RZB's Sharpe Ratio of 3.01 indicates that for each unit of volatility, it generates 3.01 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 11, 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.
RZB Sharpe Ratio Market Positioning
The chart shows RZB'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%): -0.45 or lower
- Yellow zone (middle 50%): -0.45 to 0.96
- Green zone (top 25%): 0.96 or higher
- Top 1%: 4.62+
- Median: 0.10 — half of all investments score higher
How it compares to other similar stocks
The table compares RZB's Sharpe Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Jul 11, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| SHAZ | SharonAI Holdings Inc | 47.54 | |||
| SNDK | Sandisk Corporation | 37.78 | |||
| AXTI | AXT, Inc. | 17.49 | |||
| RVMDW | Revolution Medicines Inc. Warrant | 16.50 | |||
| WDC | Western Digital Corporation | 11.09 | |||
| ERAS | Erasca, Inc. | 10.83 | |||
| CLYM | Climb Bio Inc | 9.65 | |||
| MU | Micron Technology, Inc. | 9.29 | |||
| LITE | Lumentum Holdings Inc. | 8.68 | |||
| BW | Babcock & Wilcox Enterprises, Inc. | 8.26 | |||
| RZB | Reinsurance Group of America, Inc. | — |
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