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 | (1,150 / 7,999 stocks) | +18.07% | 26.68 | 19.92 | 0.31 | 2.92% | 1.71% | +13.29% | +25.20% | 1.21 | ||||||||
1101 | ADAMN | Adamas Trust Inc | $23.57 | $2.13B | 1.29 | Reit - Mortgage | Real Estate | -14.28% | 13.74 | N/A | 0.04 | 3.91% | 3.74% | N/A | N/A | N/A | +8.12% | 0.16 |
1102 | TILE | Interface Inc | $32.65 | $1.90B | 1.29 | Furnishings, Fixtures & Appliances | Consumer Cyclical | +28.00% | 15.04 | 15.27 | 0.31 | 6.35% | 0.25% | 83 | +24.04% | $41 | +18.72% | 1.04 |
1103 | SMBC | Southern Missouri Bancorp Inc | $77.72 | $833M | 1.29 | Banks - Regional | Financial Services | +19.67% | 12.52 | 8.83 | 0.37 | 10.80% | 1.28% | 58 | -1.35% | $77 | +13.80% | 0.83 |
1104 | SMBK | SmartFinancial Inc | $48.96 | $829M | 1.29 | Banks - Regional | Financial Services | +8.39% | 15.66 | 14.10 | 0.41 | 6.77% | 0.34% | 58 | -2.04% | $48 | +16.27% | 0.74 |
1105 | CHMG | Chemung Financial Corp | $74.57 | $362M | 1.29 | Banks - Regional | Financial Services | +5.63% | 21.78 | 9.69 | N/A | 12.68% | 1.75% | 62 | -2.44% | $73 | +14.28% | 0.65 |
1106 | ATHA | Athira Pharma Inc | $8.22 | $77M | 1.29 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -67.30% | N/A | N/A | N/A | N/A | -47.18% | N/A |
1107 | BBGI | Beasley Broadcast Group Inc - Class A | $21.65 | $40M | 1.29 | Broadcasting | Communication Services | N/A | N/A | 10.62 | 0.28 | -33.24% | N/A | N/A | +130.95% | $50 | -16.01% | 1.07 |
1108 | GCTSW | GCT Semiconductor Holding Inc - Warrants (03/01/2029) | $0.25 | N/A | 1.29 | 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 |
1109 | AME | Ametek Inc | $241.08 | $54B | 1.28 | Specialty Industrial Machinery | Industrials | +12.87% | 36.87 | 31.06 | 3.11 | 3.14% | 0.53% | 70 | +9.26% | $263 | +12.56% | 0.81 |
1110 | HUM | Humana Inc | $394.50 | $48B | 1.28 | Healthcare Plans | Healthcare | +8.85% | 15.11 | 44.44 | 0.89 | 2.66% | 0.88% | 56 | -11.80% | $348 | -2.52% | 0.40 |
1111 | ELAN | Elanco Animal Health Inc | $24.78 | $13B | 1.28 | Drug Manufacturers - Specialty & Generic | Healthcare | -17.32% | N/A | 23.15 | 4.04 | 2.49% | N/A | 80 | +21.35% | $30 | -7.45% | 1.35 |
1112 | EBC | Eastern Bankshares Inc | $22.62 | $5.24B | 1.28 | Banks - Regional | Financial Services | N/A | 13.45 | 12.45 | N/A | 7.16% | 2.27% | 78 | +5.84% | $24 | +7.01% | 0.99 |
1113 | BANC | Banc of California Inc | $21.38 | $3.28B | 1.28 | Banks - Regional | Financial Services | -2.58% | 13.01 | 12.02 | 0.18 | 8.14% | 1.92% | 81 | +8.26% | $23 | +6.72% | 1.15 |
1114 | KAR | Openlane Inc | $30.88 | $3.27B | 1.28 | Auto & Truck Dealerships | Consumer Cyclical | +43.82% | 17.31 | 23.67 | 0.35 | 15.65% | N/A | 68 | +3.01% | $32 | +11.18% | 0.90 |
1115 | HOVNP | Hovnanian Enterprises Inc | $20.50 | $3.18B | 1.28 | Homebuilding & Construction Supplies | Consumer Cyclical | +3.55% | 2.34 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +12.15% | 0.22 |
1116 | IMNM | Immunome Inc | $22.01 | $2.59B | 1.28 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -7.94% | N/A | 80 | +62.52% | $36 | +5.28% | 1.68 |
