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 | (1,100 / 7,999 stocks) | +18.07% | 26.83 | 20.12 | 0.30 | 3.08% | 1.69% | +13.12% | +25.39% | 1.22 | ||||||||
1051 | ADAMH | Adamas Trust Inc 9.875 Senior Notes Due 2030 | $25.35 | $2.30B | 1.31 | N/A | N/A | -14.28% | 14.87 | N/A | 0.05 | 3.62% | 3.52% | N/A | N/A | N/A | 0.00% | 0.08 |
1052 | SVM | Silvercorp Metals Inc | $9.62 | $2.20B | 1.31 | Silver | Basic Materials | N/A | N/A | 9.12 | N/A | 4.17% | 0.20% | 83 | +48.13% | $14 | +15.80% | 1.24 |
1053 | GNL | Global Net Lease Inc | $8.88 | $1.94B | 1.31 | Reit - Diversified | Real Estate | N/A | N/A | N/A | N/A | 10.47% | 8.27% | 65 | +12.61% | $10 | -2.49% | 0.47 |
1054 | ITRN | Ituran Location And Control Ltd | $55.30 | $1.32B | 1.31 | Scientific & Technical Instruments | Technology | +29.17% | 22.74 | 20.49 | 2.83 | 6.72% | 3.49% | 87 | +32.91% | $74 | +22.89% | 0.94 |
1055 | HTBK | Heritage Commerce Corp | $13.45 | $825M | 1.31 | Banks - Regional | Financial Services | +5.73% | 17.27 | 11.05 | 0.97 | 7.42% | 3.98% | N/A | +7.81% | $15 | +9.78% | 0.79 |
1056 | CDMO | Avid Bioservices Inc | $12.49 | $797M | 1.31 | N/A | N/A | N/A | N/A | N/A | N/A | -1.21% | N/A | N/A | N/A | N/A | -13.60% | N/A |
1057 | FDMT | 4D Molecular Therapeutics Inc | $10.38 | $573M | 1.31 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -22.64% | N/A | 75 | +171.87% | $28 | -15.83% | 1.25 |
1058 | WTBA | West Bancorporation | $27.19 | $453M | 1.31 | Banks - Regional | Financial Services | -0.92% | 12.80 | 13.26 | 0.37 | 10.43% | 3.70% | 50 | -3.46% | $26 | +3.77% | 0.75 |
1059 | MRAM | Everspin Technologies Inc | $16.60 | $375M | 1.31 | Semiconductors | Technology | N/A | 1333.21 | 29.67 | N/A | -0.32% | N/A | 87 | +48.61% | $25 | +23.84% | 1.90 |
1060 | NAUT | Nautilus Biotechnology Inc | $1.77 | $216M | 1.31 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -23.81% | N/A | N/A | +125.99% | $4 | -27.91% | 1.80 |
1061 | CFBK | CF Bankshares Inc | $32.67 | $205M | 1.31 | Banks - Regional | Financial Services | +13.56% | 12.21 | 7.86 | 0.40 | 10.07% | 0.97% | N/A | +10.19% | $36 | +13.30% | 0.60 |
1062 | TORO | Toro Corp | $5.05 | $111M | 1.31 | Oil & Gas Midstream | Energy | N/A | 18.71 | N/A | N/A | -14.51% | N/A | N/A | N/A | N/A | 0.00% | 0.87 |
1063 | KLTOW | Klotho Neurosciences Inc Wt Exp | $0.09 | $10M | 1.31 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -89.26% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1064 | IBACR | IB Acquisition Corp | $0.12 | $489K | 1.31 | N/A | N/A | N/A | 0.50 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
1065 | ORCS | Direxion Daily ORCL Bear 1X ETF | $36.91 | N/A | 1.31 | 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 |
1066 | AMYY | GRANITESHARES YIELDBOOST AMD ETF | $15.17 | N/A | 1.31 | 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 |
1067 | VCICW | Vine Hill Capital Investment Corp - Warrants(01/07/2031) | $1.22 | N/A | 1.31 | 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 |
