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Universal Corporation (UVV) Sharpe Ratio: -0.03

UVV's Sharpe Ratio of -0.03 indicates that for each unit of volatility, it generates -0.03 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 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.

UVV Sharpe Ratio Rank

UVV Sharpe Ratio Rank: 38.739
Below Average

UVV ranks above 38.7% 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

UVV Sharpe Ratio Market Positioning

The chart shows UVV'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%): -0.34 or lower
  • Yellow zone (middle 50%): -0.34 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 4.84+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Universal Corporation's Sharpe Ratio with other stocks in the Tobacco industry across multiple time periods, showing how UVV'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 Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
BTIBritish American Tobacco p.l.c.2.24
JAPAYJapan Tobacco ADR2.05
MOAltria Group, Inc.0.92
RLXRLX Technology Inc.0.72
IMBBYImperial Brands PLC0.70
TPBTurning Point Brands, Inc.0.48
GDNGYPT Gudang Garam Tbk0.44
PMPhilip Morris International Inc.0.12
UVVUniversal Corporation-0.03
ISPRIspire Technology Inc. Common Stock-0.38

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore UVV risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

UVV Sortino Ratio