1117 | SPB | Spectrum Brands Holdings Inc | $87.43 | $2.06B | 1.28 | Household & Personal Products | Consumer Defensive | -33.44% | 29.67 | 16.03 | 1.36 | 14.04% | 2.11% | 71 | +0.65% | $88 | +2.78% | 0.87 |
1118 | ZBIO | Zenas Biopharma Inc | $30.99 | $1.96B | 1.28 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -10.71% | N/A | 71 | +35.91% | $42 | 0.00% | 1.25 |
1119 | STBA | S & T Bancorp Inc | $50.98 | $1.80B | 1.28 | Banks - Regional | Financial Services | +29.06% | 13.71 | 13.83 | 3.64 | 7.98% | 2.85% | 53 | -4.86% | $49 | +16.05% | 0.78 |
1120 | BY | Byline Bancorp Inc | $37.62 | $1.71B | 1.28 | Banks - Regional | Financial Services | +15.90% | 12.36 | 9.59 | 0.86 | 9.65% | 1.11% | 70 | +2.60% | $39 | +12.03% | 0.83 |
1121 | RZB | Reinsurance Group Of America Inc | $25.34 | $1.65B | 1.28 | N/A | N/A | +8.55% | 1.40 | N/A | 0.04 | N/A | 14.50% | N/A | N/A | N/A | +2.96% | 0.06 |
1122 | WBI | WaterBridge Infrastructure LLC. - Class A | $35.54 | $1.59B | 1.28 | Oil & Gas Equipment & Services | Energy | N/A | N/A | N/A | N/A | 17.27% | 0.14% | 84 | -3.12% | $34 | 0.00% | 0.49 |
1123 | PUMP | ProPetro Holding Corp | $12.30 | $1.59B | 1.28 | Oil & Gas Equipment & Services | Energy | N/A | N/A | 3.10 | N/A | -0.57% | N/A | 77 | +52.60% | $19 | +9.51% | 1.56 |
1124 | CGEM | Cullinan Oncology Inc | $17.28 | $1.08B | 1.28 | Biotechnology | Healthcare | N/A | N/A | 6.74 | N/A | -16.47% | N/A | 77 | +82.58% | $32 | -7.71% | 1.06 |
1125 | MITN | AG Mortgage Investment Trust Inc | $25.56 | $803M | 1.28 | N/A | N/A | -32.63% | 23.69 | N/A | N/A | 8.46% | 7.62% | N/A | N/A | N/A | 0.00% | 0.04 |
1126 | BVS | Bioventus Inc - Class A | $11.48 | $783M | 1.28 | Medical Devices | Healthcare | N/A | 70.22 | 15.13 | 1.51 | 12.86% | N/A | 85 | +28.92% | $15 | -7.19% | 0.92 |
1127 | PCB | PCB Bancorp. | $28.90 | $414M | 1.28 | Banks - Regional | Financial Services | +23.65% | 10.71 | N/A | 0.19 | 10.20% | 2.74% | 50 | -1.38% | $29 | +14.78% | 0.76 |
1128 | XFOR | X4 Pharmaceuticals Inc | $3.99 | $349M | 1.28 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -26.64% | N/A | 75 | +190.73% | $12 | -52.92% | 1.51 |
1129 | USX | U.S. Xpress Enterprises Inc - Class A | $23.47 | $332M | 1.28 | Trucking | Industrials | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +22.27% | N/A |
1130 | FCCO | First Community Corp | $32.96 | $305M | 1.28 | Banks - Regional | Financial Services | +11.95% | 14.99 | 11.64 | 0.43 | 2.90% | 1.98% | 75 | +5.19% | $35 | +12.67% | 0.77 |
1131 | WNEB | Western New England Bancorp Inc | $14.15 | $290M | 1.28 | Banks - Regional | Financial Services | +7.91% | 16.48 | 14.45 | 0.25 | 6.20% | 1.92% | N/A | +7.21% | $15 | +15.20% | 0.74 |
1132 | ACR-P-C | ACRES Commercial Realty Corp | $24.81 | $181M | 1.28 | N/A | N/A | +29.36% | 5.06 | N/A | 0.07 | 5.28% | N/A | N/A | N/A | N/A | +9.78% | 0.15 |
1133 | ADVM | Adverum Biotechnologies Inc | $4.36 | $102M | 1.28 | Biotechnology | Healthcare | -8.32% | N/A | N/A | N/A | N/A | N/A | N/A | +11.81% | $4.88 | -28.66% | 1.07 |
