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 | (1,000 / 7,999 stocks) | +19.08% | 26.60 | 20.28 | 0.30 | 2.91% | 1.49% | +13.50% | +25.60% | 1.26 | ||||||||
951 | BCS | Barclays plc | $27.67 | $97B | 1.36 | Banks - Diversified | Financial Services | +21.16% | 10.09 | 10.25 | 0.43 | 55.03% | 0.31% | 62 | +5.51% | $29 | +28.83% | 1.26 |
952 | B | Barrick Gold Corp | $37.14 | $63B | 1.36 | Gold | Basic Materials | +21.21% | 10.35 | 9.59 | 0.06 | 8.40% | 1.58% | 72 | +43.54% | $53 | +15.21% | 0.79 |
953 | NDSN | Nordson Corp | $292.10 | $16B | 1.36 | Specialty Industrial Machinery | Industrials | +8.76% | 33.51 | 23.20 | 2.56 | 4.39% | 1.12% | 58 | +9.25% | $319 | +6.59% | 1.00 |
954 | EGP | Eastgroup Properties Inc | $214.15 | $12B | 1.36 | Reit - Industrial | Real Estate | +14.27% | 38.04 | 42.02 | 1.59 | 4.34% | 2.73% | 72 | +3.81% | $222 | +7.03% | 0.59 |
955 | MRUS | Merus N.V | $90 | $6.83B | 1.36 | Biotechnology | Healthcare | +12.68% | N/A | N/A | N/A | -4.66% | N/A | N/A | N/A | N/A | +37.49% | N/A |
956 | MAC | Macerich Company | $25.30 | $6.61B | 1.36 | Reit - Retail | Real Estate | -17.92% | N/A | 454.55 | N/A | 4.70% | 2.65% | 64 | +3.52% | $26 | +13.95% | 1.17 |
957 | DAVE | Dave Inc - Class A | $408.59 | $5.69B | 1.36 | Software - Application | Technology | N/A | 30.21 | 26.81 | 0.06 | 5.74% | N/A | 79 | -4.90% | $389 | +5.22% | 2.32 |
958 | SRCE | 1st Source Corp | $83.18 | $2.01B | 1.36 | Banks - Regional | Financial Services | +13.65% | 12.90 | 13.68 | 0.74 | 10.04% | 1.96% | 66 | -3.43% | $80 | +17.36% | 0.69 |
959 | PEBO | Peoples Bancorp Inc (Marietta OH) | $39.80 | $1.41B | 1.36 | Banks - Regional | Financial Services | +7.28% | 13.48 | 9.80 | 1.45 | 9.27% | 4.20% | 60 | +7.21% | $43 | +12.33% | 0.70 |
960 | GPRE | Green Plains Inc | $17.20 | $1.24B | 1.36 | Chemicals | Basic Materials | -35.98% | N/A | 10.38 | 1.16 | 7.99% | N/A | 60 | +2.97% | $18 | -12.30% | 1.10 |
961 | LWLG | Lightwave Logic Inc | $6.68 | $1.02B | 1.36 | Specialty Chemicals | Basic Materials | +17.50% | N/A | N/A | N/A | -1.56% | N/A | N/A | -59.43% | $2.71 | -7.68% | 1.79 |
962 | MEI | Methode Electronics Inc | $16.03 | $584M | 1.36 | Electronic Components | Technology | N/A | N/A | 10.24 | 0.78 | 2.67% | 1.33% | 58 | +20.59% | $19 | -16.46% | 1.86 |
963 | PEBK | Peoples Bancorp Of North Carolina Inc | $42.47 | $234M | 1.36 | Banks - Regional | Financial Services | +11.30% | 11.76 | 12.71 | 0.63 | 8.29% | 1.92% | N/A | -69.39% | $13 | +13.34% | 0.72 |
964 | TLYS | Tillys Inc - Class A | $3.80 | $114M | 1.36 | Apparel Retail | Consumer Cyclical | N/A | N/A | 20.53 | 0.88 | 3.31% | N/A | N/A | +44.74% | $5.50 | -23.02% | 0.74 |
965 | SPIT | Fm Emerald Special Situations ETF | $32.64 | N/A | 1.36 | 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 |
966 | RTX | RTX Corp | $209.12 | $263B | 1.35 | Aerospace & Defense | Industrials | +1.29% | 36.50 | 27.86 | 0.18 | 3.22% | 1.40% | 70 | +2.98% | $215 | +22.16% | 0.47 |
