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Valeo SA ADR (VLEEY) Sharpe Ratio: 0.47

Equity · Currency in USD · Last updated Jul 11, 2026

VLEEY's Sharpe Ratio of 0.47 indicates that for each unit of volatility, it generates 0.47 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 11, 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.

VLEEY Sharpe Ratio Rank

VLEEY Sharpe Ratio Rank: 61.662
Above Average

VLEEY ranks above 61.6% 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

VLEEY Sharpe Ratio Market Positioning

The chart shows VLEEY'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%): -0.45 or lower
  • Yellow zone (middle 50%): -0.45 to 0.96
  • Green zone (top 25%): 0.96 or higher
  • Top 1%: 4.62+
  • Median: 0.10 — half of all investments score higher

How it compares to other similar stocks

The table compares Valeo SA ADR's Sharpe Ratio with other stocks in the Auto Parts industry across multiple time periods, showing how VLEEY'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 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GTXGarrett Motion Inc.3.80
SMTOYSumitomo Electric Industries Ltd ADR3.03
NKRKYNokian Tyres Plc ADR2.78
MODModine Manufacturing Company2.44
BWABorgWarner Inc.2.11
NGKSYNGK Spark Plug Co Ltd ADR2.09
PHINPHINIA Inc.2.06
HYLNHyliion Holdings Corp.1.85
CVGICommercial Vehicle Group, Inc.1.74
MGAMagna International Inc.1.60
VLEEYValeo SA ADR0.47

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does VLEEY fit in your portfolio?

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

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