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 | (600 / 7,999 stocks) | +19.24% | 29.70 | 21.52 | 0.29 | 2.67% | 1.13% | +12.90% | +26.17% | 1.32 | ||||||||
551 | SATX | SatixFy Communications Ltd - Class A | $2.96 | N/A | 1.67 | 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 |
552 | GOOGL | Alphabet Inc - Class A | $317.69 | $4.14T | 1.66 | Internet Content & Information | Communication Services | +28.33% | 25.84 | 24.63 | 0.56 | 1.55% | 0.24% | 77 | +36.47% | $434 | +19.23% | 1.11 |
553 | HONIV | Honeywell International Inc | $256.01 | $162B | 1.66 | N/A | N/A | -0.12% | 28.77 | N/A | N/A | 2.59% | N/A | N/A | N/A | N/A | 0.00% | N/A |
554 | VRT | Vertiv Holdings Co - Class A | $304.04 | $116B | 1.66 | Electrical Equipment & Parts | Industrials | N/A | 73.95 | 47.17 | 0.56 | 1.97% | 0.05% | 72 | +25.91% | $379 | +61.27% | 2.37 |
555 | HBM | Hudbay Minerals Inc | $22.63 | $9.38B | 1.66 | Copper | Basic Materials | N/A | 14.22 | 15.60 | 0.04 | 2.94% | 0.10% | 82 | +48.96% | $35 | +28.87% | 1.80 |
556 | AMG | Affiliated Managers Group Inc | $347.69 | $9.29B | 1.66 | Asset Management | Financial Services | +111.50% | 20.34 | 10.47 | N/A | 11.36% | 0.01% | 75 | +18.90% | $412 | +15.81% | 1.11 |
557 | CNO | CNO Financial Group Inc | $52.62 | $4.98B | 1.66 | Insurance - Life | Financial Services | -5.72% | 20.66 | 9.71 | N/A | 13.81% | 1.28% | N/A | -2.51% | $52 | +21.08% | 0.88 |
558 | ALM | Alma Metals Limited | $14.18 | $3.98B | 1.66 | Other Industrial Metals & Mining | Basic Materials | N/A | N/A | 42.02 | N/A | -1.46% | N/A | 72 | +74.25% | $25 | 0.00% | 2.74 |
559 | TE | T1 Energy Inc | $5.68 | $1.68B | 1.66 | Electrical Equipment & Parts | Industrials | N/A | N/A | N/A | N/A | -8.44% | N/A | 75 | +67.00% | $10 | -7.57% | 2.51 |
560 | RILYZ | B. Riley Financial Inc | $19.05 | $513M | 1.66 | Other | N/A | N/A | N/A | N/A | N/A | N/A | 26.10% | N/A | N/A | N/A | 0.00% | 0.58 |
561 | FSTR | L.B. Foster Co. - Class A | $42.71 | $437M | 1.66 | Railroads | Industrials | -18.61% | 38.97 | 29.76 | N/A | 9.28% | N/A | 50 | -5.41% | $40 | +18.72% | 1.24 |
562 | ELMD | Electromed Inc | $38.02 | $326M | 1.66 | Medical Devices | Healthcare | +26.17% | 32.39 | 20.24 | 0.72 | 2.87% | N/A | N/A | +2.41% | $40 | +26.83% | 0.78 |
563 | TSXU | Direxion Daily Semiconductors Top 5 Bull 2X ETF | $59.76 | N/A | 1.66 | 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 |
564 | MS-P-F | Morgan Stanley | $25.17 | N/A | 1.66 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.68% | 0.03 |
565 | USB | U.S. Bancorp. | $63.33 | $100B | 1.65 | Banks - Regional | Financial Services | +1.81% | 13.44 | 12.36 | 0.63 | 9.58% | 3.29% | 62 | +8.05% | $70 | +7.52% | 0.96 |
566 | SITM | SiTime Corp | $576.41 | $16B | 1.65 | Semiconductors | Technology | +6.81% | N/A | 74.63 | N/A | 0.35% | N/A | N/A | +41.79% | $838 | +35.77% | 2.74 |