1134 | ML-WS | MoneyLion Inc Wt Exp 06012027 | $0.26 | N/A | 1.28 | 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 |
1135 | AFSC | ANCHOR FINANCIAL CORP | $37.67 | N/A | 1.28 | 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 |
1136 | AENTW | Alliance Entertainment Holding Corporation - Warrants (11/02/2026) | $0.50 | N/A | 1.28 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -7.55% | 1.07 |
1137 | CVX | Chevron Corp | $194.42 | $382B | 1.27 | Oil & Gas Integrated | Energy | +33.45% | 30.17 | 13.28 | 0.79 | 8.18% | 3.62% | 72 | +10.14% | $214 | +19.29% | 0.39 |
1138 | C | Citigroup Inc | $131.88 | $242B | 1.27 | Banks - Diversified | Financial Services | -0.03% | 17.09 | 12.25 | 1.61 | -30.61% | 1.81% | 75 | +17.15% | $155 | +18.64% | 1.28 |
1139 | WAB | Westinghouse Air Brake Technologies Corp | $297.75 | $49B | 1.27 | Railroads | Industrials | +25.57% | 38.83 | 23.75 | 3.57 | 3.50% | 0.41% | 72 | +1.18% | $301 | +30.20% | 1.05 |
1140 | L | Loews Corp | $115.63 | $24B | 1.27 | Insurance - Property & Casualty | Financial Services | +15.75% | 14.95 | 12.20 | 0.99 | 8.16% | 0.22% | N/A | -48.11% | $60 | +17.04% | 0.46 |
1141 | COKE | Coca-Cola Consolidated Inc | $178.44 | $13B | 1.27 | Beverages - Non-alcoholic | Consumer Defensive | N/A | 281.85 | 17.42 | 0.38 | 5.02% | 0.55% | N/A | +706.99% | $1.44K | +34.93% | 0.31 |
1142 | BKH | Black Hills Corporation | $75.11 | $5.66B | 1.27 | Utilities - Regulated Gas | Utilities | +9.92% | 17.31 | 17.24 | 0.50 | -5.52% | 3.68% | 80 | +13.44% | $85 | +6.31% | 0.22 |
1143 | SENEB | Seneca Foods Corp - Class B | $163.10 | $1.14B | 1.27 | Packaged Foods | Consumer Defensive | +73.51% | 10.95 | 48.08 | 0.67 | 14.82% | N/A | N/A | N/A | N/A | +24.74% | 0.02 |
1144 | SENEA | Seneca Foods Corp - Class A | $164.13 | $1.13B | 1.27 | Packaged Foods | Consumer Defensive | +73.51% | 10.87 | 39.37 | 0.67 | 14.94% | N/A | 75 | +23.07% | $202 | +24.64% | 0.15 |
1145 | EGY | VAALCO Energy Inc | $5.72 | $587M | 1.27 | Oil & Gas E&p | Energy | N/A | N/A | 18.76 | 3.98 | 23.96% | 4.44% | 75 | +73.08% | $9.90 | +22.48% | 0.72 |
1146 | OSS | One Stop Systems Inc | $13.31 | $322M | 1.27 | Computer Hardware | Technology | +30.81% | 50.17 | 1111.11 | N/A | -2.39% | N/A | 75 | +42.75% | $19 | +20.91% | 1.81 |
1147 | INTT | Intest Corp | $14.70 | $183M | 1.27 | Semiconductor Equipment & Materials | Technology | +2.28% | 310.35 | 21.60 | N/A | -1.96% | N/A | 66 | +31.50% | $19 | +0.94% | 1.32 |
1148 | VIASP | Via Renewables Inc | $25.62 | N/A | 1.27 | Utilities - Regulated Electric | Utilities | N/A | 21.81 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +12.60% | 0.05 |
1149 | RVSNW | Rail Vision Ltd - Warrants (27/03/2027) | $0.05 | N/A | 1.27 | 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 |
1150 | CAH | Cardinal Health Inc | $226.01 | $52B | 1.26 | Medical Distribution | Healthcare | +10.18% | 28.97 | 19.12 | 0.36 | 10.58% | 0.90% | 73 | +10.94% | $251 | +33.62% | 0.27 |