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 | (1,450 / 7,999 stocks) | +17.80% | 26.57 | 20.02 | 0.31 | 3.21% | 1.72% | +12.89% | +24.62% | 1.17 | ||||||||
1401 | KVHI | KVH Industries Inc | $9.02 | $180M | 1.14 | Telecom Services | Communication Services | -24.72% | N/A | 37.59 | 0.47 | 0.74% | N/A | N/A | -22.39% | $7 | -5.91% | 0.49 |
1402 | TBMCR | Trailblazer Merger Corp I | $0.70 | $5.05M | 1.14 | N/A | N/A | N/A | N/A | N/A | N/A | -59.64% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1403 | XOEF | ISHARES S&P 500 EX S&P 100 ETF | $29.54 | N/A | 1.14 | 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 |
1404 | LIDRW | AEye Inc - Warrants (16/08/2026) | $0.06 | N/A | 1.14 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -45.27% | 0.54 |
1405 | AXINR | Axiom Intelligence Acquisition Corp 1 | $0.38 | N/A | 1.14 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.83 |
1406 | GD | General Dynamics Corp | $381.58 | $101B | 1.13 | Aerospace & Defense | Industrials | +7.36% | 23.96 | 22.83 | 1.05 | 6.15% | 1.63% | 65 | +3.71% | $396 | +17.17% | 0.50 |
1407 | AEP | American Electric Power Company Inc | $134.92 | $72B | 1.13 | Utilities - Regulated Electric | Utilities | +11.39% | 17.86 | 20.45 | 0.89 | 9.72% | 2.87% | 65 | +8.18% | $146 | +13.44% | N/A |
1408 | ROKU | Roku Inc - Class A | $141.67 | $21B | 1.13 | Entertainment | Communication Services | N/A | 226.00 | 62.11 | 1.03 | 2.55% | N/A | 58 | +11.82% | $158 | -21.45% | 1.89 |
1409 | TRNO | Terreno Realty Corp | $72.06 | $7.73B | 1.13 | Reit - Industrial | Real Estate | +27.36% | 17.84 | 80.00 | 0.17 | 3.52% | 2.74% | 67 | -0.42% | $72 | +4.10% | 0.70 |
1410 | VIST | Vista Energy S.A.B. de C.V | $69.06 | $7.67B | 1.13 | Oil & Gas E&p | Energy | N/A | 8.81 | 12.50 | 0.24 | 1.80% | N/A | 83 | +40.88% | $97 | +76.00% | 0.82 |
1411 | DNLI | Denali Therapeutics Inc | $23.42 | $3.75B | 1.13 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -11.25% | N/A | 75 | +46.50% | $34 | -18.19% | 1.47 |
1412 | NTST | Netstreit Corp | $21.86 | $2.19B | 1.13 | Reit - Retail | Real Estate | +56.36% | 151.44 | 53.76 | N/A | 5.47% | 3.92% | 72 | +4.44% | $23 | +1.52% | 0.17 |
1413 | VRE | Veris Residential, Inc. | $18.99 | $1.78B | 1.13 | Reit - Residential | Real Estate | N/A | 24.64 | 16.92 | N/A | 4.31% | 1.68% | N/A | N/A | N/A | +2.29% | N/A |
1414 | DAO | Youdao Inc | $14.70 | $1.75B | 1.13 | Education & Training Services | Consumer Defensive | N/A | 126.20 | N/A | 3.77 | 0.24% | N/A | 75 | -15.58% | $12 | +2.98% | 0.60 |
1415 | AMBQ | Ambiq Micro Inc | $74.56 | $1.66B | 1.13 | Semiconductors | Technology | N/A | N/A | N/A | N/A | -1.95% | N/A | 70 | +9.54% | $82 | 0.00% | 3.22 |
1416 | CRVS | Corvus Pharmaceuticals Inc | $13.68 | $1.18B | 1.13 | Biotechnology | Healthcare | +53.96% | N/A | N/A | N/A | -2.99% | N/A | 78 | +143.64% | $33 | +43.48% | 0.76 |
1417 | MEGI | MainStay CBRE Global Infrastructure Megatrends Fund | $15.50 | $808M | 1.13 | Asset Management | Financial Services | N/A | 8.84 | N/A | 0.02 | 10.70% | N/A | N/A | N/A | N/A | 0.00% | 0.41 |
1418 | TBLD | Thornburg Income Builder Opportunities Trust | $21.81 | $703M | 1.13 | Asset Management | Financial Services | N/A | 7.20 | N/A | N/A | 0.00% | N/A | N/A | N/A | N/A | 0.00% | 0.38 |
1419 | ITIC | Investors Title Company | $276.21 | $535M | 1.13 | Insurance - Specialty | Financial Services | -8.73% | 14.05 | 7.91 | 0.50 | 5.11% | 0.65% | N/A | -85.88% | $39 | +16.27% | 0.79 |
1420 | SD | Sandridge Energy Inc New | $14.19 | $516M | 1.13 | Oil & Gas E&p | Energy | N/A | 6.80 | 222.22 | 0.38 | 5.13% | 3.40% | N/A | +5.71% | $15 | +29.66% | 0.56 |
