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Standard Chartered PLC (SCBFF) Sharpe Ratio: 1.36

Equity · Main listing STAN.L · Currency in USD · Last updated Jul 29, 2026

Standard Chartered PLC is an international banking group focused on Asia, Africa, and the Middle East, serving corporate, institutional, commercial, and retail clients through transaction banking, lending, wealth management, and financial-markets services.

SCBFF's Sharpe Ratio of 1.36 indicates that for each unit of volatility, it generates 1.36 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 29, 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.

SCBFF Sharpe Ratio Rank

SCBFF Sharpe Ratio Rank: 83.483
Exceptional

SCBFF ranks above 83.4% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

SCBFF Sharpe Ratio Market Positioning

The chart shows SCBFF'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 0.95
  • Green zone (top 25%): 0.95 or higher
  • Top 1%: 4.18+
  • Median: 0.10 — half of all investments score higher

How it compares to other similar stocks

The table compares Standard Chartered PLC's Sharpe Ratio with other stocks in the Banks - Diversified industry across multiple time periods, showing how SCBFF'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 29, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RYRoyal Bank of Canada4.36
TDThe Toronto-Dominion Bank3.94
BNSThe Bank of Nova Scotia3.67
CMCanadian Imperial Bank of Commerce3.44
BMOBank of Montreal3.40
BNYThe Bank of New York Mellon Corporation2.78
HSBCHSBC Holdings plc2.54
SMFGSumitomo Mitsui Financial Group, Inc.2.47
MUFGMitsubishi UFJ Financial Group, Inc.2.47
BBVABanco Bilbao Vizcaya Argentaria, S.A.2.46
SCBFFStandard Chartered PLC1.36
Benchmark

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Time Period

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Historical Sharpe Ratio

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

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