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 | (900 / 7,999 stocks) | +19.36% | 27.93 | 20.49 | 0.35 | 2.65% | 1.37% | +13.52% | +26.13% | 1.27 | ||||||||
851 | MGA | Magna International Inc | $65.76 | $19B | 1.42 | Auto Parts | Consumer Cyclical | +3.10% | 22.96 | 9.94 | 0.41 | 12.00% | 2.89% | 65 | +6.87% | $70 | -0.47% | 1.00 |
852 | BSAC | Banco Santander Chile SA | $33.76 | $15B | 1.42 | Banks - Regional | Financial Services | +6.74% | 14.46 | 16.34 | 3.30 | 5.23% | 4.35% | 56 | +1.54% | $34 | +18.82% | 0.76 |
853 | CTRE | CareTrust REIT Inc | $42.36 | $9.60B | 1.42 | Reit - Healthcare Facilities | Real Estate | +12.26% | 27.64 | 21.32 | 0.39 | 4.30% | 3.21% | 78 | +6.59% | $45 | +17.29% | 0.16 |
854 | PRAX | Praxis Precision Medicines Inc | $322.40 | $8.69B | 1.42 | Biotechnology | Healthcare | -18.18% | N/A | N/A | N/A | -3.25% | N/A | 75 | +89.22% | $610 | +5.57% | 0.92 |
855 | APLD | Applied Digital Corporation | $29.89 | $8.58B | 1.42 | Information Technology Services | Technology | N/A | N/A | 526.32 | 1.83 | -0.42% | N/A | 79 | +156.61% | $77 | +31.64% | 2.77 |
856 | GTY | Getty Realty Corp | $34.73 | $2.17B | 1.42 | Reit - Retail | Real Estate | -2.14% | 23.21 | 22.78 | 1.02 | 6.08% | 5.22% | 62 | -0.06% | $35 | +7.83% | 0.15 |
857 | SION | Sionna Therapeutics Inc | $44.06 | $2.03B | 1.42 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -3.55% | N/A | 68 | +17.11% | $52 | 0.00% | 0.91 |
858 | MPLT | MapLight Therapeutics Inc | $35.23 | $1.60B | 1.42 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -14.17% | N/A | 79 | +22.71% | $43 | 0.00% | 1.37 |
859 | MEC | Mayville Engineering Company Inc | $30.41 | $614M | 1.42 | Metal Fabrication | Industrials | N/A | N/A | 22.08 | N/A | 2.38% | N/A | 75 | +20.03% | $37 | +11.16% | 0.84 |
860 | ZNTL | Zentalis Pharmaceuticals Inc | $4.45 | $320M | 1.42 | Biotechnology | Healthcare | -14.37% | N/A | N/A | N/A | -39.23% | N/A | 61 | +49.89% | $6.67 | -38.60% | 1.76 |
861 | ARTV | Artiva Biotherapeutics Inc | $10.13 | $303M | 1.42 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -26.20% | N/A | 79 | +253.41% | $36 | 0.00% | 1.53 |
862 | ALOT | AstroNova Inc | $28.68 | $221M | 1.42 | Computer Hardware | Technology | N/A | N/A | 13.97 | N/A | 4.54% | N/A | N/A | -9.34% | $26 | +13.54% | 0.37 |
863 | NHICW | NewHold Investment Corp III - Warrants (01/01/9999) | $1.93 | $171M | 1.42 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.30 |
864 | WLACU | Willow Lane Acquisition Corp - Units (1 Ord Cls A & 1/2 War) | $28.38 | $33M | 1.42 | Shell Companies | Financial Services | N/A | 41.54 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
865 | SOLSV | Solstice Advanced Materials Inc | $49.25 | N/A | 1.42 | 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 |
866 | RJDI | RJ Eagle GCM Dividend Select Income ETF | $29.15 | N/A | 1.42 | 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 |
