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 | (1,200 / 7,999 stocks) | +18.01% | 26.65 | 19.88 | 0.31 | 2.93% | 1.71% | +13.25% | +25.12% | 1.20 | ||||||||
1151 | CGNX | Cognex Corp | $63.44 | $10B | 1.26 | Scientific & Technical Instruments | Technology | -7.89% | 73.34 | 33.90 | 3.12 | 2.32% | 0.53% | 75 | +22.32% | $78 | -5.30% | 1.45 |
1152 | CRNX | Crinetics Pharmaceuticals Inc | $83.65 | $8.82B | 1.26 | Biotechnology | Healthcare | +16.22% | N/A | N/A | N/A | -4.76% | N/A | 78 | -1.37% | $83 | +33.16% | 1.02 |
1153 | SKT | Tanger Factory Outlet Centers Inc | $41.11 | $4.76B | 1.26 | Reit - Retail | Real Estate | N/A | 43.16 | 38.46 | 9.96 | 4.92% | 2.84% | 54 | -0.92% | $41 | +24.44% | 0.68 |
1154 | LQDT | Liquidity Services Inc | $37.47 | $1.45B | 1.26 | Internet Retail | Consumer Cyclical | +12.50% | 47.53 | 24.39 | 2.68 | 5.35% | N/A | 87 | +17.43% | $44 | +12.83% | 0.78 |
1155 | PURR | Hyperliquid Strategies Inc | $6.51 | $1.15B | 1.26 | Capital Markets | Financial Services | N/A | N/A | N/A | N/A | 0.00% | N/A | 83 | +100.46% | $13 | 0.00% | 3.37 |
1156 | MOFG | MidWestOne Financial Group Inc | $49.31 | $1.02B | 1.26 | Banks - Regional | Financial Services | +69.63% | 17.50 | 11.95 | 2.52 | 7.75% | 2.01% | N/A | -18.88% | $40 | +15.38% | 0.81 |
1157 | MTA | Metalla Royalty and Streaming Ltd | $7.56 | $742M | 1.26 | Other Precious Metals & Mining | Basic Materials | -27.61% | N/A | 39.84 | N/A | -0.01% | N/A | 75 | +12.43% | $8.50 | -0.22% | 1.17 |
1158 | TSBK | Timberland Bancorp Inc | $43.47 | $340M | 1.26 | Banks - Regional | Financial Services | +3.81% | 11.05 | 13.42 | 0.54 | 9.32% | 2.51% | N/A | -71.24% | $13 | +12.65% | 0.74 |
1159 | AMPG | Amplitech Group Inc | $6.34 | $164M | 1.26 | Communication Equipment | Technology | -0.90% | N/A | 19.16 | N/A | -6.39% | N/A | N/A | +10.41% | $7 | +10.21% | 1.94 |
1160 | MBBC | Marathon Bancorp Inc | $14.71 | $43M | 1.26 | Banks - Regional | Financial Services | N/A | 39.34 | N/A | 0.28 | 3.31% | N/A | N/A | N/A | N/A | +14.18% | 0.02 |
1161 | CIFU | TREX 2X Long CIFR Daily Target ETF | $33.09 | N/A | 1.26 | 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 |
1162 | UNAMQ | Unico American Corp | $0.07 | N/A | 1.26 | Insurance - Property & Casualty | Financial Services | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -56.15% | N/A |
1163 | TNGY | TORTOISE ENERGY ETF | $10.64 | N/A | 1.26 | 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 |
1164 | RITM-P-D | Rithm Capital Corporation | $25.19 | N/A | 1.26 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.16 |
1165 | GODNR | Golden Star Acquisition Corp | $0.52 | N/A | 1.26 | 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 |
1166 | CCIR | N/A | $12.70 | N/A | 1.26 | 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 |
1167 | PH | Parker-Hannifin Corp | $985.48 | $123B | 1.25 | Specialty Industrial Machinery | Industrials | +20.17% | 35.00 | 28.17 | 2.09 | 3.00% | 0.75% | 71 | +5.50% | $1.04K | +27.93% | 1.22 |
