Truist Financial Corporation (TFC) Sharpe Ratio: 1.23

TFC's Sharpe Ratio of 1.23 indicates that for each unit of volatility, it generates 1.23 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 3, 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.

TFC Sharpe Ratio Rank

Above Average

TFC ranks above 75.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-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

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

TFC Sharpe Ratio Market Positioning

The chart shows TFC'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%): -0.37 or lower
Yellow zone (middle 50%): -0.37 to 1.19
Green zone (top 25%): 1.19 or higher
Top 1%: 6.05+
Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Truist Financial Corporation's Sharpe Ratio with other stocks in the Banks - Regional industry across multiple time periods, showing how TFC'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 3, 2026.

Symbol	Name	1Y Sharpe Ratio
BFCC	BankFirst Capital Corporation	5.63
FNRN	First Northern Community Bancorp	4.48
ATLO	Ames National Corporation	3.55
DBSDY	DBS Group Holdings Ltd ADR	3.25
TRST	TrustCo Bank Corp NY	3.10
PKBK	Parke Bancorp, Inc.	3.10
CULL	Cullman Bancorp, Inc.	3.04
CARE	Carter Bankshares, Inc.	2.88
CMTV	Community Bancorp.	2.67
OVCHY	Overseas Chinese Banking Corp Ltd ADR	2.60
TFC	Truist Financial Corporation	1.23

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Historical Sharpe Ratio

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

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How does TFC fit in your portfolio?

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