967 | PLD | Prologis Inc | $145.08 | $135B | 1.35 | Reit - Industrial | Real Estate | +16.83% | 36.19 | 34.60 | 138.35 | 3.81% | 2.77% | 67 | +8.22% | $157 | +5.56% | 0.77 |
968 | UTHR | United Therapeutics Corp | $529.53 | $22B | 1.35 | Drug Manufacturers - Specialty & Generic | Healthcare | +26.56% | 17.80 | 19.46 | 1.89 | 4.58% | N/A | 75 | +25.22% | $663 | +23.47% | 0.41 |
969 | BVN | Compania de Minas Buenaventura S.A. | $31.34 | $8.15B | 1.35 | Other Precious Metals & Mining | Basic Materials | N/A | 8.33 | 36.50 | 0.08 | 4.88% | 3.54% | 62 | +20.57% | $38 | +31.54% | 0.77 |
970 | NE | Noble Corp Plc - Class A | $43.11 | $6.91B | 1.35 | Oil & Gas Drilling | Energy | N/A | 30.11 | 20.96 | N/A | 13.80% | 4.93% | 60 | +13.25% | $49 | +18.35% | 1.22 |
971 | FSLY | Fastly Inc - Class A | $19.43 | $3.20B | 1.35 | Software - Application | Technology | N/A | N/A | 62.89 | N/A | 1.84% | N/A | 56 | +25.58% | $24 | -17.17% | 1.55 |
972 | TCGL | TechCreate Group Ltd - Class A | $172.84 | $3.13B | 1.35 | Software - Infrastructure | Technology | N/A | N/A | N/A | N/A | -0.13% | N/A | N/A | N/A | N/A | 0.00% | N/A |
973 | EFC-P-B | Ellington Financial Inc | $24.63 | $3.10B | 1.35 | N/A | N/A | -17.48% | 15.41 | N/A | 0.90 | -26.13% | N/A | N/A | N/A | N/A | 0.00% | 0.18 |
974 | SBLK | Star Bulk Carriers Corp | $27.15 | $3.08B | 1.35 | Marine Shipping | Industrials | +48.75% | 36.57 | 7.64 | 1.95 | 6.88% | 3.85% | 81 | +17.79% | $32 | +21.32% | 0.73 |
975 | OBK | Origin Bancorp Inc | $52.52 | $1.60B | 1.35 | Banks - Regional | Financial Services | +0.52% | 21.87 | N/A | N/A | 10.28% | 1.16% | 90 | +3.96% | $55 | +7.26% | 0.87 |
976 | ODC | Oil-Dri Corp Of America | $96.41 | $1.38B | 1.35 | Specialty Chemicals | Basic Materials | +6.78% | 74.22 | 11.68 | 0.33 | 3.58% | 0.81% | N/A | N/A | N/A | +43.36% | 0.51 |
977 | UVSP | Univest Financial Corp | $44.18 | $1.22B | 1.35 | Banks - Regional | Financial Services | +4.64% | 13.00 | 13.02 | 0.51 | 8.83% | 1.98% | 50 | -3.42% | $43 | +14.58% | 0.82 |
978 | ANNX | Annexon Inc | $5.30 | $1.02B | 1.35 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -18.03% | N/A | 77 | +155.85% | $14 | -24.07% | 1.25 |
979 | JBIO | Jade Biosciences Inc | $19.62 | $980M | 1.35 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -11.90% | N/A | 75 | +147.20% | $49 | -45.36% | 0.57 |
980 | MAMA | Mama`s Creations Inc | $17.48 | $701M | 1.35 | Packaged Foods | Consumer Defensive | +14.93% | 112.93 | 64.94 | 3.73 | 1.30% | N/A | 79 | +28.32% | $22 | +46.73% | 0.72 |
981 | PKE | Park Aerospace Corp | $34.39 | $699M | 1.35 | Aerospace & Defense | Industrials | +1.64% | 61.70 | 17.09 | 0.71 | 1.57% | 1.07% | 100 | +23.58% | $43 | +23.91% | 0.96 |
982 | WTI | W & T Offshore Inc | $3.85 | $553M | 1.35 | Oil & Gas E&p | Energy | N/A | N/A | 11.48 | N/A | 14.99% | 1.10% | 87 | +16.44% | $4.48 | +0.97% | 0.52 |
983 | THRN | Thorne Healthtech Inc | $10.19 | $549M | 1.35 | N/A | N/A | N/A | 27.28 | N/A | N/A | -2.51% | N/A | N/A | N/A | N/A | 0.00% | N/A |