567 | ACMR | ACM Research Inc - Class A | $88.42 | $5.89B | 1.65 | Semiconductor Equipment & Materials | Technology | +42.23% | 55.67 | 51.28 | 65.85 | -1.81% | N/A | 78 | +14.11% | $102 | +25.14% | 2.19 |
568 | NATL | NCR Atleos Corp | $47.55 | $3.53B | 1.65 | Software - Application | Technology | N/A | 20.72 | 9.43 | 0.33 | 3.09% | N/A | N/A | +5.15% | $50 | 0.00% | 1.15 |
569 | GRDN | Guardian Pharmacy Services Inc | $39.40 | $2.53B | 1.65 | Medical Care Facilities | Healthcare | +36.00% | 47.58 | 32.36 | N/A | 2.77% | N/A | 79 | +18.27% | $47 | 0.00% | 0.72 |
570 | SNDX | Syndax Pharmaceuticals Inc | $21.21 | $1.95B | 1.65 | Biotechnology | Healthcare | +12.13% | N/A | N/A | N/A | -14.26% | N/A | 78 | +76.87% | $39 | +9.11% | 1.04 |
571 | ACRS | Aclaris Therapeutics Inc | $5.48 | $785M | 1.65 | Biotechnology | Healthcare | -15.62% | N/A | N/A | N/A | -6.66% | N/A | 75 | +77.94% | $10 | -18.57% | 0.86 |
572 | GSRT | GSR III Acquisition Corp - Class A | $15.52 | $453M | 1.65 | N/A | N/A | N/A | 54.23 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
573 | BCARW | D. Boral ARC Acquisition I Corp Warrant | $1.34 | N/A | 1.65 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.91 |
574 | TEVA | Teva- Pharmaceutical Industries Ltd | $31.18 | $35B | 1.64 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | 26.67 | 14.95 | N/A | 4.92% | N/A | N/A | +35.66% | $41 | +27.90% | 0.83 |
575 | MCY | Mercury General Corp | $105.46 | $5.69B | 1.64 | Insurance - Property & Casualty | Financial Services | +6.22% | 6.78 | 19.76 | 0.04 | 26.03% | 1.19% | N/A | +16.80% | $120 | +14.32% | 0.61 |
576 | LPTH | Lightpath Technologies Inc - Class A | $12.37 | $742M | 1.64 | Electronic Components | Technology | N/A | N/A | 217.39 | N/A | -1.39% | N/A | N/A | +31.66% | $16 | +38.85% | 1.69 |
577 | IMAB | I-Mab | $4.63 | $340M | 1.64 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | 83 | N/A | $8.17 | -35.40% | 0.87 |
578 | FBLA | FB Bancorp Inc | $15.42 | $264M | 1.64 | Banks - Regional | Financial Services | N/A | 559.36 | N/A | N/A | 1.78% | N/A | N/A | N/A | N/A | 0.00% | 0.42 |
579 | EDRY | EuroDry Ltd | $24.90 | $72M | 1.64 | Marine Shipping | Industrials | -12.14% | N/A | 6.23 | N/A | 17.84% | N/A | 83 | +34.72% | $33 | +1.93% | 0.63 |
580 | PBEU | Portfolio Building Block European Banks Index ETF | $33.41 | N/A | 1.64 | 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 |
581 | DYNXW | Dynamix Corporation Warrant | $2.25 | N/A | 1.64 | 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 |
582 | CSCO | Cisco Systems Inc | $112.76 | $442B | 1.63 | Communication Equipment | Technology | +4.61% | 37.03 | 23.31 | 1.60 | 2.67% | 1.49% | 68 | +16.06% | $130 | +18.51% | 0.93 |
583 | PR | Permian Resources Corp - Class A | $21.37 | $17B | 1.63 | Oil & Gas E&p | Energy | +37.44% | 23.78 | 9.89 | N/A | 20.28% | 3.01% | 76 | +16.82% | $25 | +35.31% | 0.94 |
584 | AIZ | Assurant Inc | $273.62 | $14B | 1.63 | Insurance - Property & Casualty | Financial Services | +21.50% | 13.66 | 10.21 | 0.26 | 10.70% | 1.22% | 85 | +7.28% | $293 | +13.93% | 0.59 |
