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 | (1,050 / 7,999 stocks) | +18.26% | 26.93 | 20.19 | 0.31 | 3.03% | 1.66% | +13.20% | +25.63% | 1.24 | ||||||||
1001 | FFBC | First Financial Bancorp | $33.79 | $3.70B | 1.34 | Banks - Regional | Financial Services | +7.72% | 12.94 | 10.81 | 0.90 | 21.64% | 2.79% | 64 | +6.54% | $36 | +12.97% | 0.88 |
1002 | NEOG | Neogen Corp | $9.61 | $2.14B | 1.34 | Medical Devices | Healthcare | N/A | N/A | 16.00 | N/A | 3.25% | N/A | 68 | +24.87% | $12 | -26.02% | 0.33 |
1003 | HCSG | Healthcare Services Group Inc | $22.43 | $1.62B | 1.34 | Medical Care Facilities | Healthcare | -6.53% | 23.85 | 26.11 | 0.32 | 9.59% | N/A | 60 | +19.51% | $27 | -1.93% | 0.81 |
1004 | ATLC | Atlanticus Holdings Corp | $95.62 | $1.44B | 1.34 | Credit Services | Financial Services | +1.79% | 10.63 | 7.87 | 0.75 | 55.21% | N/A | 80 | +31.77% | $126 | +16.49% | 1.61 |
1005 | CPF | Central Pacific Financial Corp | $38.69 | $1.01B | 1.34 | Banks - Regional | Financial Services | +12.71% | 12.75 | 9.43 | 0.31 | 8.92% | 2.84% | N/A | +7.70% | $42 | +14.56% | 0.74 |
1006 | CBNA | Chain Bridge Bancorp Inc - Class A | $40.90 | $271M | 1.34 | Banks - Regional | Financial Services | N/A | 12.35 | N/A | N/A | 4.77% | N/A | 50 | -4.03% | $39 | 0.00% | 0.40 |
1007 | EBMT | Eagle Bancorp Montana Inc | $22.80 | $183M | 1.34 | Banks - Regional | Financial Services | -10.05% | 11.71 | 10.25 | 0.29 | 12.54% | 2.48% | 50 | +5.26% | $24 | +3.98% | 0.57 |
1008 | AAAC | COLUMBIA AAA CLO ETF | $20.08 | N/A | 1.34 | 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 |
1009 | OKTG | Leverage Shares 2X Long OKTA Daily ETF | $27.62 | N/A | 1.34 | 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 |
1010 | UHGWW | United Homes Group Inc - Warrants (30/03/2028) | $0.24 | N/A | 1.34 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -27.08% | N/A |
1011 | TWO-P-C | Two Harbors Investment Corp | $25 | N/A | 1.34 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +9.09% | 0.10 |
1012 | ICLK | iClick Interactive Asia Group Ltd | $9.24 | N/A | 1.34 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -34.04% | N/A |
1013 | ABBV | Abbvie Inc | $256.86 | $448B | 1.33 | Drug Manufacturers - General | Healthcare | -19.65% | 144.29 | 18.15 | 0.42 | 4.46% | 2.63% | 74 | +3.90% | $267 | +21.18% | 0.29 |
1014 | PANW | Palo Alto Networks Inc | $325.63 | $273B | 1.33 | Software - Infrastructure | Technology | N/A | 266.19 | 82.64 | 3.79 | 1.55% | N/A | 74 | +2.42% | $334 | +37.22% | 1.20 |
1015 | FTS | Fortis Inc | $58.58 | $30B | 1.33 | Utilities - Regulated Electric | Utilities | +3.80% | 20.71 | 22.83 | 1.95 | -4.63% | 4.36% | 54 | -4.40% | $56 | +9.96% | N/A |
1016 | HAL | Halliburton Company | $32.71 | $28B | 1.33 | Oil & Gas Equipment & Services | Energy | +0.29% | 24.31 | 12.87 | 0.87 | 10.21% | 2.05% | 70 | +33.56% | $44 | +12.35% | 0.94 |