984 | HOND | HCM II Acquisition Corp. Class A Ordinary Shares | $18.04 | $519M | 1.35 | Shell Companies | Financial Services | N/A | 109.13 | N/A | N/A | -0.19% | N/A | 0 | N/A | N/A | 0.00% | 0.06 |
985 | SEI | Solaris Energy Infrastructure Inc - Class A | $60.38 | $473M | 1.35 | Oil & Gas Equipment & Services | Energy | N/A | 0.11 | 384.62 | 0.94 | -82.95% | 0.74% | 82 | +56.24% | $94 | +52.42% | 2.18 |
986 | GLTO | Galecto Inc | $29.17 | $72M | 1.35 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -34.40% | N/A | N/A | N/A | N/A | -23.32% | N/A |
987 | TLNCW | Talon Capital Corp - Warrants (27/08/2030) | $0.77 | N/A | 1.35 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.90 |
988 | RDZNW | Roadzen Inc - Warrants (30/11/2028) | $0.11 | N/A | 1.35 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.47 |
989 | NEBX | Tradr 2X Long NBIS Daily ETF | $32.68 | N/A | 1.35 | 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 |
990 | LYG | Lloyds Banking Group plc | $5.99 | $92B | 1.34 | Banks - Regional | Financial Services | +20.48% | 13.53 | 11.89 | 0.47 | 6.24% | 0.61% | 50 | +3.17% | $6.18 | +25.24% | 0.94 |
991 | VALE | Vale S.A. | $14.83 | $77B | 1.34 | Other Industrial Metals & Mining | Basic Materials | N/A | 3.36 | 7.70 | 0.01 | 0.00% | 38.40% | 67 | +14.23% | $17 | +1.30% | 0.83 |
992 | EA | Electronic Arts Inc | $209 | $52B | 1.34 | Electronic Gaming & Multimedia | Communication Services | +4.07% | 59.03 | 23.98 | 1.30 | 4.87% | 0.36% | 51 | -1.54% | $206 | +8.16% | 0.30 |
993 | CLS | Celestica Inc | $334.74 | $39B | 1.34 | Electronic Components | Technology | N/A | 49.69 | 32.89 | 1.00 | 2.30% | N/A | 78 | +33.84% | $448 | +114.57% | 2.39 |
994 | BIIB | Biogen Inc | $200.62 | $29B | 1.34 | Drug Manufacturers - General | Healthcare | -15.32% | 17.45 | 14.56 | 0.64 | 8.32% | N/A | 65 | +13.44% | $228 | -9.22% | 0.52 |
995 | IAG | Iamgold Corp | $14.73 | $9B | 1.34 | Gold | Basic Materials | +53.73% | 8.78 | 6.80 | 0.37 | 14.19% | N/A | 77 | +58.86% | $23 | +42.92% | 1.06 |
996 | ELPC | Cia Paranaense De Energia Copel ADR (Representing ) | $11.73 | $8.52B | 1.34 | Utilities - Regulated Electric | Utilities | N/A | 21.26 | 13.64 | N/A | N/A | 4.68% | 75 | +44.39% | $17 | 0.00% | 0.62 |
997 | LSTR | Landstar System Inc | $207.97 | $7.15B | 1.34 | Integrated Freight & Logistics | Industrials | -9.61% | 55.76 | 38.17 | 1.57 | 3.27% | 0.75% | 50 | -4.76% | $198 | +8.55% | 0.73 |
998 | PTCT | PTC Therapeutics Inc | $78.45 | $6.50B | 1.34 | Biotechnology | Healthcare | -16.59% | N/A | 56.82 | 0.81 | -3.48% | N/A | 75 | +22.10% | $96 | +13.74% | 1.00 |
999 | RIG | Transocean Ltd | $5.32 | $5.87B | 1.34 | Oil & Gas Drilling | Energy | +43.39% | N/A | 3.11 | N/A | 13.57% | N/A | 50 | +20.30% | $6.40 | +8.24% | 1.26 |
1000 | HAFN | Hafnia Ltd | $7.60 | $3.80B | 1.34 | Marine Shipping | Industrials | N/A | 8.31 | 5.26 | N/A | 11.61% | 9.70% | N/A | +31.58% | $10 | +48.00% | 0.54 |