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 | (650 / 7,999 stocks) | +19.20% | 29.09 | 20.82 | 0.29 | 2.72% | 1.25% | +12.74% | +26.29% | 1.31 | ||||||||
601 | RPTX | Repare Therapeutics Inc | $2.65 | $114M | 1.62 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -61.58% | N/A | N/A | N/A | N/A | -39.77% | N/A |
602 | GLBS | Globus Maritime Ltd | $2.94 | $67M | 1.62 | Marine Shipping | Industrials | N/A | 87.34 | 4.64 | N/A | 7.19% | N/A | N/A | +70.07% | $5 | +1.35% | N/A |
603 | HMACW | Hainan Manaslu Acquisition Corp - Warrants (31/01/2029) | $0.09 | N/A | 1.62 | 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 |
604 | ING | ING Groep N.V. | $32.44 | $96B | 1.61 | Banks - Diversified | Financial Services | +24.39% | 13.14 | 11.65 | 0.68 | 4.48% | 3.86% | 66 | -4.08% | $32 | +31.39% | 0.88 |
605 | AMX | America Movil S.A.B.DE C.V. | $25.93 | $79B | 1.61 | Telecom Services | Communication Services | +26.89% | 16.40 | 12.77 | 0.08 | 10.74% | 2.07% | N/A | +11.92% | $29 | +14.06% | 0.43 |
606 | ILMN | Illumina Inc | $196.86 | $29B | 1.61 | Diagnostics & Research | Healthcare | -6.80% | 45.00 | 35.21 | N/A | 3.34% | N/A | 60 | -11.21% | $169 | -16.91% | 1.01 |
607 | OHI | Omega Healthcare Investors Inc | $50.97 | $15B | 1.61 | Reit - Healthcare Facilities | Real Estate | +16.12% | 23.66 | 10.13 | 0.80 | 6.05% | 5.41% | 60 | +0.55% | $51 | +15.08% | 0.05 |
608 | RXDX | Prometheus Biosciences Inc | $199.92 | $9.49B | 1.61 | N/A | N/A | N/A | N/A | N/A | N/A | -1.49% | N/A | N/A | N/A | N/A | +56.13% | N/A |
609 | AAOI | Applied Optoelectronics Inc | $112.02 | $8.73B | 1.61 | Communication Equipment | Technology | -23.67% | N/A | 84.03 | N/A | -4.79% | N/A | 70 | +36.90% | $151 | +72.06% | 3.80 |
610 | CWEN-A | Clearway Energy Inc - Class A | $40.43 | $8.30B | 1.61 | Utilities - Renewable | Utilities | -13.43% | 672.58 | 212.77 | N/A | 7.91% | 4.62% | N/A | N/A | N/A | +14.77% | N/A |
611 | MSM | MSC Industrial Direct Co. Inc - Class A | $125.83 | $7.11B | 1.61 | Industrial Distribution | Industrials | -4.43% | 30.67 | 24.04 | 5.06 | 3.09% | 2.80% | 52 | +2.03% | $130 | +12.16% | 0.82 |
612 | VSH | Vishay Intertechnology Inc | $40.80 | $6.03B | 1.61 | Semiconductors | Technology | N/A | N/A | 52.63 | N/A | 3.85% | 1.07% | 41 | -14.77% | $34 | +15.27% | 2.16 |
613 | KALU | Kaiser Aluminum Corp | $180.60 | $2.69B | 1.61 | Aluminum | Basic Materials | +104.32% | 17.41 | 27.70 | 0.09 | 5.30% | 1.87% | 43 | -11.59% | $160 | +13.46% | 1.34 |
614 | IAUX | i80 Gold Corp | $1.38 | $1.21B | 1.61 | Gold | Basic Materials | N/A | N/A | 38.31 | N/A | -10.52% | N/A | N/A | N/A | N/A | -6.72% | 0.94 |
615 | LBRX | LB Pharmaceuticals Inc | $34.62 | $1.03B | 1.61 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -9.39% | N/A | 79 | +25.56% | $45 | 0.00% | 0.58 |
616 | ADAM | Adamas Trust Inc | $8.59 | $790M | 1.61 | Reit - Mortgage | Real Estate | -14.28% | 5.10 | 7.27 | 0.02 | 10.55% | 10.10% | 60 | +35.15% | $12 | +3.59% | 0.93 |
