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 | (800 / 7,999 stocks) | +19.59% | 28.70 | 20.77 | 0.34 | 2.54% | 1.32% | +13.85% | +26.40% | 1.30 | ||||||||
751 | ADAM | Adamas Trust Inc | $8.59 | $790M | 1.49 | Reit - Mortgage | Real Estate | -14.28% | 5.10 | 7.27 | 0.02 | 10.55% | 10.10% | 60 | +38.30% | $12 | +3.11% | 0.93 |
752 | FISI | Financial Institutions Inc | $38.72 | $764M | 1.49 | Banks - Regional | Financial Services | +5.84% | 10.24 | 11.27 | 1.64 | 3.55% | 3.17% | 75 | +3.31% | $40 | +11.40% | 0.88 |
753 | VBNK | VILLAGE BANCORP INC | $19.83 | $477M | 1.49 | Banks - Regional | Financial Services | +2.58% | 24.03 | 11.81 | 5.61 | 35.93% | 0.48% | 91 | +21.03% | $24 | 0.00% | 0.95 |
754 | PBYI | Puma Biotechnology Inc | $8.01 | $400M | 1.49 | Biotechnology | Healthcare | N/A | 16.20 | 3.46 | 0.03 | 13.37% | N/A | 50 | -37.58% | $5 | +0.66% | 0.79 |
755 | BDSX | Biodesix Inc | $22.32 | $216M | 1.49 | Diagnostics & Research | Healthcare | -46.64% | N/A | N/A | N/A | -11.61% | N/A | 75 | +38.13% | $31 | -35.40% | 0.45 |
756 | HFBL | Home Federal Bancorp Inc (Louisiana) | $22.05 | $70M | 1.49 | Banks - Regional | Financial Services | +5.16% | 11.89 | 11.79 | 0.15 | 7.66% | 2.33% | N/A | N/A | N/A | +7.10% | 0.16 |
757 | LLII | REX LLY Growth & Income ETF | $23.83 | N/A | 1.49 | 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 |
758 | TEXU | Direxion Daily Energy Top 5 Bull 2X ETF | $38.39 | N/A | 1.49 | 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 |
759 | NGL-P-B | NGL Energy Partners LP | $25.36 | N/A | 1.49 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +27.20% | 0.23 |
760 | CSNR | COHEN & STEERS NATURAL RESOURCES ACTIVE ETF | $35.55 | N/A | 1.49 | 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 |
761 | ADI | Analog Devices Inc | $380.20 | $188B | 1.48 | Semiconductors | Technology | +9.90% | 57.04 | 26.11 | 0.68 | 2.42% | 1.09% | 75 | +20.39% | $458 | +20.40% | 1.63 |
762 | ING | ING Groep N.V. | $32.44 | $96B | 1.48 | Banks - Diversified | Financial Services | +24.39% | 13.14 | 11.99 | 0.68 | 4.48% | 3.86% | 66 | +3.79% | $34 | +30.68% | 0.88 |
763 | EXPD | Expeditors International Of Washington Inc | $176.18 | $23B | 1.48 | Integrated Freight & Logistics | Industrials | +4.14% | 28.38 | 28.25 | 10.31 | 4.15% | 0.86% | 38 | -10.81% | $157 | +7.44% | 0.61 |
764 | APLE | Apple Hospitality REIT Inc | $16.61 | $4B | 1.48 | Reit - Hotel & Motel | Real Estate | N/A | 23.32 | 25.45 | N/A | 9.25% | 5.62% | 59 | -1.99% | $16 | +8.78% | 0.98 |
765 | LBPH | Longboard Pharmaceuticals Inc | $59.98 | $2.34B | 1.48 | N/A | N/A | N/A | N/A | N/A | N/A | -2.82% | N/A | N/A | N/A | N/A | +47.20% | N/A |
766 | STOK | Stoke Therapeutics Inc | $29.65 | $1.80B | 1.48 | Biotechnology | Healthcare | +11.95% | N/A | 204.08 | N/A | -8.19% | N/A | 77 | +54.54% | $46 | -0.67% | 1.04 |
767 | BORR | Borr Drilling Ltd | $4.22 | $1.29B | 1.48 | Oil & Gas Drilling | Energy | N/A | 28.71 | 28.17 | N/A | 19.50% | 3.92% | 67 | +36.65% | $5.76 | +22.70% | 1.55 |
