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POSCO Holdings Inc. (PKX) Sharpe Ratio: 0.67

PKX's Sharpe Ratio of 0.67 indicates that for each unit of volatility, it generates 0.67 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.

PKX Sharpe Ratio Rank

PKX Sharpe Ratio Rank: 63.964
Above Average

PKX ranks above 63.9% 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

PKX Sharpe Ratio Market Positioning

The chart shows PKX'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%: 4.84+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares POSCO Holdings Inc.'s Sharpe Ratio with other stocks in the Steel industry across multiple time periods, showing how PKX'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
MTArcelorMittal2.17
CKSNYVesuvius PLC ADR1.80
VLPNYVoestalpine AG PK1.73
TXTernium S.A.1.44
NUENucor Corporation1.35
STLDSteel Dynamics, Inc.1.32
ZEUSOlympic Steel, Inc.1.24
GGBGerdau S.A.0.94
CMCCommercial Metals Company0.94
VLOWYVallourec SA0.88
PKXPOSCO Holdings Inc.0.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore PKX risk-adjusted metrics in detail

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

PKX Sortino Ratio