Companies by Sharpe Ratio
The list of 7999 companies ranked by Sharpe Ratio. The Sharpe Ratio measures risk-adjusted return - it shows how much excess return you receive for the extra volatility of holding a riskier asset. Higher is better, as it means more return per unit of risk. There is also such a data: EPS growth, P/E and forward P/E ratio, PEG, free cash flow and dividend yield, performance, beta ratio and others.
Total Market Cap: $106T
Rank | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Average | (500 / 7,999 stocks) | +17.25% | 31.01 | 20.80 | 0.25 | 2.78% | 1.35% | +7.68% | +28.08% | 1.37 | ||||||||
451 | IVT | InvenTrust Properties Corp | $35.81 | $2.82B | 1.76 | Reit - Retail | Real Estate | N/A | 25.55 | 250.00 | 0.05 | 5.52% | 2.63% | N/A | +0.39% | $36 | +99.86% | 0.45 |
452 | BCAX | Bicara Therapeutics Inc | $27.73 | $1.83B | 1.76 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -6.36% | N/A | 75 | +12.52% | $31 | 0.00% | 1.40 |
453 | TALK | Talkspace Inc | $5.21 | $873M | 1.76 | Health Information Services | Healthcare | N/A | 703.54 | 43.29 | N/A | 0.61% | N/A | 56 | +18.04% | $6.15 | -3.73% | 1.01 |
454 | DRUG | Bright Minds Biosciences Inc | $71.29 | $724M | 1.76 | Biotechnology | Healthcare | +8.42% | N/A | N/A | N/A | -2.01% | N/A | 78 | +120.78% | $167 | +28.43% | N/A |
455 | FRT | Federal Realty Investment Trust. | $124.78 | $11B | 1.75 | Reit - Retail | Real Estate | +29.35% | 21.31 | 42.92 | 0.33 | 5.81% | 3.58% | 71 | +3.82% | $130 | +5.77% | 0.57 |
456 | MYRG | MYR Group Inc | $407.40 | $6.37B | 1.75 | Engineering & Construction | Industrials | +17.34% | 44.79 | 32.79 | 0.15 | 3.62% | N/A | 60 | +8.91% | $446 | +33.52% | 1.53 |
457 | LGN | Legence Corp - Class A | $74.87 | $3.40B | 1.75 | Engineering & Construction | Industrials | N/A | N/A | 43.48 | N/A | N/A | N/A | 76 | +46.75% | $107 | 0.00% | 2.53 |
458 | CGAU | Vitalist Inc | $16.27 | $3.37B | 1.75 | Gold | Basic Materials | +10.71% | 5.45 | 8.76 | N/A | 2.66% | 1.36% | 66 | +39.14% | $23 | +19.84% | 0.83 |
459 | DHT | DHT Holdings Inc | $18.40 | $2.92B | 1.75 | Oil & Gas Midstream | Energy | +11.25% | 8.80 | 5.94 | 0.10 | -4.48% | 14.30% | 66 | +11.48% | $20 | +34.79% | 0.44 |
460 | NEXA | Nexa Resources S.A. | $13.22 | $1.81B | 1.75 | Other Industrial Metals & Mining | Basic Materials | N/A | 8.59 | 3.45 | N/A | 8.40% | 1.18% | 43 | -6.46% | $13 | +13.90% | 0.98 |
461 | REX | REX American Resources Corp | $45.33 | $1.55B | 1.75 | Chemicals | Basic Materials | +78.63% | 22.44 | 12.45 | N/A | 2.97% | N/A | N/A | +6.88% | $50 | +28.66% | 0.54 |
462 | ALNT | Allient Inc | $88.62 | $1.51B | 1.75 | Electronic Components | Technology | -0.85% | 62.87 | 34.13 | 0.44 | 2.71% | 0.14% | 75 | -13.08% | $77 | +22.61% | 1.30 |
463 | CCO | Clear Channel Outdoor Holdings Inc | $2.41 | $1.20B | 1.75 | Advertising Agencies | Communication Services | -38.31% | N/A | 114.94 | N/A | 2.48% | N/A | N/A | +0.62% | $2.43 | +0.72% | 1.41 |
464 | WLAC | Willow Lane Acquisition Corp | $18.83 | $359M | 1.75 | Shell Companies | Financial Services | N/A | 86.00 | N/A | N/A | -0.23% | N/A | N/A | N/A | N/A | 0.00% | N/A |
