Ferrari N.V. (RACE) Sharpe Ratio: -0.58

RACE's Sharpe Ratio of -0.58 indicates that for each unit of volatility, it generates -0.58 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 1, 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.

RACE Sharpe Ratio Rank

Concerning

RACE ranks above 16.6% 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

RACE Sharpe Ratio Market Positioning

The chart shows RACE'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%): -0.35 or lower
Yellow zone (middle 50%): -0.35 to 1.07
Green zone (top 25%): 1.07 or higher
Top 1%: 4.64+
Median: 0.25 — half of all investments score higher

How it compares to other similar stocks

The table compares Ferrari N.V.'s Sharpe Ratio with other stocks in the Auto Manufacturers industry across multiple time periods, showing how RACE'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 1, 2026.

Symbol	Name	1Y Sharpe Ratio
BLBD	Blue Bird Corporation	1.86
GM	General Motors Company	1.73
NIO	NIO Inc.	0.94
DNFGY	Dongfeng Motor Group Co Ltd	0.91
TSLA	Tesla, Inc.	0.79
F	Ford Motor Company	0.64
TM	Toyota Motor Corporation	0.60
VFS	VinFast Auto Ltd	0.56
MBGYY	Mercedes-Benz Group AG	0.44
ZK	ZEEKR Intelligent Technology Holding Ltd	0.36
RACE	Ferrari N.V.	-0.58

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

Loading graphics...

Explore RACE risk-adjusted metrics in detail

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

RACE Sortino Ratio