768 | GHM | Graham Corp | $105.51 | $1.17B | 1.48 | Specialty Industrial Machinery | Industrials | +36.73% | 92.73 | 54.95 | 76.33 | -0.01% | N/A | 75 | +23.92% | $131 | +50.55% | 1.69 |
769 | SWBI | Smith & Wesson Brands Inc | $14.43 | $652M | 1.48 | Aerospace & Defense | Industrials | -35.31% | 35.30 | 11.78 | 0.99 | 13.87% | 3.42% | 75 | +19.54% | $17 | -5.69% | 0.58 |
770 | THTX | Theratechnologies Inc | $3.39 | $167M | 1.48 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -24.70% | N/A |
771 | OCC | Optical Cable Corp | $15.77 | $130M | 1.48 | Communication Equipment | Technology | N/A | 128.73 | N/A | N/A | -2.41% | N/A | N/A | N/A | N/A | +30.32% | 1.38 |
772 | WLDSW | Wearable Devices Ltd - Warrants (25/08/2027) | $11.20 | N/A | 1.48 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.21 |
773 | MPRAW | Mercato Partners Acquisition Corp - Warrants - (29/10/2026) | $0.21 | N/A | 1.48 | 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 |
774 | SAN | Banco Santander S.A. | $13.21 | $208B | 1.47 | Banks - Diversified | Financial Services | N/A | 11.55 | 11.99 | 0.32 | 5.46% | 1.80% | 50 | +2.42% | $14 | +33.93% | 1.06 |
775 | LAUR | Laureate Education Inc | $36.60 | $5.05B | 1.47 | Education & Training Services | Consumer Defensive | N/A | 18.74 | 16.64 | 12.63 | 7.33% | N/A | 79 | +9.97% | $40 | +41.64% | 0.62 |
776 | XMTR | Xometry Inc - Class A | $86.51 | $4.70B | 1.47 | Industrial Distribution | Industrials | N/A | N/A | 136.99 | N/A | -0.01% | N/A | 68 | +11.26% | $96 | +2.99% | 1.99 |
777 | AUGO | Aura Minerals Inc | $55.10 | $4.62B | 1.47 | Gold | Basic Materials | N/A | 51.44 | 8.85 | N/A | 3.84% | 2.68% | 86 | +72.70% | $95 | 0.00% | 2.24 |
778 | CURB | Curbline Properties Corp | $31.25 | $3.25B | 1.47 | Reit - Retail | Real Estate | N/A | 98.68 | 50.51 | N/A | 3.71% | 2.05% | 72 | +4.19% | $33 | 0.00% | 0.50 |
779 | PENG | Penguin Solutions Inc | $58.41 | $3.03B | 1.47 | Information Technology Services | Technology | +40.29% | 31.45 | 12.48 | N/A | -2.29% | N/A | 78 | +27.19% | $74 | +19.95% | 2.11 |
780 | LILAK | Liberty Latin America Ltd - Class C | $7.38 | $2.15B | 1.47 | Telecom Services | Communication Services | N/A | N/A | 15.97 | N/A | 38.26% | N/A | 62 | -9.21% | $6.70 | -3.43% | 0.62 |
781 | TH | Target Hospitality Corp - Class A | $16.34 | $1.67B | 1.47 | Specialty Business Services | Industrials | +0.19% | N/A | 20.16 | 1.34 | 3.69% | N/A | 68 | +39.23% | $23 | +35.63% | 0.74 |
782 | CMPS | Compass Pathways Plc | $11.71 | $1.61B | 1.47 | Medical Care Facilities | Healthcare | N/A | N/A | N/A | N/A | -9.91% | N/A | 78 | +108.97% | $24 | -20.48% | 1.38 |
783 | PRSU | Pursuit Attractions and Hospitality Inc | $51.58 | $1.42B | 1.47 | Travel Services | Consumer Cyclical | N/A | 52.50 | 33.11 | 2.21 | 9.38% | N/A | 75 | +17.78% | $61 | +2.12% | 1.13 |
