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Tencent Holdings Limited (TCEHY) Sharpe Ratio: -0.51

Equity · Currency in USD · Last updated Jun 24, 2026

Tencent Holdings Limited is a Chinese multinational technology conglomerate headquartered in Shenzhen. Its businesses span social networking and communication through WeChat and QQ, video games (the world's largest gaming company by revenue), fintech and digital payments via WeChat Pay, cloud computing, online advertising, and entertainment. TCEHY is an American Depositary Receipt representing shares listed in Hong Kong.

TCEHY's Sharpe Ratio of -0.51 indicates that for each unit of volatility, it generates -0.51 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 24, 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.

TCEHY Sharpe Ratio Rank

TCEHY Sharpe Ratio Rank: 19.920
Concerning

TCEHY ranks above 19.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

TCEHY Sharpe Ratio Market Positioning

The chart shows TCEHY'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%): -0.41 or lower
  • Yellow zone (middle 50%): -0.41 to 1.10
  • Green zone (top 25%): 1.10 or higher
  • Top 1%: 5.42+
  • Median: 0.18 — half of all investments score higher

How it compares to other similar stocks

The table compares Tencent Holdings Limited's Sharpe Ratio with other stocks in the Internet Content & Information industry across multiple time periods, showing how TCEHY'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NBISNebius Group N.V.4.62
GOOGLAlphabet Inc. Class A3.74
BODIBeachbody Company Inc1.73
SOGPLizhi Inc1.37
JOYYJOYY Inc1.23
PODCCourtside Group Inc. Common Stock1.04
TWLOTwilio Inc.0.93
MNYMoneyHero Limited Class A Ordinary Shares0.79
TBLATaboola.com Ltd.0.63
RCRUYRecruit Holdings Co Ltd ADR0.62
TCEHYTencent Holdings Limited-0.51

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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