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Sadot Group Inc. (SDOT) Sharpe Ratio: -0.42

Equity · Currency in USD · Last updated Jun 5, 2026

Sadot Group Inc., based in League City, Texas, offers supply chain solutions to tackle global food security issues. They engage in agri-commodity sourcing and trading operations, dealing with products like soybean meal, wheat, and corn. Additionally, they run farm operations producing grains and tree crops in Southern Africa and also have food service operations in the U.S. Established in 2014, the company was previously known as Muscle Maker Inc. before its rebranding to Sadot Group Inc.

SDOT's Sharpe Ratio of -0.42 indicates that for each unit of volatility, it generates -0.42 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.

SDOT Sharpe Ratio Rank

SDOT Sharpe Ratio Rank: 22.823
Below Average

SDOT ranks above 22.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SDOT Sharpe Ratio Market Positioning

The chart shows SDOT'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%): -0.38 or lower
  • Yellow zone (middle 50%): -0.38 to 1.16
  • Green zone (top 25%): 1.16 or higher
  • Top 1%: 5.77+
  • Median: 0.23 — half of all investments score higher

How it compares to other similar stocks

The table compares Sadot Group Inc.'s Sharpe Ratio with other stocks in the Farm Products industry across multiple time periods, showing how SDOT'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 Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ADMArcher-Daniels-Midland Company3.06
BGBunge Limited2.52
CHSCLCHS Inc.1.62
CHSCNCHS Inc.1.31
ALCOAlico, Inc.1.28
CHSCMCHS Inc.1.16
VFFVillage Farms International, Inc.1.15
SALRYSalMar ASA0.94
AFRIForafric Global PLC Ordinary Shares0.88
AGROAdecoagro S.A.0.79
SDOTSadot Group Inc.-0.42

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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