867 | FOXY | Simplify Exchange Traded Funds Currency Strategy | $28.72 | N/A | 1.42 | 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 |
868 | BACCR | Blue Acquisition Corp | $0.51 | N/A | 1.42 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.71 |
869 | ATLCZ | Atlanticus Holdings Corp | $25.27 | N/A | 1.42 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 6.59% | N/A | N/A | N/A | 0.00% | 0.11 |
870 | ETR | Entergy Corp | $115.82 | $52B | 1.41 | Utilities - Regulated Electric | Utilities | +4.54% | 26.48 | 25.51 | 0.94 | -5.41% | 2.21% | 70 | +7.24% | $124 | +22.04% | 0.29 |
871 | PFG | Principal Financial Group Inc | $107.32 | $23B | 1.41 | Asset Management | Financial Services | +3.72% | 15.18 | 9.39 | 0.31 | 15.99% | 2.79% | 50 | -1.16% | $106 | +15.58% | 0.98 |
872 | SANM | Sanmina Corp | $218.56 | $12B | 1.41 | Electronic Components | Technology | +17.65% | 42.67 | 17.04 | 1.72 | 6.22% | N/A | 56 | +9.81% | $240 | +42.81% | 1.52 |
873 | IBRX | ImmunityBio Inc | $7.40 | $7.87B | 1.41 | Biotechnology | Healthcare | -9.78% | N/A | N/A | N/A | -3.80% | N/A | 83 | +75.68% | $13 | -7.30% | 1.57 |
874 | XENE | Xenon Pharmaceuticals Inc | $65.42 | $6.39B | 1.41 | Biotechnology | Healthcare | +40.27% | N/A | N/A | N/A | -4.80% | N/A | 78 | +23.71% | $81 | +29.02% | 0.93 |
875 | AVAL | Grupo Aval Acciones y Valores S.A. | $4.94 | $5.98B | 1.41 | Banks - Regional | Financial Services | -9.01% | 13.68 | N/A | 0.30 | -6.73% | 3.40% | 25 | -6.88% | $4.60 | +4.09% | 0.81 |
876 | TCBK | Trico Bancshares | $59.28 | $1.90B | 1.41 | Banks - Regional | Financial Services | +7.57% | 14.92 | 12.12 | 0.94 | 7.27% | 2.35% | 70 | +3.19% | $61 | +11.43% | 0.77 |
877 | INVX | Innovex International Inc | $26.67 | $1.87B | 1.41 | Oil & Gas Equipment & Services | Energy | N/A | 36.18 | N/A | N/A | 9.63% | N/A | 75 | +23.73% | $33 | -1.10% | 1.02 |
878 | XNCR | Xencor Inc | $19.53 | $1.44B | 1.41 | Biotechnology | Healthcare | +10.21% | N/A | 68.03 | N/A | -13.07% | N/A | 76 | +45.06% | $28 | -9.32% | 1.46 |
879 | ESPR | Esperion Therapeutics Inc | $3.18 | $799M | 1.41 | Drug Manufacturers - Specialty & Generic | Healthcare | -31.57% | N/A | 4.64 | N/A | -2.30% | N/A | N/A | N/A | N/A | -27.25% | N/A |
880 | FRGE | Forge Global Holdings, Inc. | $45 | $617M | 1.41 | Capital Markets | Financial Services | N/A | N/A | N/A | N/A | -6.50% | N/A | N/A | 0.00% | $45 | -21.03% | 0.80 |
881 | KRNY | Kearny Financial Corp | $9.12 | $614M | 1.41 | Banks - Regional | Financial Services | -4.31% | 17.11 | 11.49 | 15.99 | 4.64% | 4.61% | 75 | +15.13% | $11 | +0.72% | 0.87 |
882 | CAEP | Cantor Equity Partners III Inc - Class A | $15 | $420M | 1.41 | Shell Companies | Financial Services | N/A | 32.58 | N/A | N/A | -0.02% | N/A | N/A | N/A | N/A | 0.00% | N/A |
883 | EDAP | EDAP TMS S.A. | $4.32 | $162M | 1.41 | Medical Distribution | Healthcare | N/A | N/A | 38.91 | N/A | -8.71% | N/A | 58 | +34.64% | $5.83 | -8.50% | 0.73 |