1168 | CNI | Canadian National Railway Company | $130.53 | $79B | 1.25 | Railroads | Industrials | +4.23% | 22.82 | 22.68 | 1.65 | 3.15% | 2.82% | 67 | +0.69% | $131 | +6.39% | 0.55 |
1169 | SHG | Shinhan Financial Group Co. Ltd | $71.63 | $34B | 1.25 | Banks - Regional | Financial Services | +0.44% | 11.07 | 4.08 | 5.10 | 9.39% | 2.71% | 75 | +35.82% | $97 | +21.22% | 0.83 |
1170 | WCC | Wesco International Inc | $330.66 | $16B | 1.25 | Industrial Distribution | Industrials | +20.83% | 25.41 | 21.37 | 2.18 | 1.98% | 0.57% | 70 | +16.76% | $386 | +27.42% | 1.63 |
1171 | OSCR | Oscar Health Inc - Class A | $28.92 | $8.80B | 1.25 | Healthcare Plans | Healthcare | N/A | 15.14 | 588.24 | 0.05 | 32.23% | N/A | 59 | -16.32% | $24 | +8.63% | 1.07 |
1172 | MEOH | Methanex Corp | $57.99 | $4.37B | 1.25 | Chemicals | Basic Materials | -13.98% | N/A | 5.94 | 0.20 | 13.50% | 1.31% | 66 | +22.26% | $71 | +13.34% | 1.02 |
1173 | GPCR | Structure Therapeutics Inc | $50.80 | $3.58B | 1.25 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -4.44% | N/A | 79 | +105.89% | $105 | 0.00% | 0.85 |
1174 | TSHA | Taysha Gene Therapies Inc | $5.83 | $1.63B | 1.25 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -6.93% | N/A | 80 | +125.56% | $13 | -20.82% | 1.42 |
1175 | KALV | KalVista Pharmaceuticals Inc | $27 | $1.38B | 1.25 | Biotechnology | Healthcare | +11.29% | N/A | 25.45 | N/A | -4.74% | N/A | N/A | N/A | N/A | +4.89% | N/A |
1176 | BASE | Couchbase Inc | $24.51 | $1.34B | 1.25 | Software - Infrastructure | Technology | N/A | N/A | N/A | N/A | -2.20% | N/A | N/A | N/A | N/A | -6.33% | N/A |
1177 | UAN | CVR Partners LP | $123.90 | $1.30B | 1.25 | Agricultural Inputs | Basic Materials | N/A | 10.69 | 10.20 | 0.17 | 13.09% | 10.20% | N/A | -92.33% | $9.50 | +35.13% | 0.20 |
1178 | THFF | First Financial Corp - Indiana | $76.12 | $896M | 1.25 | Banks - Regional | Financial Services | +11.31% | 11.10 | 8.94 | 0.24 | 9.80% | 2.78% | 62 | -2.13% | $75 | +18.17% | 0.80 |
1179 | APEI | American Public Education Inc | $48.18 | $871M | 1.25 | Education & Training Services | Consumer Defensive | +7.51% | 21.35 | 21.79 | 0.35 | 8.47% | N/A | 75 | +29.04% | $62 | +11.10% | 0.86 |
1180 | BLZE | Backblaze Inc - Class A | $12.76 | $796M | 1.25 | Software - Infrastructure | Technology | N/A | N/A | 156.25 | N/A | 2.15% | N/A | 78 | +16.22% | $15 | 0.00% | 1.58 |
1181 | QUIK | Quicklogic Corp | $13.35 | $244M | 1.25 | Semiconductors | Technology | -6.06% | N/A | 94.34 | N/A | -1.94% | N/A | N/A | +77.30% | $24 | +18.81% | 2.18 |
1182 | FOSL | Fossil Group Inc | $3.99 | $243M | 1.25 | Footwear & Accessories | Consumer Cyclical | +10.20% | N/A | 166.67 | 1.23 | -9.27% | N/A | 87 | +75.44% | $7 | -20.46% | 1.51 |
1183 | WHWK | Whitehawk Therapeutics Inc | $3.83 | $188M | 1.25 | Biotechnology | Healthcare | +88.33% | N/A | 2.66 | N/A | -57.23% | N/A | 67 | +95.82% | $7.50 | -34.20% | 1.12 |
