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 | (850 / 7,999 stocks) | +19.48% | 27.92 | 20.50 | 0.35 | 2.65% | 1.37% | +13.46% | +26.13% | 1.28 | ||||||||
801 | FRAF | Franklin Financial Services Corp | $62.81 | $277M | 1.46 | Banks - Regional | Financial Services | +8.04% | 11.55 | 12.00 | 0.11 | 14.69% | 2.14% | 75 | +1.89% | $64 | +17.48% | 0.42 |
802 | ZJZZT | NASDAQ TEST STOCK | $10 | N/A | 1.46 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -6.51% | 0.74 |
803 | XOMX | Direxion Daily XOM Bull 2X Shares | $45.26 | N/A | 1.46 | N/A | N/A | N/A | 26.30 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
804 | PAII-WS | Pyrophyte Acquisition Corp II Warrants each whole warrant exercisable for one Class A Ordinary Share at an exercise price of 11.50 per share | $0.49 | N/A | 1.46 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.22 |
805 | BHP | BHP Group Ltd | $83.66 | $215B | 1.45 | Other Industrial Metals & Mining | Basic Materials | +16.99% | 9.93 | 16.13 | 5.95 | 9.70% | 1.59% | 40 | -11.98% | $74 | +14.15% | 1.01 |
806 | IESC | IES Holdings Inc | $663.70 | $13B | 1.45 | Engineering & Construction | Industrials | +50.20% | 35.50 | 208.33 | 0.70 | 2.64% | N/A | N/A | +5.47% | $700 | +67.61% | 2.11 |
807 | POR | Portland General Electric Company | $52.39 | $6.12B | 1.45 | Utilities - Regulated Electric | Utilities | +3.36% | 23.63 | 14.60 | 1.88 | 1.08% | 4.02% | 51 | +1.16% | $53 | +5.89% | 0.15 |
808 | VVX | V2X Inc | $83.98 | $2.54B | 1.45 | Aerospace & Defense | Industrials | -4.01% | 28.71 | 13.11 | 0.25 | 5.82% | N/A | 62 | -1.82% | $82 | +13.63% | 0.88 |
809 | STEL | Stellar Bancorp, Inc. | $39.32 | $2B | 1.45 | Banks - Regional | Financial Services | +16.08% | 19.11 | 14.88 | N/A | 5.76% | 1.48% | N/A | N/A | N/A | +9.94% | N/A |
810 | HTLD | Heartland Express Inc | $14.83 | $1.18B | 1.45 | Trucking | Industrials | N/A | N/A | 21.05 | N/A | -5.42% | 0.52% | 37 | -10.99% | $13 | -1.04% | 0.82 |
811 | CYRX | CryoPort Inc | $16.03 | $824M | 1.45 | Integrated Freight & Logistics | Industrials | N/A | 10.37 | 95.24 | 62.13 | -2.88% | N/A | 75 | +0.87% | $16 | -23.12% | 1.62 |
812 | ABLLW | Abacus Life Inc Warrant | $1.29 | N/A | 1.45 | 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 |
813 | TTE | TotalEnergies SE | $86.23 | $184B | 1.44 | Oil & Gas Integrated | Energy | N/A | 10.60 | 7.58 | 0.42 | 7.06% | 5.22% | 67 | +11.47% | $96 | +25.06% | 0.26 |
814 | CRDO | Credo Technology Group Holding Ltd | $236.50 | $42B | 1.44 | Semiconductors | Technology | N/A | 87.98 | 37.88 | 0.12 | 0.96% | N/A | 78 | +18.09% | $279 | 0.00% | 2.83 |
815 | NTRS | Northern Trust Corp | $177.95 | $33B | 1.44 | Asset Management | Financial Services | +11.13% | 17.93 | 17.12 | 1.22 | 7.24% | 1.72% | 48 | +0.79% | $179 | +13.15% | 1.02 |
816 | WWD | Woodward Inc | $411.94 | $24B | 1.44 | Aerospace & Defense | Industrials | +15.79% | 49.75 | 38.76 | 1.68 | 1.61% | 0.29% | 72 | +10.01% | $453 | +28.86% | 1.14 |
