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 | (1,250 / 7,999 stocks) | +18.26% | 26.75 | 19.98 | 0.30 | 3.02% | 1.68% | +13.07% | +25.29% | 1.18 | ||||||||
1201 | BSRR | Sierra Bancorp | $41.72 | $543M | 1.24 | Banks - Regional | Financial Services | +6.29% | 12.11 | 11.44 | 0.58 | 0.54% | 2.44% | 55 | +1.27% | $42 | +15.91% | 0.85 |
1202 | RGLS | Regulus Therapeutics Inc | $8.16 | $540M | 1.24 | N/A | N/A | N/A | N/A | N/A | N/A | -8.08% | N/A | N/A | N/A | N/A | +3.08% | N/A |
1203 | ELVA | Electrovaya Inc | $8.62 | $470M | 1.24 | Electrical Equipment & Parts | Industrials | +33.69% | 82.07 | 36.50 | 0.69 | -7.25% | N/A | 75 | +105.92% | $18 | +15.47% | 1.22 |
1204 | TRX | TRX Gold Corp | $0.81 | $242M | 1.24 | Gold | Basic Materials | +63.78% | N/A | 4.99 | 1.00 | -0.26% | N/A | 75 | +192.36% | $2.36 | +13.26% | 0.99 |
1205 | NUKK | Nukkleus Inc. Common Stock | $0.20 | $7.64M | 1.24 | Aerospace & Defense | Industrials | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +9.86% | N/A |
1206 | OXLCZ | Oxford Lane Capital Corp | $24.79 | N/A | 1.24 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.02 |
1207 | FITB | Fifth Third Bancorp | $57.17 | $52B | 1.23 | Banks - Regional | Financial Services | +2.52% | 26.22 | 14.03 | 2.09 | 2.99% | 2.77% | 72 | +8.71% | $62 | +13.99% | 0.96 |
1208 | SQM | Sociedad Quimica Y Minera de Chile S.A. | $69.32 | $20B | 1.23 | Specialty Chemicals | Basic Materials | +32.32% | 24.17 | 10.11 | 0.68 | 5.47% | 1.50% | 61 | +23.66% | $86 | +12.46% | 1.02 |
1209 | IREN | Iris Energy Ltd | $40.58 | $14B | 1.23 | Capital Markets | Financial Services | N/A | 497.67 | 136.99 | 4.06 | -10.60% | N/A | 65 | +99.78% | $81 | 0.00% | 2.66 |
1210 | ACT | Enact Holdings Inc | $45.97 | $6.42B | 1.23 | Insurance - Specialty | Financial Services | N/A | 9.75 | 9.60 | 2.43 | 11.24% | 1.85% | 55 | +0.07% | $46 | 0.00% | 0.36 |
1211 | WERN | Werner Enterprises Inc | $43.91 | $2.75B | 1.23 | Trucking | Industrials | N/A | N/A | 43.86 | 3.83 | -1.59% | 1.18% | 46 | -3.14% | $43 | +1.11% | 0.81 |
1212 | CTS | CTS Corp | $60.90 | $1.72B | 1.23 | Electronic Components | Technology | +12.42% | 25.24 | 25.25 | 1.03 | 6.03% | 0.26% | N/A | -4.76% | $58 | +12.76% | 1.28 |
1213 | ABSI | Absci Corp | $8.07 | $1.26B | 1.23 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -7.83% | N/A | 77 | +70.76% | $14 | -18.82% | 2.34 |
1214 | DLX | Deluxe Corp | $25.55 | $1.19B | 1.23 | Conglomerates | Industrials | +1.47% | 11.35 | 7.25 | 0.14 | 12.78% | 4.60% | 62 | +27.87% | $33 | -5.19% | 0.90 |
1215 | SGML | Sigma Lithium Corporation | $10.02 | $1.13B | 1.23 | Other Industrial Metals & Mining | Basic Materials | +33.51% | N/A | 9.16 | N/A | -0.39% | N/A | 83 | +105.79% | $21 | +13.29% | 1.76 |
1216 | NFBK | Northfield Bancorp Inc | $15.31 | $639M | 1.23 | Banks - Regional | Financial Services | -35.12% | 134.25 | 22.83 | 2.54 | 10.02% | 3.40% | 50 | -5.29% | $15 | +3.54% | 0.82 |