884 | BODI | The Beachbody Company Inc Class A | $10.72 | $75M | 1.41 | Internet Content & Information | Communication Services | N/A | N/A | 28.99 | N/A | 18.75% | N/A | 66 | +67.91% | $18 | 0.00% | 1.03 |
885 | NCEW | New Century Logistics (BVI) Ltd | $16.80 | $55M | 1.41 | Integrated Freight & Logistics | Industrials | N/A | N/A | N/A | N/A | -6.34% | N/A | N/A | N/A | N/A | 0.00% | 0.19 |
886 | VWAVW | VisionWave Holdings Inc Warrant | $0.54 | N/A | 1.41 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.79 |
887 | PWR | Quanta Services Inc | $653.80 | $97B | 1.40 | Engineering & Construction | Industrials | +15.75% | 86.92 | 46.08 | 5.04 | 1.74% | 0.07% | 67 | +15.63% | $756 | +48.99% | 1.31 |
888 | OVV | Ovintiv Inc | $61.25 | $17B | 1.40 | Oil & Gas E&p | Energy | N/A | 18.42 | 9.07 | 0.50 | 8.82% | 2.02% | 76 | +15.40% | $71 | +20.44% | 0.94 |
889 | FR | First Industrial Realty Trust Inc | $66.32 | $8.98B | 1.40 | Reit - Industrial | Real Estate | +8.87% | 26.22 | 36.76 | 0.94 | 5.14% | 2.68% | 69 | +3.75% | $69 | +6.83% | 0.71 |
890 | TPC | Tutor Perini Corp | $87.66 | $4.58B | 1.40 | Engineering & Construction | Industrials | -6.78% | 58.70 | 14.01 | 0.62 | 15.36% | 0.14% | N/A | +29.19% | $113 | +45.54% | 1.78 |
891 | PTEN | Patterson-UTI Energy Inc | $10.34 | $4.07B | 1.40 | Oil & Gas Drilling | Energy | N/A | N/A | 8.38 | 0.78 | 6.71% | 3.23% | 65 | +25.73% | $13 | +8.86% | 1.33 |
892 | TMP | Tompkins Financial Corp | $92.65 | $1.33B | 1.40 | Banks - Regional | Financial Services | +2.95% | 14.59 | 12.85 | 0.04 | 10.87% | 2.71% | 75 | -0.16% | $93 | +8.03% | 0.96 |
893 | LINC | Lincoln Educational Services Corp | $41.22 | $1.27B | 1.40 | Education & Training Services | Consumer Defensive | -19.05% | 56.46 | 51.81 | 0.66 | -0.72% | N/A | 80 | +39.25% | $57 | +42.85% | 0.92 |
894 | ARKO | ARKO Corp - Class A | $7.98 | $918M | 1.40 | Specialty Retail | Consumer Cyclical | N/A | 32.12 | N/A | 0.14 | 4.11% | 1.51% | N/A | +6.52% | $8.50 | +0.93% | 1.09 |
895 | CTO | CTO Realty Growth Inc - New - New | $21.78 | $737M | 1.40 | Reit - Diversified | Real Estate | -39.49% | 50.36 | 121.95 | N/A | 9.34% | 6.75% | 75 | +7.90% | $24 | +12.51% | 0.37 |
896 | ILPT | Industrial Logistics Properties Trust | $9.19 | $609M | 1.40 | Reit - Industrial | Real Estate | N/A | N/A | 17.42 | N/A | 10.71% | 2.19% | 66 | +11.75% | $10 | -17.33% | 1.04 |
897 | SNRE | Sunrise Communications AG | $55.90 | N/A | 1.40 | 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 |
898 | SMCC | SMC CORP | $28.92 | N/A | 1.40 | 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 |
899 | NLY-P-I | Annaly Capital Management Inc | $25.64 | N/A | 1.40 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +7.74% | 0.07 |
900 | LBBBR | Lakeshore Acquisition II Corp | $0.28 | N/A | 1.40 | 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 |