817 | R | Ryder System Inc | $267.89 | $11B | 1.44 | Rental & Leasing Services | Industrials | +76.98% | 22.32 | 23.09 | 5.18 | 23.62% | 1.29% | 75 | +6.35% | $285 | +32.79% | 1.15 |
818 | ACA | Arcosa Inc | $145.10 | $7.11B | 1.44 | Engineering & Construction | Industrials | +17.48% | 36.58 | 35.97 | 0.90 | 3.36% | 0.14% | 83 | +0.28% | $146 | +22.84% | 1.20 |
819 | ECG | Everus Construction Group | $137.88 | $6.99B | 1.44 | Engineering & Construction | Industrials | N/A | 31.26 | 32.68 | 0.51 | 4.20% | N/A | 62 | +23.01% | $170 | 0.00% | 1.82 |
820 | MRCY | Mercury Systems Inc | $106.34 | $5.89B | 1.44 | Aerospace & Defense | Industrials | N/A | N/A | 65.79 | 2.79 | 1.25% | N/A | 66 | -2.44% | $104 | +9.84% | 1.13 |
821 | EE | Excelerate Energy Inc - Class A | $39.66 | $4.51B | 1.44 | Oil & Gas Midstream | Energy | N/A | 112.23 | N/A | N/A | 8.13% | 0.81% | 68 | +7.96% | $43 | 0.00% | 0.65 |
822 | NWE | NorthWestern Energy Group Inc | $72.55 | $4.46B | 1.44 | Utilities - Regulated Electric | Utilities | N/A | 22.29 | 18.42 | 1.45 | -3.32% | 3.69% | 60 | +0.51% | $73 | +7.66% | 0.21 |
823 | NRIX | Nurix Therapeutics Inc | $23.74 | $2.45B | 1.44 | Biotechnology | Healthcare | +10.31% | N/A | N/A | N/A | -12.44% | N/A | 81 | +36.90% | $33 | -5.02% | 1.34 |
824 | SNDA | Sonida Senior Living Inc | $40.17 | $1.89B | 1.44 | Medical Care Facilities | Healthcare | -9.97% | N/A | 20.12 | N/A | -2.48% | N/A | 68 | +2.69% | $41 | +3.70% | 0.97 |
825 | HBNB | Hotel101 Global Holdings Corp | $5.75 | $1.40B | 1.44 | Real Estate Services | Real Estate | N/A | N/A | N/A | N/A | -3.07% | N/A | N/A | N/A | N/A | 0.00% | 0.58 |
826 | GHLD | Guild Holdings Company | $20.01 | $1.25B | 1.44 | Mortgage Finance | Financial Services | N/A | N/A | 8.67 | N/A | 2.00% | N/A | N/A | -0.05% | $20 | +8.62% | N/A |
827 | IAUX | i80 Gold Corp | $1.38 | $1.21B | 1.44 | Gold | Basic Materials | N/A | N/A | 38.31 | N/A | -10.52% | N/A | N/A | N/A | N/A | -7.19% | 0.94 |
828 | NEWP | New Pacific Metals Corp - New | $4.46 | $862M | 1.44 | Silver | Basic Materials | N/A | N/A | 500.00 | N/A | -0.81% | N/A | 87 | +67.71% | $7.48 | +5.45% | 1.43 |
829 | NRT | North European Oil Royalty Trust | $8.51 | $79M | 1.44 | Oil & Gas E&p | Energy | N/A | 8.55 | N/A | N/A | 0.00% | 12.20% | N/A | N/A | N/A | +17.55% | 0.34 |
830 | HSPTR | Horizon Space Acquisition II Corp Right | $0.46 | $1M | 1.44 | N/A | N/A | N/A | 0.77 | N/A | N/A | -96.83% | N/A | N/A | N/A | N/A | 0.00% | N/A |
831 | EICC | Eagle Point Income Company Inc. 8.00% Series C Term Preferred Stock due 2029 | $25 | N/A | 1.44 | Asset Management | Financial Services | N/A | N/A | N/A | N/A | N/A | 7.92% | N/A | N/A | N/A | 0.00% | N/A |
832 | ATIIW | Archimedes Tech SPAC Partners II Co. - Warrants (05/02/2030) | $1.82 | N/A | 1.44 | 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 |
833 | NJR | New Jersey Resources Corporation | $59.41 | $5.94B | 1.43 | Utilities - Regulated Gas | Utilities | +8.58% | 17.39 | 16.69 | 2.26 | 10.80% | 3.21% | 68 | +0.99% | $60 | +12.69% | 0.05 |
