You can use np.searchsorted with ndarray.argsort here.
a = df.a.to_numpy()
idx = a.argsort()
df['new'] = np.searchsorted(a[idx], a) / len(df)
df
a new
0 1 0.000
1 2 0.125
2 3 0.250
3 4 0.375
4 5 0.500
5 6 0.625
6 7 0.750
7 8 0.875
Timeit analysis:
Benchmarking setup
a = np.array([1, 2, 3, 4, 5, 6, 7, 8])
a = a.repeat(1_000_000)
np.random.shuffle(a)
a = a[:1_000_000]
df = pd.DataFrame({'a': a})
Results:
In [69]: %%timeit
...: a = df.a.to_numpy()
...: (a[:, None] < a).sum(axis=0) / len(a)
...:
...:
MemoryError: Unable to allocate 931. GiB for an array with shape (1000000, 1000000) and data type bool
In [70]: %%timeit
...: a = df.a.to_numpy()
...: idx = a.argsort()
...: np.searchsorted(a[idx], a) / len(df)
...:
...:
96 ms ± 1.32 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
In [71]: %%timeit
...: ranks = df['a'].rank()
...: maxi = ranks.max()
...: (ranks-1)/maxi
...:
...:
86 ms ± 1.39 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
For small data, benchmarking setup
a = a[:10_000]
df = pd.DataFrame({'a': a})
Results:
In [73]: %%timeit
...: ranks = df['a'].rank()
...: maxi = ranks.max()
...: (ranks-1)/maxi
...:
...:
1.29 ms ± 205 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
In [74]: %%timeit
...: a = df.a.to_numpy()
...: idx = a.argsort()
...: np.searchsorted(a[idx], a) / len(df)
...:
...:
684 µs ± 19.2 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
In [75]: %%timeit
...: a = df.a.to_numpy()
...: (a[:, None] < a).sum(axis=0) / len(a)
...:
...:
122 ms ± 2.37 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
Equality check
ranks = df['a'].rank()
maxi = ranks.max()
ris = ((ranks-1)/maxi).to_numpy()
jez = (a[:, None] < a).sum(axis=0) / len(a)
idx = a.argsort()
ch3 = np.searchsorted(a[idx], a) / len(df)
(jez == ch3).all()
# True
(jez == ris).all()
# False