Region Group (RGN.AX) Sharpe Ratio: 0.95

RGN.AX's Sharpe Ratio of 0.95 indicates that for each unit of volatility, it generates 0.95 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 3, 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.

RGN.AX Sharpe Ratio Rank

Above Average

RGN.AX ranks above 72.1% 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

RGN.AX Sharpe Ratio Market Positioning

The chart shows RGN.AX'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 1.08
Green zone (top 25%): 1.08 or higher
Top 1%: 4.75+
Median: 0.27 — half of all investments score higher

How it compares to other similar stocks

The table compares Region Group's Sharpe Ratio with other stocks in the REIT - Retail industry across multiple time periods, showing how RGN.AX'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 3, 2026.

Symbol	Name	1Y Sharpe Ratio
RGN.AX	Region Group	0.95
CQR.AX	Charter Hall Retail REIT	0.63
VCX.AX	Vicinity Centres	0.56
HDN.AX	HomeCo Daily Needs REIT	0.41
SCG.AX	Scentre Group	0.18
URW.AX	Unibail-Rodamco-Westfield SE	—

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore RGN.AX risk-adjusted metrics in detail

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

RGN.AX Sortino Ratio