465 | ALXO | Alx Oncology Holdings Inc | $2.02 | $272M | 1.75 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -28.82% | N/A | 75 | +127.72% | $4.60 | -49.25% | 1.08 |
466 | WLACW | Willow Lane Acquisition Corp - Warrants(29/10/2029) | $8.34 | N/A | 1.75 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
467 | MT | ArcelorMittal | $66.12 | $51B | 1.74 | Steel | Basic Materials | +11.35% | 17.48 | 16.50 | 0.12 | -2.55% | 0.91% | 67 | +5.35% | $70 | +17.34% | 1.36 |
468 | CIFR | Cipher Mining Inc | $25.82 | $9.91B | 1.74 | Information Technology Services | Technology | N/A | N/A | 85.47 | N/A | -10.96% | N/A | 82 | +32.99% | $33 | +19.76% | 3.26 |
469 | WULF | TeraWulf Inc | $20.05 | $8.28B | 1.74 | Capital Markets | Financial Services | N/A | N/A | 29.76 | N/A | -20.36% | N/A | 82 | +98.00% | $39 | +2.96% | 3.09 |
470 | PACS | PACS Group Inc | $44.82 | $7.08B | 1.74 | Medical Care Facilities | Healthcare | N/A | 28.98 | 19.76 | 0.07 | 6.92% | N/A | 83 | +16.89% | $53 | 0.00% | 0.75 |
471 | TWST | Twist Bioscience Corp | $92.44 | $5.86B | 1.74 | Diagnostics & Research | Healthcare | -10.29% | N/A | N/A | N/A | -1.50% | N/A | N/A | -6.06% | $89 | -4.30% | 2.04 |
472 | ENVA | Enova International Inc | $217.56 | $5.55B | 1.74 | Credit Services | Financial Services | -0.17% | 16.97 | 14.01 | 0.37 | 34.30% | N/A | 82 | +15.24% | $251 | +47.04% | 1.39 |
473 | VCYT | Veracyte Inc | $57.88 | $4.63B | 1.74 | Diagnostics & Research | Healthcare | N/A | 52.36 | 33.33 | 0.33 | 3.36% | N/A | N/A | -2.52% | $57 | +8.13% | 1.37 |
474 | CSTM | Constellium SE - Class A | $29.99 | $3.99B | 1.74 | Aluminum | Basic Materials | N/A | 9.20 | 8.16 | 0.02 | 4.28% | N/A | 70 | +26.69% | $37 | +10.81% | 1.62 |
475 | OVID | Ovid Therapeutics Inc | $2.40 | $398M | 1.74 | Biotechnology | Healthcare | N/A | N/A | 1.79 | N/A | -10.54% | N/A | 75 | +129.83% | $5.47 | -8.64% | 1.42 |
476 | NVAWW | Nova Minerals Ltd - Warrants (24/07/2029) | $31.40 | N/A | 1.74 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.43 |
477 | AAPL | Apple Inc | $321.66 | $4.78T | 1.73 | Consumer Electronics | Technology | +12.93% | 39.19 | 34.13 | 1.36 | 2.70% | 0.32% | 65 | -2.34% | $318 | +17.61% | 1.10 |
478 | AHR | American Healthcare REIT Inc | $56.37 | $11B | 1.73 | Reit - Healthcare Facilities | Real Estate | N/A | 99.25 | 61.73 | N/A | 2.90% | 1.74% | 84 | +5.18% | $60 | 0.00% | 0.43 |
479 | AGX | Argan Inc | $602.38 | $8.56B | 1.73 | Engineering & Construction | Industrials | +38.76% | 52.74 | 16.61 | 0.92 | 5.69% | 0.31% | N/A | +11.29% | $680 | +72.28% | 1.46 |
480 | FIHL | Fidelis Insurance Holdings Limited | $25.11 | $2.43B | 1.73 | Insurance - Diversified | Financial Services | N/A | 10.79 | 5.95 | 0.08 | -16.78% | 2.38% | N/A | N/A | N/A | 0.00% | N/A |
481 | MD | Pediatrix Medical Group Inc | $25.58 | $2.12B | 1.73 | Medical Care Facilities | Healthcare | N/A | 12.58 | 8.21 | N/A | 12.21% | N/A | N/A | -5.15% | $25 | -2.11% | 0.79 |
482 | PLPC | Preformed Line Products Company | $325.82 | $1.60B | 1.73 | Electrical Equipment & Parts | Industrials | +0.65% | 46.71 | 7.80 | N/A | 2.18% | 0.25% | N/A | +13.98% | $372 | +35.74% | 1.26 |