784 | INBX | Inhibrx Biosciences Inc | $85 | $1.26B | 1.47 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -10.51% | N/A | 66 | +226.47% | $278 | 0.00% | 1.38 |
785 | PLOW | Douglas Dynamics Inc | $46.11 | $1.08B | 1.47 | Auto Parts | Consumer Cyclical | N/A | 20.20 | 17.45 | 1.09 | 5.97% | 2.57% | 66 | +19.82% | $55 | +7.73% | 0.71 |
786 | NVCT | Nuvectis Pharma Inc | $20.15 | $512M | 1.47 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -3.59% | N/A | 85 | +57.82% | $32 | 0.00% | 0.94 |
787 | TCBC | TC Bancshares Inc | $21.65 | $94M | 1.47 | Banks - Regional | Financial Services | N/A | N/A | N/A | N/A | -0.28% | N/A | N/A | N/A | N/A | +12.99% | N/A |
788 | PBEU | Portfolio Building Block European Banks Index ETF | $33.41 | N/A | 1.47 | 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 |
789 | DMYY-WS | dMY Squared Technology Group Inc - Warrants(01/01/9999) | $1.96 | N/A | 1.47 | 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 |
790 | BMTX-WS | BM Technologies Inc Warrants | $0.75 | N/A | 1.47 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -20.80% | N/A |
791 | MPWR | Monolithic Power System Inc | $1,397.15 | $69B | 1.46 | Semiconductors | Technology | +29.55% | 99.69 | 56.82 | 1.80 | 0.92% | 0.48% | 75 | +27.18% | $1.78K | +28.45% | 2.42 |
792 | SLF | Sun Life Financial Inc | $81.41 | $47B | 1.46 | Insurance - Diversified | Financial Services | -1.29% | 19.45 | 14.73 | 8.18 | 17.58% | 4.46% | 61 | -15.44% | $69 | +14.83% | 0.49 |
793 | BIP | Brookfield Infrastructure Partners L.P | $41.03 | $18B | 1.46 | Utilities - Diversified | Utilities | +1.89% | 42.83 | 158.73 | 0.31 | -3.79% | 4.60% | 79 | +8.13% | $44 | +7.56% | 0.79 |
794 | ARW | Arrow Electronics Inc | $215.31 | $11B | 1.46 | Electronics & Computer Distribution | Technology | N/A | 18.48 | 5.03 | 0.60 | 2.70% | N/A | 62 | +3.11% | $222 | +13.59% | 1.11 |
795 | DAWN | Day One Biopharmaceuticals Inc | $21.53 | $2.22B | 1.46 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -4.69% | N/A | N/A | N/A | N/A | -0.99% | N/A |
796 | AVAH | Aveanna Healthcare Holdings Inc | $9.08 | $2.05B | 1.46 | Medical Care Facilities | Healthcare | N/A | 7.63 | 12.97 | N/A | 6.77% | N/A | 72 | +15.09% | $10 | -3.48% | 1.21 |
797 | LPG | Dorian LPG Ltd | $45.61 | $1.88B | 1.46 | Oil & Gas Midstream | Energy | +17.45% | 9.69 | 5.42 | 0.08 | 11.18% | 6.71% | 70 | +11.82% | $51 | +53.93% | 0.77 |
798 | NPKI | Newpark Resources Inc | $14.49 | $1.25B | 1.46 | Building Products & Equipment | Industrials | +12.91% | 36.16 | 26.53 | 1.31 | 2.55% | N/A | 75 | +40.30% | $20 | +37.11% | 1.31 |
799 | PDLB | Ponce Financial Group Inc | $19.91 | $484M | 1.46 | Banks - Regional | Financial Services | N/A | 15.37 | 49.26 | 0.13 | 11.46% | N/A | N/A | +20.54% | $24 | +16.20% | 0.63 |
800 | XWIN | XMAX, Inc. Common Stock | $8.51 | $460M | 1.46 | Furnishings, Fixtures & Appliances | Consumer Cyclical | -54.29% | N/A | N/A | N/A | -0.17% | N/A | N/A | N/A | N/A | -6.64% | N/A |