1017 | SBS | Companhia de Saneamento Basico do Estado de Sao Paulo. | $5.73 | $21B | 1.33 | Utilities - Regulated Water | Utilities | +16.41% | 12.58 | 15.72 | 0.47 | -4.46% | 0.57% | 82 | +19.37% | $6.84 | +37.36% | 0.51 |
1018 | FCFS | FirstCash Holdings Inc | $197.41 | $9.20B | 1.33 | Credit Services | Financial Services | +18.87% | 27.69 | 19.19 | 0.60 | 6.66% | 0.77% | 65 | +21.83% | $241 | +22.02% | 0.37 |
1019 | PECO | Phillips Edison & Company Inc - New | $42.68 | $5.46B | 1.33 | Reit - Retail | Real Estate | N/A | 24.44 | 72.46 | 0.12 | 6.29% | 2.90% | 62 | +2.74% | $44 | +12.55% | 0.33 |
1020 | CPRX | Catalyst Pharmaceuticals Inc | $31.49 | $3.85B | 1.33 | Biotechnology | Healthcare | +20.98% | 17.44 | 12.95 | 1.73 | 5.41% | N/A | N/A | N/A | N/A | +41.51% | N/A |
1021 | CXW | CoreCivic Inc | $31.64 | $3.18B | 1.33 | Security & Protection Services | Industrials | N/A | 25.59 | 20.37 | 0.40 | 5.15% | N/A | 75 | +15.04% | $36 | +26.60% | 0.76 |
1022 | HYLN | Hyliion Holdings Corporation - Class A | $4.12 | $700M | 1.33 | Auto Parts | Consumer Cyclical | N/A | N/A | N/A | N/A | -9.08% | N/A | 75 | +69.90% | $7 | -15.03% | 2.08 |
1023 | FXNC | First National Corp (Strasburg VA) | $28.91 | $262M | 1.33 | Banks - Regional | Financial Services | +3.37% | 12.47 | 8.09 | 0.07 | 10.66% | 2.24% | 50 | -1.42% | $29 | +9.26% | 0.64 |
1024 | PVBC | Provident Bancorp Inc | $13.50 | $230M | 1.33 | Banks - Regional | Financial Services | N/A | 18.19 | 19.72 | 0.14 | 5.73% | N/A | N/A | -7.41% | $13 | -3.32% | 0.44 |
1025 | ACHV | Achieve Life Sciences Inc | $6.17 | $174M | 1.33 | Biotechnology | Healthcare | -20.82% | N/A | 35.34 | N/A | -28.50% | N/A | 80 | +123.66% | $14 | -4.53% | N/A |
1026 | RESM | Columbia Research Enhanced Small Cap | $23.89 | N/A | 1.33 | 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 |
1027 | SCLS | Stoneport Advisors Commodity Long Short ETF | $23.80 | N/A | 1.33 | 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 |
1028 | CORZW | Core Scientific Inc - Warrants Tranche 1 (23/01/2027) | $17.21 | N/A | 1.33 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 3.26 |
1029 | ITUB | Itau Unibanco Holding S.A. | $8.35 | $94B | 1.32 | Banks - Regional | Financial Services | +13.71% | 11.23 | 10.25 | 1.39 | 24.69% | 40.00% | 75 | +5.87% | $8.84 | +28.44% | 0.69 |
1030 | ET | Energy Transfer LP | $20.43 | $70B | 1.32 | Oil & Gas Midstream | Energy | -0.36% | 16.05 | 12.12 | 0.61 | 15.13% | 6.55% | 78 | +17.01% | $24 | +24.86% | 0.61 |
1031 | FBP | First Bancorp PR | $28.86 | $4.47B | 1.32 | Banks - Regional | Financial Services | +25.07% | 12.78 | 20.75 | 0.57 | 10.00% | 2.70% | 66 | +0.02% | $29 | +23.85% | 0.85 |
1032 | ADEA | Adeia Inc | $26.91 | $3.01B | 1.32 | Software - Application | Technology | -2.63% | 24.44 | 19.92 | 0.40 | 5.23% | 0.73% | 87 | +37.50% | $37 | +39.72% | 1.55 |
1033 | SHBI | Shore Bancshares Inc | $22.90 | $765M | 1.32 | Banks - Regional | Financial Services | +17.24% | 12.16 | 10.09 | 0.46 | 9.27% | 2.08% | 68 | -0.66% | $23 | +9.45% | 0.88 |