1184 | BRLIR | Brilliant Acquisition Corp | $0.45 | $567K | 1.25 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +2.39% | N/A |
1185 | SACH-P-A | Sachem Capital Corp 7.75 Series A Cumulative Redeemable Preferred Stock | $20.12 | N/A | 1.25 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.97% | 0.29 |
1186 | PALU | Direxion Daily PANW Bull 2X Shares | $46.06 | N/A | 1.25 | N/A | N/A | N/A | 42.53 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
1187 | BRX | Brixmor Property Group Inc | $31.97 | $9.94B | 1.24 | Reit - Retail | Real Estate | +30.48% | 22.35 | 27.86 | 0.59 | 6.67% | 3.64% | 75 | +8.62% | $35 | +12.30% | 0.52 |
1188 | FLG-P-A | New York Community Bancorp Inc | $22.99 | $9.61B | 1.24 | N/A | N/A | N/A | N/A | N/A | N/A | 3.03% | N/A | N/A | N/A | N/A | +2.18% | 0.29 |
1189 | AGNCN | AGNC Investment Corp | $25.59 | $8.78B | 1.24 | Reit - Mortgage | Real Estate | N/A | N/A | N/A | N/A | N/A | 5.62% | N/A | N/A | N/A | +9.30% | 0.06 |
1190 | RHP | Ryman Hospitality Properties Inc | $128.89 | $8.25B | 1.24 | Reit - Hotel & Motel | Real Estate | N/A | 32.85 | 34.72 | 1.08 | 8.02% | 3.59% | 80 | +0.92% | $130 | +13.72% | 0.91 |
1191 | ACLS | Axcelis Technologies Inc | $141.51 | $4.36B | 1.24 | Semiconductor Equipment & Materials | Technology | +14.60% | 43.63 | 37.59 | 1.45 | 2.03% | N/A | 50 | +19.90% | $170 | +30.39% | 1.91 |
1192 | COCO | Vita Coco Company Inc (The) | $69.37 | $4.25B | 1.24 | Beverages - Non-alcoholic | Consumer Defensive | N/A | 51.16 | 28.82 | 1.40 | 1.52% | N/A | 70 | +10.52% | $77 | 0.00% | 0.72 |
1193 | BANC-P-F | Banc of California Inc | $25.29 | $3.89B | 1.24 | N/A | N/A | -2.58% | 15.43 | N/A | 0.21 | 6.86% | N/A | N/A | N/A | N/A | 0.00% | 0.21 |
1194 | BSM | Black Stone Minerals L.P. | $14.57 | $3.08B | 1.24 | Oil & Gas E&p | Energy | N/A | 12.76 | 12.95 | 1.44 | 9.98% | 8.35% | 50 | +9.81% | $16 | +18.32% | 0.39 |
1195 | ERO | Ero Copper Corp | $26.38 | $2.84B | 1.24 | Copper | Basic Materials | +13.61% | 9.69 | 6.93 | 0.01 | 4.25% | N/A | 70 | +33.09% | $35 | +6.67% | 1.56 |
1196 | DICE | DICE Therapeutics Inc | $47.55 | $2.25B | 1.24 | N/A | N/A | N/A | N/A | N/A | N/A | -3.88% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1197 | ECVT | Ecovyst Inc | $12.89 | $1.42B | 1.24 | Specialty Chemicals | Basic Materials | N/A | 95.58 | 20.37 | N/A | 6.12% | N/A | 68 | +22.19% | $16 | 0.00% | 1.08 |
1198 | OPY | Oppenheimer Holdings Inc - Class A | $109.85 | $1.18B | 1.24 | Capital Markets | Financial Services | +12.30% | 21.61 | 10.81 | 12.00 | 7.35% | 0.67% | N/A | -66.32% | $37 | +22.88% | 0.93 |
1199 | CERS | Cerus Corp | $2.87 | $586M | 1.24 | Medical Devices | Healthcare | -34.64% | N/A | N/A | N/A | -0.21% | N/A | 75 | +62.61% | $4.67 | -10.44% | 1.70 |
1200 | OOMA | Ooma Inc | $19.36 | $557M | 1.24 | Software - Application | Technology | N/A | 109.59 | 15.72 | 1.82 | 4.41% | N/A | 71 | +18.80% | $23 | +1.17% | 0.76 |