617 | SWBI | Smith & Wesson Brands Inc | $14.43 | $652M | 1.61 | Aerospace & Defense | Industrials | -35.31% | 35.30 | 11.78 | 0.99 | 13.87% | 3.46% | 75 | +17.99% | $17 | -5.44% | 0.58 |
618 | RRBI | Red River Bancshares Inc | $97.23 | $636M | 1.61 | Banks - Regional | Financial Services | +10.80% | 14.37 | 11.30 | 0.56 | 6.85% | 0.68% | 58 | +6.57% | $103 | +14.82% | 0.76 |
619 | PLTS | Platinum Analytics Cayman Ltd - Class A | $17.50 | $277M | 1.61 | Software - Application | Technology | N/A | N/A | N/A | N/A | -1.99% | N/A | N/A | N/A | N/A | 0.00% | 0.30 |
620 | IRD | Ocuphire Pharma Inc | $2.92 | $218M | 1.61 | Biotechnology | Healthcare | -23.64% | N/A | 12.00 | N/A | -17.90% | N/A | 79 | +246.23% | $11 | -6.11% | 0.96 |
621 | LHC | Leo Holdings Corp II - Class A | $11.87 | $80M | 1.61 | N/A | N/A | N/A | 314.10 | N/A | N/A | -0.20% | N/A | N/A | N/A | N/A | +4.03% | N/A |
622 | GCTS-WS | GCT Semiconductor Holding Inc Wt Exp | $0.38 | $27M | 1.61 | 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 |
623 | GIGGW | GigCapital7 Corp - Warrants (29/08/2029) | $0.37 | N/A | 1.61 | 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 |
624 | STRL | Sterling Infrastructure Inc | $717.34 | $22B | 1.60 | Engineering & Construction | Industrials | +44.43% | 63.57 | 34.48 | 2.08 | 2.00% | N/A | 75 | +31.60% | $947 | +102.41% | 2.19 |
625 | VLY | Valley National Bancorp | $14.45 | $8.07B | 1.60 | Banks - Regional | Financial Services | +1.21% | 14.33 | 11.60 | 0.43 | 6.87% | 3.00% | N/A | +13.98% | $16 | +6.95% | 1.06 |
626 | ADAMM | Adamas Trust Inc | $25.07 | $2.26B | 1.60 | Reit - Mortgage | Real Estate | -14.28% | 14.58 | N/A | 0.05 | 3.69% | 3.55% | N/A | N/A | N/A | +9.70% | 0.12 |
627 | NPKI | Newpark Resources Inc | $14.49 | $1.25B | 1.60 | Building Products & Equipment | Industrials | +12.91% | 36.16 | 26.25 | N/A | 2.55% | N/A | 75 | +37.18% | $20 | +37.73% | 1.30 |
628 | PKST | Peakstone Realty Trust | $20.99 | $781M | 1.60 | Reit - Office | Real Estate | +62.08% | N/A | 22.12 | N/A | 4.97% | 3.10% | N/A | N/A | N/A | +30.92% | N/A |
629 | STRO | Sutro Biopharma Inc | $23.60 | $388M | 1.60 | Biotechnology | Healthcare | +18.47% | N/A | 10.03 | N/A | -39.11% | N/A | 72 | +104.06% | $48 | -32.79% | 1.56 |
630 | AGCC | Agencia Comercial Spirits Ltd - Class A | $15.01 | $246M | 1.60 | Beverages - Wineries & Distilleries | Consumer Defensive | N/A | 403.44 | N/A | N/A | -3.05% | N/A | N/A | N/A | N/A | 0.00% | 1.24 |
631 | ANTX | AN2 Therapeutics Inc | $4.92 | $176M | 1.60 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -17.78% | N/A | 75 | +84.05% | $9 | 0.00% | 0.60 |
632 | KORE | KORE Group Holdings, Inc. | $9.25 | $163M | 1.60 | Telecom Services | Communication Services | N/A | N/A | N/A | N/A | 10.84% | N/A | N/A | -45.95% | $5 | 0.00% | 0.13 |
633 | WHLRP | Wheeler Real Estate Investment Trust Inc | $9.70 | $6.91M | 1.60 | Reit - Retail | Real Estate | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -2.40% | N/A |