1068 | SLNHP | Soluna Holdings Inc | $9.92 | N/A | 1.31 | Capital Markets | Financial Services | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.14 |
1069 | FREY-WS | FREYR Battery Warrants each whole warrant exercisable to purchase one Ordinary Share at an exercise price of 11.50 per share | $0.13 | N/A | 1.31 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -41.33% | N/A |
1070 | ASGI | abrdn Global Infrastructure Income Fund | $24.58 | N/A | 1.31 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +14.18% | N/A |
1071 | LMT | Lockheed Martin Corp | $568 | $118B | 1.30 | Aerospace & Defense | Industrials | +1.80% | 23.15 | 16.84 | 1.07 | 6.23% | 2.66% | 58 | +6.81% | $607 | +11.29% | 0.14 |
1072 | GSK | GSK Plc | $50.74 | $103B | 1.30 | Drug Manufacturers - General | Healthcare | +4.65% | 11.94 | 21.28 | 0.10 | 8.14% | 3.54% | 53 | +14.47% | $58 | +4.76% | 0.24 |
1073 | FMX | Fomento Economico Mexicano S.A.B. de C.V. | $127 | $44B | 1.30 | Beverages - Brewers | Consumer Defensive | N/A | 506.07 | 101.01 | 5.33 | 0.32% | 4.53% | 66 | +2.80% | $131 | +13.86% | 0.34 |
1074 | WST | West Pharmaceutical Services Inc | $355.42 | $25B | 1.30 | Medical Instruments & Supplies | Healthcare | +5.74% | 47.33 | 41.84 | 2.75 | 1.80% | 0.24% | 71 | +8.42% | $385 | -1.14% | 0.61 |
1075 | WES | Western Midstream Partners LP | $47.93 | $19B | 1.30 | Oil & Gas Midstream | Energy | +6.49% | 14.97 | 15.62 | 5.48 | 11.67% | 7.86% | 53 | -4.19% | $46 | +29.75% | 0.43 |
1076 | CX | Cemex S.A.B. De C.V. | $12.24 | $18B | 1.30 | Building Materials | Basic Materials | N/A | 45.42 | 15.95 | 0.10 | N/A | 0.79% | 80 | +18.27% | $14 | +9.22% | 1.05 |
1077 | GTLS | Chart Industries, Inc. | $209.90 | $10B | 1.30 | Specialty Industrial Machinery | Industrials | N/A | N/A | 14.33 | N/A | 0.10% | N/A | N/A | N/A | N/A | +7.50% | N/A |
1078 | FYBR | Frontier Communications Parent Inc | $38.49 | $9.64B | 1.30 | Telecom Services | Communication Services | -51.39% | N/A | 133.33 | N/A | 18.62% | N/A | N/A | N/A | N/A | +5.64% | N/A |
1079 | COGT | Cogent Biosciences Inc | $40.24 | $6.75B | 1.30 | Biotechnology | Healthcare | -15.32% | N/A | N/A | N/A | -4.24% | N/A | 75 | +34.82% | $54 | +44.08% | 1.72 |
1080 | GEF-B | Greif Inc - Class B | $95.26 | $5.32B | 1.30 | Packaging & Containers | Consumer Cyclical | +56.19% | 4.88 | 7.35 | 0.01 | -3.22% | 2.56% | N/A | -2.37% | $93 | +15.46% | 0.76 |
1081 | WSFS | WSFS Financial Corp | $78.96 | $4.17B | 1.30 | Banks - Regional | Financial Services | +11.45% | 14.56 | 9.94 | 0.77 | 7.03% | 0.86% | 62 | +4.70% | $83 | +14.21% | 0.92 |
1082 | PMTW | Pennymac Mortgage Investment Trust | $25.29 | $2.23B | 1.30 | N/A | N/A | -25.74% | 15.59 | N/A | 0.99 | N/A | 6.32% | N/A | N/A | N/A | 0.00% | 0.04 |
1083 | ODP | ODP Corporation (The) | $28 | $843M | 1.30 | Specialty Retail | Consumer Cyclical | N/A | 17.98 | 12.29 | 0.57 | 14.23% | N/A | N/A | +8.32% | $30 | -9.99% | 0.89 |