1217 | EICB | Eagle Point Income Company Inc. 7.75% Series B Term Preferred Stock Due 2028 | $24.97 | $626M | 1.23 | Asset Management | Financial Services | N/A | 18.90 | N/A | N/A | N/A | 8.76% | N/A | N/A | N/A | 0.00% | N/A |
1218 | CIVB | Civista Bancshares Inc | $28.29 | $583M | 1.23 | Banks - Regional | Financial Services | +18.98% | 10.13 | 9.53 | 0.32 | 8.66% | 2.42% | 66 | +2.51% | $29 | +7.87% | 0.64 |
1219 | NMAI | Nuveen Multi-Asset Income Fund | $13.72 | $466M | 1.23 | Asset Management | Financial Services | N/A | 3.98 | N/A | N/A | 4.79% | N/A | N/A | N/A | N/A | 0.00% | 0.60 |
1220 | PALI | Palisade Bio Inc | $2.02 | $318M | 1.23 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -3.90% | N/A | 82 | +419.80% | $11 | -76.02% | N/A |
1221 | BKTI | BK Technologies Corp | $77.90 | $287M | 1.23 | Communication Equipment | Technology | N/A | 20.16 | 16.86 | 0.53 | 7.99% | N/A | 75 | +24.52% | $97 | +38.82% | 1.31 |
1222 | CFSB | CFSB Bancorp Inc | $14.25 | $89M | 1.23 | Banks - Regional | Financial Services | N/A | N/A | N/A | N/A | 0.52% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1223 | BRIE | MFS BLENDED RESEARCH INTERNATIONAL EQUITY ETF | $29.80 | N/A | 1.23 | 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 |
1224 | TACHW | Titan Acquisition Corp - Warrants (16/05/2031) | $0.63 | N/A | 1.23 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.07 |
1225 | BTBDW | BT Brands Inc - Warrants (12/11/2026) | $0.05 | N/A | 1.23 | N/A | N/A | N/A | 1.07 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
1226 | BAC | Bank Of America Corp | $61.30 | $440B | 1.22 | Banks - Diversified | Financial Services | +11.43% | 14.12 | 13.40 | 0.68 | 12.87% | 1.83% | 78 | +11.12% | $68 | +13.10% | 0.91 |
1227 | NTAP | Netapp Inc | $164.64 | $33B | 1.22 | Software - Infrastructure | Technology | +14.46% | 25.81 | 18.35 | 2.49 | 5.73% | 1.25% | 61 | +7.66% | $177 | +18.87% | 1.26 |
1228 | DVA | DaVita Inc | $234.28 | $16B | 1.22 | Medical Care Facilities | Healthcare | +8.34% | 23.56 | 16.34 | 0.74 | 9.55% | N/A | 43 | -10.97% | $209 | +14.20% | 0.37 |
1229 | WTS | Watts Water Technologies Inc - Class A | $343.67 | $11B | 1.22 | Specialty Industrial Machinery | Industrials | +22.01% | 32.08 | 29.50 | 1.39 | 2.77% | 0.61% | 58 | +4.27% | $358 | +19.55% | 0.89 |
1230 | FROG | JFrog Ltd | $81.25 | $9.65B | 1.22 | Software - Application | Technology | +33.52% | N/A | 91.74 | N/A | 1.57% | N/A | 79 | +11.13% | $90 | +12.11% | 1.10 |
1231 | ZIM | Zim Integrated Shipping Services Ltd | $25.59 | $3.01B | 1.22 | Marine Shipping | Industrials | -39.36% | 30.79 | N/A | N/A | 48.31% | 5.02% | 31 | -2.50% | $25 | +21.45% | 1.22 |
1232 | VTMX | Corporacion Inmobiliaria Vesta Sab | $33.69 | $2.92B | 1.22 | Real Estate - Development | Real Estate | +22.32% | 8.89 | 16.81 | 0.71 | 5.25% | 2.45% | 56 | +9.53% | $37 | 0.00% | 0.53 |