483 | AIP | Arteris Inc | $33.33 | $1.54B | 1.73 | Semiconductors | Technology | N/A | N/A | N/A | N/A | -0.30% | N/A | 68 | +13.93% | $38 | 0.00% | 2.45 |
484 | GSL | Global Ship Lease Inc - Class A | $43.02 | $1.54B | 1.73 | Marine Shipping | Industrials | +35.09% | 3.91 | 3.11 | N/A | 26.26% | 5.84% | 75 | +14.08% | $48 | +28.88% | 0.81 |
485 | VDI | Virtus International Dividend ETF | $35.68 | N/A | 1.73 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
486 | MRVL | Marvell Technology Inc | $209.32 | $186B | 1.72 | Semiconductors | Technology | N/A | 78.37 | 48.08 | N/A | 0.89% | 0.12% | 74 | +20.24% | $254 | +29.54% | 2.56 |
487 | TS | Tenaris S.A. | $57.36 | $30B | 1.72 | Oil & Gas Equipment & Services | Energy | +75.45% | 15.68 | 15.77 | 0.48 | 6.21% | 3.17% | 66 | +9.55% | $64 | +27.76% | 0.72 |
488 | MOD | Modine Manufacturing Company | $249.62 | $13B | 1.72 | Auto Parts | Consumer Cyclical | +14.26% | 108.24 | 30.21 | N/A | 0.80% | N/A | 78 | +36.54% | $341 | +73.39% | 2.37 |
489 | M | Macy`s Inc | $23.33 | $6.43B | 1.72 | Department Stores | Consumer Cyclical | -12.77% | 33.04 | 10.27 | N/A | 22.15% | 3.17% | 50 | -6.41% | $23 | +12.08% | 1.33 |
490 | BKD | Brookdale Senior Living Inc | $14.51 | $3.50B | 1.72 | Medical Care Facilities | Healthcare | -16.40% | N/A | 47.62 | N/A | 0.27% | N/A | N/A | +33.74% | $20 | +13.42% | 0.76 |
491 | BWLP | BW LPG Ltd | $21.71 | $3.24B | 1.72 | Oil & Gas Midstream | Energy | N/A | 8.93 | 5.18 | 0.36 | 13.70% | 8.82% | N/A | N/A | N/A | +102.46% | 0.80 |
492 | CMRE | Costamare Inc | $15.67 | $1.84B | 1.72 | Marine Shipping | Industrials | +110.78% | 5.03 | 15.06 | 0.38 | 29.30% | 3.01% | 75 | +37.98% | $21 | +19.93% | 0.83 |
493 | EVC | Entravision Communications Corp - Class A | $10.54 | $960M | 1.72 | Advertising Agencies | Communication Services | +41.38% | N/A | 10.20 | N/A | 4.12% | 1.81% | N/A | -66.48% | $3.50 | +17.18% | 1.03 |
494 | BNRE-A | Brookfield Reinsurance Ltd Class A1 Exchangeable NonVoting Shares | $50.01 | N/A | 1.72 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
495 | MS | Morgan Stanley | $215.18 | $345B | 1.71 | Capital Markets | Financial Services | +7.84% | 19.14 | 17.33 | 0.67 | -0.29% | 1.97% | 59 | +6.38% | $232 | +22.08% | 1.34 |
496 | LIVN | LivaNova PLC | $78.61 | $4.30B | 1.71 | Medical Devices | Healthcare | N/A | 39.94 | 18.73 | N/A | 3.75% | N/A | N/A | +8.34% | $85 | -1.15% | 0.91 |
497 | TRMD | Torm Plc - Class A | $30.19 | $3.05B | 1.71 | Oil & Gas Midstream | Energy | +88.87% | 8.68 | 4.43 | N/A | 2.61% | 9.62% | 62 | +17.03% | $35 | +46.28% | 0.58 |
498 | TRVI | Trevi Therapeutics Inc | $17.18 | $2.23B | 1.71 | Biotechnology | Healthcare | -27.09% | N/A | N/A | N/A | -2.04% | N/A | 80 | +43.43% | $25 | +54.37% | 0.67 |
499 | INNV | InnovAge Holding Corp | $11.19 | $1.59B | 1.71 | Medical Care Facilities | Healthcare | N/A | N/A | 13.66 | N/A | 2.66% | N/A | 33 | -40.07% | $7 | -7.38% | 1.12 |
500 | GNK | Genco Shipping & Trading Ltd | $25.76 | $1.11B | 1.71 | Marine Shipping | Industrials | N/A | 65.60 | 10.12 | N/A | 3.77% | 4.55% | 70 | +13.14% | $29 | +16.57% | 0.85 |