834 | ELVN | Enliven Therapeutics Inc | $52.81 | $3.22B | 1.43 | Biotechnology | Healthcare | -7.13% | N/A | N/A | N/A | -2.03% | N/A | 75 | +26.66% | $67 | +19.67% | 1.17 |
835 | DAN | Dana Inc | $27.64 | $3.05B | 1.43 | Auto Parts | Consumer Cyclical | N/A | 2.69 | 11.98 | 6.85 | 11.59% | 1.53% | 81 | +35.93% | $38 | +6.60% | 1.55 |
836 | BLBD | Blue Bird Corp | $77.51 | $2.54B | 1.43 | Farm & Heavy Construction Machinery | Industrials | +51.96% | 19.10 | 16.64 | 0.77 | 8.13% | N/A | 78 | +9.02% | $85 | +25.51% | 0.94 |
837 | TRINI | Trinity Capital Inc | $25.27 | $2.23B | 1.43 | N/A | N/A | N/A | 14.19 | N/A | N/A | -23.22% | 5.42% | N/A | N/A | N/A | 0.00% | 0.03 |
838 | GLDD | Great Lakes Dredge & Dock Corporation | $17 | $1.14B | 1.43 | Engineering & Construction | Industrials | +1.43% | 15.53 | 15.17 | 0.55 | 8.76% | N/A | N/A | 0.00% | $17 | +2.95% | 1.00 |
839 | MNPR | Monopar Therapeutics Inc | $105.70 | $754M | 1.43 | Biotechnology | Healthcare | -5.81% | N/A | N/A | N/A | -1.33% | N/A | 82 | +10.55% | $117 | +30.67% | 1.70 |
840 | OBE | Obsidian Energy Ltd | $10.73 | $687M | 1.43 | Oil & Gas E&p | Energy | -23.53% | N/A | 17.76 | N/A | -7.11% | N/A | 66 | -13.61% | $9.27 | +27.80% | 0.97 |
841 | MGNX | Macrogenics Inc | $4.01 | $273M | 1.43 | Biotechnology | Healthcare | -14.38% | N/A | 60.98 | N/A | -26.23% | N/A | 64 | +68.33% | $6.75 | -31.08% | 1.49 |
842 | CVGI | Commercial Vehicle Group Inc | $4.65 | $165M | 1.43 | Auto Parts | Consumer Cyclical | +31.73% | N/A | 13.53 | 0.27 | 11.17% | N/A | 87 | +61.29% | $7.50 | -12.83% | 1.63 |
843 | SRBK | SR Bancorp Inc | $19.17 | $156M | 1.43 | Banks - Regional | Financial Services | N/A | 35.76 | N/A | N/A | 4.91% | 1.05% | 50 | -0.89% | $19 | 0.00% | 0.25 |
844 | IROHR | CN Healthy Food Tech Group Corp | $0.73 | $35M | 1.43 | N/A | N/A | N/A | 10.46 | N/A | N/A | -71.36% | N/A | N/A | N/A | N/A | 0.00% | N/A |
845 | DFLIW | Dragonfly Energy Holdings Corp - Warrants (10/07/2027) | $0.05 | $618K | 1.43 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.18 |
846 | VSEEW | VSee Health Inc - Warrants(02/11/2026) | $0.06 | N/A | 1.43 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.01 |
847 | ARGO-P-A | Argo Group International Holdings Ltd | $25.43 | N/A | 1.43 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.46% | N/A |
848 | NVS | Novartis AG | $156.14 | $293B | 1.42 | Drug Manufacturers - General | Healthcare | +10.90% | 23.10 | 17.42 | 4.15 | 5.40% | 3.10% | 62 | -0.88% | $155 | +15.49% | 0.24 |
849 | CW | Curtiss-Wright Corp | $749.60 | $27B | 1.42 | Aerospace & Defense | Industrials | +22.18% | 53.24 | 28.41 | 2.49 | 2.18% | 0.14% | 71 | +9.68% | $822 | +45.55% | 1.17 |
850 | EVRG | Evergy Inc | $86.65 | $20B | 1.42 | Utilities - Regulated Electric | Utilities | +7.01% | 21.62 | 20.08 | 2.39 | -5.50% | 3.21% | 64 | +6.04% | $92 | +10.15% | 0.12 |