1233 | NGVT | Ingevity Corp | $73.76 | $2.61B | 1.22 | Specialty Chemicals | Basic Materials | N/A | N/A | 9.97 | 2.41 | 11.66% | N/A | 75 | +20.66% | $89 | -1.62% | 1.40 |
1234 | GIII | G-III Apparel Group Ltd | $34.48 | $1.51B | 1.22 | Apparel Manufacturing | Consumer Cyclical | +8.62% | 9.13 | 9.36 | 1.29 | 13.48% | 0.56% | 66 | +14.07% | $39 | +3.26% | 0.93 |
1235 | HSII | Heidrick & Struggles International Inc | $59.01 | $1.23B | 1.22 | Staffing & Employment Services | Industrials | N/A | 33.21 | 13.51 | 1.05 | 10.80% | 1.02% | N/A | -0.02% | $59 | +9.32% | 0.58 |
1236 | KOP | Koppers Holdings Inc | $49.96 | $982M | 1.22 | Specialty Chemicals | Basic Materials | +0.63% | 29.69 | 1428.57 | 1336.00 | 13.73% | 0.64% | 87 | +2.08% | $51 | +11.45% | 1.05 |
1237 | CTLP | Cantaloupe Inc | $11.20 | $826M | 1.22 | Software - Infrastructure | Technology | N/A | 221.70 | 25.45 | N/A | 3.81% | N/A | N/A | N/A | N/A | +1.95% | N/A |
1238 | POWW | AMMO Inc | $2.10 | $261M | 1.22 | Aerospace & Defense | Industrials | -35.53% | N/A | 12.63 | N/A | -2.09% | N/A | N/A | +60.71% | $3.38 | -22.18% | 1.09 |
1239 | MGRM | Monogram Technologies Inc | $6 | $213M | 1.22 | Medical Devices | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
1240 | IPEXR | Inflection Point Acquisition Corp V | $0.65 | $1.71M | 1.22 | N/A | N/A | N/A | 4.30 | N/A | N/A | -40.90% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1241 | FSML | Franklin Small Cap Enhanced | $29.91 | N/A | 1.22 | 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 |
1242 | SFTX | Horizon International Managed Risk ETF | $30.21 | N/A | 1.22 | 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 |
1243 | NBIL | GraniteShares 2x Long NBIS Daily ETF | $31.87 | N/A | 1.22 | 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 |
1244 | CTRMV | Castor Maritime Inc | $0.90 | N/A | 1.22 | 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 |
1245 | CGCTW | Cartesian Growth Corporation III Warrant | $0.86 | N/A | 1.22 | 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 |
1246 | LLY | Lilly(Eli) & Company | $1,185.87 | $1.04T | 1.21 | Drug Manufacturers - General | Healthcare | +29.14% | 48.73 | 33.56 | 0.19 | 1.97% | 0.53% | 71 | +7.13% | $1.27K | +38.47% | 0.64 |
1247 | XPO | XPO Inc | $214.16 | $25B | 1.21 | Trucking | Industrials | +22.17% | 72.02 | 45.05 | 2.33 | 1.12% | N/A | 69 | +6.75% | $229 | +33.94% | 1.49 |
1248 | EMA | Emera Incorporated | $54.80 | $16B | 1.21 | Utilities - Regulated Electric | Utilities | -2.90% | 20.48 | 20.41 | 0.22 | -7.75% | 5.44% | 58 | +15.88% | $64 | 0.00% | N/A |
1249 | MFAN | MFA Financial Inc 8.875 Senior Notes due 2029 | $25.33 | $2.55B | 1.21 | N/A | N/A | -13.95% | 19.05 | N/A | N/A | 6.34% | 7.39% | N/A | N/A | N/A | 0.00% | 0.08 |
1250 | DCOM | Dime Community Bancshares Inc | $39.21 | $1.74B | 1.21 | Banks - Regional | Financial Services | +35.06% | 14.03 | 12.80 | 0.06 | 9.71% | 2.49% | 80 | +14.26% | $45 | +8.29% | 0.95 |