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Select Medical Holdings Corporation (SEM) Sharpe Ratio: 0.33
Delisted

Equity · Currency in USD · Last updated Jul 17, 2026

SEM's Sharpe Ratio of 0.33 indicates that for each unit of volatility, it generates 0.33 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 17, 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.

SEM Sharpe Ratio Market Positioning

The chart shows SEM'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%): -0.44 or lower
  • Yellow zone (middle 50%): -0.44 to 1.00
  • Green zone (top 25%): 1.00 or higher
  • Top 1%: 4.47+
  • Median: 0.13 — half of all investments score higher

How it compares to other similar stocks

The table compares Select Medical Holdings Corporation's Sharpe Ratio with other stocks in the Medical Care Facilities industry across multiple time periods, showing how SEM'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 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SYRASyra Health Corp. Class A Common Stock4.59
NHCNational HealthCare Corporation4.14
LFSTLifeStance Health Group, Inc.2.82
PACSPACS Group, Inc.2.66
TALKTalkspace, Inc.2.53
BKDBrookdale Senior Living Inc.2.48
CMPSCOMPASS Pathways plc2.43
MDMEDNAX, Inc.2.37
CONConcentra Group Holdings Parent, Inc2.34
GRDNGuardian Pharmacy Services, Inc2.26
SEMSelect Medical Holdings Corporation—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does SEM fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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