1084 | UYSC | UY Scuti Acquisition Corp | $10.78 | $74M | 1.30 | Shell Companies | Financial Services | N/A | 326.11 | N/A | N/A | -0.65% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1085 | LITB | LightInTheBox Holding Co Ltd | $3.13 | $58M | 1.30 | Internet Retail | Consumer Cyclical | -8.49% | 6.95 | 500.00 | 18.57 | 10.72% | N/A | N/A | -4.15% | $3 | -19.47% | 0.26 |
1086 | COLAR | Columbus Acquisition Corp Rights | $0.35 | $686K | 1.30 | N/A | N/A | N/A | 0.57 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.02 |
1087 | BCGWW | Binah Capital Group Inc - Warrants (13/03/2029) | $0.09 | N/A | 1.30 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.58 |
1088 | XLII | Select Sector SPDR Trust The The Industrial Premium Income Fund | $26.09 | N/A | 1.30 | 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 |
1089 | IWML | UBS AG London Branch | $31.67 | N/A | 1.30 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.75% | N/A |
1090 | EONRWS | HNR Acquisition Corp - Warrants (04/02/2026) | $0.09 | N/A | 1.30 | 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 |
1091 | UNP | Union Pacific Corp | $304.11 | $174B | 1.29 | Railroads | Industrials | +9.40% | 24.06 | 23.09 | 2.60 | 3.28% | 1.87% | 66 | +0.84% | $307 | +9.09% | 0.58 |
1092 | BP | BP plc | $43.93 | $113B | 1.29 | Oil & Gas Integrated | Energy | N/A | 36.22 | 7.83 | 0.04 | 10.09% | 4.67% | 60 | +8.31% | $48 | +19.09% | 0.43 |
1093 | WMB | Williams Cos Inc | $75.25 | $91B | 1.29 | Oil & Gas Midstream | Energy | +26.09% | 33.11 | 31.45 | 2.28 | 0.91% | 2.76% | 75 | +11.08% | $84 | +30.39% | 0.48 |
1094 | FTAI | FTAI Aviation Ltd - Class A | $216.81 | $23B | 1.29 | Aerospace & Defense | Industrials | N/A | 42.53 | 28.90 | 0.06 | -2.08% | 0.71% | 85 | +76.33% | $382 | +53.31% | 1.93 |
1095 | MLI | Mueller Industries Inc | $63.13 | $14B | 1.29 | Metal Fabrication | Industrials | +28.42% | 16.33 | 18.18 | 0.77 | 5.36% | 0.96% | 62 | +18.41% | $75 | +44.41% | 1.10 |
1096 | VCTR | Victory Capital Holdings Inc - Class A | $96.49 | $6B | 1.29 | Asset Management | Financial Services | +12.45% | 16.24 | 13.18 | 0.56 | 7.03% | 2.04% | 60 | -3.27% | $93 | +30.17% | 1.33 |
1097 | RUSHA | Rush Enterprises Inc - Class A | $76.37 | $5.91B | 1.29 | Auto & Truck Dealerships | Consumer Cyclical | +13.69% | 22.94 | 11.07 | 3.16 | 6.96% | 0.99% | 68 | +11.30% | $85 | +21.37% | 0.96 |
1098 | RCB | Ready Capital Corp | $25.34 | $3.99B | 1.29 | Other | N/A | N/A | N/A | N/A | N/A | 11.83% | 6.31% | N/A | N/A | N/A | +2.88% | N/A |
1099 | DXPE | DXP Enterprises Inc | $174.81 | $2.68B | 1.29 | Industrial Distribution | Industrials | N/A | 30.57 | 13.59 | 2.72 | 3.63% | N/A | N/A | -9.33% | $159 | +40.12% | 1.49 |
1100 | SRM | SRM Entertainment Inc | $10.30 | $2.31B | 1.29 | N/A | N/A | N/A | 1572.51 | N/A | N/A | -0.07% | N/A | N/A | N/A | N/A | 0.00% | N/A |