634 | PTHRW | Pono Capital Three Inc - Warrants (11/01/2028) | $0.06 | N/A | 1.60 | 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 |
635 | PRIF-P-J | Priority Income Fund Inc | $25.06 | N/A | 1.60 | 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 |
636 | SAN | Banco Santander S.A. | $13.21 | $208B | 1.59 | Banks - Diversified | Financial Services | N/A | 11.55 | 11.70 | 0.32 | 5.46% | 1.80% | 50 | -1.53% | $14 | +34.99% | 1.05 |
637 | PBR | Petroleo Brasileiro S.A. Petrobras | $19 | $122B | 1.59 | Oil & Gas Integrated | Energy | +12.55% | 31.84 | 4.10 | 0.17 | 2.29% | 16.40% | 73 | +19.53% | $23 | +35.32% | 0.45 |
638 | CASY | Casey`s General Stores Inc | $875.25 | $32B | 1.59 | Specialty Retail | Consumer Cyclical | +20.77% | 44.45 | 41.32 | 1.32 | 2.28% | 0.26% | 67 | +11.34% | $954 | +35.21% | 0.43 |
639 | ONDS | Ondas Holdings Inc | $7.93 | $3.75B | 1.59 | Communication Equipment | Technology | N/A | 18.33 | 52.91 | N/A | -2.31% | N/A | 81 | +147.62% | $20 | -0.12% | 2.36 |
640 | ESTA | Establishment Labs Holdings Inc | $91.10 | $2.76B | 1.59 | Medical Devices | Healthcare | +5.23% | N/A | N/A | N/A | -1.51% | N/A | 77 | +1.56% | $95 | +4.25% | 1.87 |
641 | BLX | Banco Latinoamericano De Comercio Exterior SA - Class E | $58.83 | $2.30B | 1.59 | Banks - Regional | Financial Services | N/A | 21.50 | 8.38 | 0.85 | -5.34% | 4.43% | 81 | +8.82% | $65 | +38.98% | 0.73 |
642 | BORR | Borr Drilling Ltd | $4.22 | $1.29B | 1.59 | Oil & Gas Drilling | Energy | N/A | 28.71 | 28.17 | N/A | 19.50% | 3.92% | 67 | +36.98% | $5.76 | +22.64% | 1.55 |
643 | PDS | Precision Drilling Corp | $85.68 | $1.11B | 1.59 | Oil & Gas Drilling | Energy | -33.68% | N/A | 15.06 | N/A | 9.53% | N/A | 80 | +18.48% | $101 | +20.91% | 0.98 |
644 | ALRS | Alerus Financial Corp | $32.17 | $811M | 1.59 | Banks - Regional | Financial Services | -19.52% | 29.94 | N/A | N/A | 9.74% | 2.59% | 50 | -3.61% | $31 | +5.73% | 0.78 |
645 | ZURA | Zura Bio Ltd - Class A | $5.29 | $512M | 1.59 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -14.20% | N/A | 78 | +190.19% | $16 | 0.00% | 1.50 |
646 | NGS | Natural Gas Services Group Inc | $38.87 | $498M | 1.59 | Oil & Gas Equipment & Services | Energy | N/A | 21.93 | 11.88 | 0.62 | -10.61% | 0.84% | N/A | +40.76% | $56 | +33.08% | 1.16 |
647 | SILC | Silicom Ltd | $42.27 | $253M | 1.59 | Communication Equipment | Technology | N/A | N/A | 10.72 | N/A | -1.33% | N/A | 50 | +35.50% | $60 | +1.01% | 0.97 |
648 | TLPH | Talphera Inc | $1.37 | $65M | 1.59 | Drug Manufacturers - Specialty & Generic | Healthcare | -41.25% | N/A | 1.02 | N/A | -17.49% | N/A | 87 | +145.50% | $3.17 | -44.81% | 0.77 |
649 | XPDBW | Power & Digital Infrastructure Acquisition II Corp - Warrants (09/12/2026) | $0.60 | N/A | 1.59 | 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 |
650 | VOLT | TEMA ELECTRIFICATION ETF | $38.77 | N/A | 1.59 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +53.96% | N/A |