

PDL.L Sharpe Ratio Rank

PDL.L Sharpe Ratio Rank: 25.025
Below Average

PDL.L ranks above 25.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

PDL.L Sharpe Ratio Market Positioning

The chart shows PDL.L'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%): -0.46 or lower
  • Yellow zone (middle 50%): -0.46 to 0.97
  • Green zone (top 25%): 0.97 or higher
  • Top 1%: 4.35+
  • Median: 0.10 — half of all investments score higher

How it compares to other similar stocks

The table compares Petra Diamonds Ltd's Sharpe Ratio with other stocks in the Other Precious Metals & Mining industry across multiple time periods, showing how PDL.L'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 21, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FRES.LFresnillo plc1.35
COBR.LCobra Resources plc1.09
FMET.LFulcrum Metals PLC0.80
CMRS.LCaerus Mineral Resources plc0.51
GEMR.LGem Resources PLC0.51
EEE.LEmpire Metals Limited0.31
KDR.LKarelian Diamond Resources plc0.10
UFO.LAlien Metals Ltd-0.04
GEMD.LGem Diamonds Ltd-0.41
PDL.LPetra Diamonds Ltd-0.44

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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