1034 | RBB | RBB Bancorp | $26.36 | $452M | 1.32 | Banks - Regional | Financial Services | +3.87% | 11.11 | 12.21 | 0.11 | 12.05% | 2.29% | 55 | +4.70% | $28 | +5.62% | 0.77 |
1035 | PBFS | Pioneer Bancorp Inc | $17.28 | $435M | 1.32 | Banks - Regional | Financial Services | +31.87% | 22.11 | N/A | N/A | 3.33% | N/A | N/A | N/A | N/A | +8.33% | 0.39 |
1036 | SSSS | SuRo Capital Corp | $12.54 | $318M | 1.32 | Asset Management | Financial Services | N/A | 2.27 | 0.74 | N/A | 6.90% | 5.62% | 85 | +30.38% | $16 | +7.83% | 1.20 |
1037 | TROO | TROOPS Inc | $2.04 | $255M | 1.32 | Credit Services | Financial Services | +131.91% | N/A | N/A | N/A | 0.32% | N/A | N/A | N/A | N/A | -25.30% | 0.71 |
1038 | AP | Ampco-Pittsburgh Corp | $8.48 | $169M | 1.32 | Metal Fabrication | Industrials | N/A | N/A | 29.41 | 1.12 | -1.37% | N/A | N/A | -41.04% | $5 | +6.95% | 1.63 |
1039 | PYXS | Pyxis Oncology Inc | $2.68 | $159M | 1.32 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -42.13% | N/A | 75 | +151.87% | $6.75 | 0.00% | 1.35 |
1040 | IDEQ | Lazard International Dynamic Equity ETF | $34.37 | N/A | 1.32 | 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 |
1041 | AAM-WS | AA Mission Acquisition Corp Warrants each whole warrant entitles the holder to purchase one Class A ordinary share at a price of 11.50 per share | $0.13 | N/A | 1.32 | 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 |
1042 | UBS | UBS Group AG | $51.55 | $213B | 1.31 | Banks - Diversified | Financial Services | +8.93% | 20.34 | 16.03 | 0.23 | 1.78% | 2.09% | 58 | +1.26% | $52 | +29.69% | 1.05 |
1043 | FANG | Diamondback Energy Inc | $205.49 | $57B | 1.31 | Oil & Gas E&p | Energy | N/A | 221.84 | 9.26 | 56.78 | 14.41% | 2.08% | 75 | +11.95% | $230 | +26.58% | 0.76 |
1044 | DY | Dycom Industries Inc | $440.52 | $13B | 1.31 | Engineering & Construction | Industrials | +38.06% | 40.87 | 31.15 | 1.23 | 3.38% | N/A | 77 | +44.66% | $637 | +45.98% | 1.20 |
1045 | KNX | Knight-Swift Transportation Holdings Inc - Class A | $72.30 | $12B | 1.31 | Trucking | Industrials | -40.58% | 362.91 | 38.76 | 0.64 | 10.52% | 0.96% | 69 | +19.82% | $87 | +9.60% | 1.07 |
1046 | BOKF | BOK Financial Corp | $141.22 | $8.60B | 1.31 | Banks - Regional | Financial Services | +5.62% | 15.31 | 14.18 | 0.66 | 5.47% | 0.90% | 57 | +5.16% | $149 | +14.10% | 0.81 |
1047 | HR | Healthcare Realty Trust Inc | $21.14 | $7.38B | 1.31 | Reit - Healthcare Facilities | Real Estate | N/A | N/A | 10.83 | 8.82 | 6.20% | 4.47% | 62 | +0.90% | $21 | +2.04% | 0.31 |
1048 | NOV | NOV Inc | $20.13 | $7.32B | 1.31 | Oil & Gas Equipment & Services | Energy | N/A | 84.39 | 22.68 | 1.25 | 10.02% | 1.56% | 58 | +8.05% | $22 | +10.26% | 1.18 |
1049 | AIR | AAR Corp | $129.53 | $4.88B | 1.31 | Aerospace & Defense | Industrials | N/A | 25.85 | 26.11 | N/A | 1.27% | N/A | 71 | +8.86% | $141 | +28.87% | 1.30 |
1050 | ARQT | Arcutis Biotherapeutics Inc | $27.33 | $3.49B | 1.31 | Biotechnology | Healthcare | -58.89% | N/A | 156.25 | N/A | 0.77% | N/A | 78 | +26.67% | $35 | +2.31% | 1.25 |