585 | KYMR | Kymera Therapeutics Inc | $110.38 | $9.07B | 1.63 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -2.69% | N/A | 79 | +13.41% | $125 | +13.67% | 1.53 |
586 | ARCB | ArcBest Corp | $156.99 | $3.56B | 1.63 | Trucking | Industrials | +1.13% | 54.17 | 22.62 | N/A | 4.21% | 0.30% | N/A | +5.31% | $168 | +23.15% | 1.56 |
587 | CYRX | CryoPort Inc | $16.03 | $824M | 1.63 | Integrated Freight & Logistics | Industrials | N/A | 10.37 | 92.59 | N/A | -2.88% | N/A | 75 | -4.93% | $16 | -22.75% | 1.61 |
588 | CTNM | Contineum Therapeutics Inc - Class A | $14.37 | $550M | 1.63 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -10.48% | N/A | 75 | +51.60% | $22 | 0.00% | 0.75 |
589 | PARK | Park Dental Partners Inc | $19.75 | $88M | 1.63 | Medical Care Facilities | Healthcare | N/A | N/A | N/A | N/A | 0.00% | N/A | 75 | +17.03% | $23 | 0.00% | 0.57 |
590 | VNCE | Vince Holding Corp | $6.07 | $83M | 1.63 | Apparel Manufacturing | Consumer Cyclical | N/A | 9.39 | 11.04 | N/A | 7.08% | N/A | N/A | +38.89% | $9 | -5.26% | 1.17 |
591 | VUSV | Vanguard Wellington U.S. Value Active ETF | $68.25 | N/A | 1.63 | 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 |
592 | IMO | Imperial Oil Ltd | $128.83 | $61B | 1.62 | Oil & Gas Integrated | Energy | N/A | 29.31 | 13.99 | N/A | 7.10% | 2.47% | 33 | -14.27% | $108 | +39.42% | 0.57 |
593 | NOK | Nokia Corp | $9.73 | $59B | 1.62 | Communication Equipment | Technology | N/A | 60.82 | 28.25 | 4.09 | 2.72% | 1.32% | 75 | +55.81% | $15 | +13.79% | 0.88 |
594 | CFG | Citizens Financial Group Inc | $71.80 | $31B | 1.62 | Banks - Regional | Financial Services | +3.71% | 15.76 | 13.97 | 0.49 | 8.62% | 2.52% | 79 | +9.41% | $79 | +15.38% | 1.18 |
595 | BWA | BorgWarner Inc | $64.33 | $13B | 1.62 | Auto Parts | Consumer Cyclical | +1.40% | 17.47 | 15.24 | 3.63 | 1.15% | 1.01% | 68 | +19.68% | $77 | +10.77% | 1.02 |
596 | AEIS | Advanced Energy Industries Inc | $315.14 | $12B | 1.62 | Electrical Equipment & Parts | Industrials | +4.44% | 63.02 | 32.68 | 0.40 | 0.57% | 0.14% | 70 | +34.57% | $427 | +26.10% | 2.04 |
597 | HL | Hecla Mining Company | $15.32 | $11B | 1.62 | Other Precious Metals & Mining | Basic Materials | N/A | 60.76 | 18.21 | N/A | 4.59% | 0.10% | 63 | +53.38% | $24 | +19.74% | 1.33 |
598 | LFUS | Littelfuse Inc | $415.17 | $10B | 1.62 | Electronic Components | Technology | +6.84% | 42.15 | 28.49 | 2.48 | 3.73% | 0.73% | 62 | +15.96% | $483 | +11.80% | 1.55 |
599 | IFS | Intercorp Financial Services Inc | $59.16 | $6.65B | 1.62 | Banks - Regional | Financial Services | +23.86% | 11.19 | N/A | 0.25 | 7.10% | 10.20% | 83 | +8.78% | $65 | +27.30% | 0.53 |
600 | RSI | Rush Street Interactive Inc - Class A | $31.32 | $1.89B | 1.62 | Gambling | Consumer Cyclical | N/A | 56.38 | 52.36 | N/A | 8.68% | N/A | N/A | +0.48% | $31 | +26.33% | 1.16 |