1421 | PHOE | Phoenix Asia Holdings Ltd | $22.57 | $463M | 1.13 | Engineering & Construction | Industrials | N/A | 451.32 | N/A | N/A | 0.25% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1422 | SOPH | SOPHiA Genetics SA | $6.05 | $455M | 1.13 | Health Information Services | Healthcare | +6.46% | N/A | N/A | N/A | -9.98% | N/A | 75 | +48.76% | $9 | -18.44% | 0.99 |
1423 | AMCX | AMC Networks Inc - Class A | $9.79 | $443M | 1.13 | Entertainment | Communication Services | -19.97% | 3.60 | 4.44 | 1.37 | 54.82% | N/A | 37 | -23.39% | $7.50 | -28.46% | 0.82 |
1424 | IFRX | InflaRx N.V. | $1.73 | $182M | 1.13 | Biotechnology | Healthcare | -12.08% | N/A | N/A | N/A | -18.58% | N/A | 71 | +329.48% | $7.43 | -8.38% | 1.23 |
1425 | SYZ | Lazard US Systematic Small Cap Equity ETF | $29.88 | N/A | 1.13 | 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 |
1426 | PHGE-U | BiomX Inc - Units (1 Ord & 1 War) | $0.90 | N/A | 1.13 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -58.53% | N/A |
1427 | BGRYW | Berkshire Grey Inc - Warrants (21/07/2026) | $0.34 | N/A | 1.13 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -26.64% | N/A |
1428 | ARM | Arm Holdings plc. | $283.04 | $302B | 1.12 | Semiconductors | Technology | N/A | 333.56 | 121.95 | 24.91 | 0.32% | N/A | 70 | +6.82% | $302 | 0.00% | 2.58 |
1429 | IBKR | Interactive Brokers Group Inc - Class A | $91.76 | $167B | 1.12 | Capital Markets | Financial Services | +22.71% | 38.14 | 37.74 | 1.22 | 10.11% | 0.17% | 70 | +14.88% | $105 | +44.04% | 1.62 |
1430 | PCAR | Paccar Inc | $130.75 | $69B | 1.12 | Farm & Heavy Construction Machinery | Industrials | +1.88% | 28.45 | 21.32 | 1.27 | 5.43% | 1.05% | 59 | -1.77% | $128 | +21.92% | 0.91 |
1431 | GWW | W.W. Grainger Inc | $1,367.46 | $64B | 1.12 | Industrial Distribution | Industrials | +19.80% | 35.77 | 30.49 | 2.13 | 2.15% | 0.66% | 48 | -5.50% | $1.29K | +25.70% | 0.66 |
1432 | BBDO | Banco Bradesco S.A. | $3.22 | $34B | 1.12 | Banks - Regional | Financial Services | +11.06% | 9.71 | 8.06 | 0.06 | 23.67% | 40.10% | N/A | N/A | N/A | +5.25% | 0.55 |
1433 | IDA | Idacorp Inc | $149.36 | $8.06B | 1.12 | Utilities - Regulated Electric | Utilities | +2.97% | 24.89 | 23.09 | 2.28 | -7.16% | 2.34% | 70 | +6.12% | $159 | +10.59% | 0.15 |
1434 | SNDR | Schneider National Inc - Class B | $37.75 | $6.70B | 1.12 | Trucking | Industrials | -13.11% | 65.81 | 42.73 | 4.36 | 5.37% | 1.00% | 60 | -3.13% | $37 | +13.63% | 0.94 |
1435 | TBBB | BBB Foods Inc - Class A | $39.85 | $4.74B | 1.12 | Discount Stores | Consumer Defensive | N/A | N/A | 163.93 | N/A | 2.04% | N/A | 79 | +9.28% | $44 | 0.00% | 0.61 |
1436 | TRN | Trinity Industries Inc | $36.77 | $2.87B | 1.12 | Railroads | Industrials | -3.62% | 32.07 | 20.08 | 0.69 | 11.77% | 3.30% | 50 | -4.81% | $35 | +11.16% | 0.94 |
1437 | BUSEP | First Busey Corp | $25.86 | $2.22B | 1.12 | Banks - Regional | Financial Services | +1.69% | 10.58 | N/A | 0.10 | 9.71% | 3.90% | N/A | N/A | N/A | 0.00% | 0.09 |
1438 | LTC | LTC Properties Inc | $41.77 | $2.10B | 1.12 | Reit - Healthcare Facilities | Real Estate | +16.50% | 16.98 | 12.45 | 0.61 | 6.52% | 5.42% | 56 | -0.81% | $41 | +8.04% | 0.13 |
1439 | SVACW | Spring Valley Acquisition Corp III Warrant | $1.80 | $866M | 1.12 | 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 |
1440 | CVEO | Civeo Corp | $34.99 | $386M | 1.12 | Lodging | Consumer Cyclical | N/A | N/A | 2000.00 | 191.60 | 0.51% | 1.76% | 75 | +8.60% | $38 | +13.61% | 0.74 |
1441 | MRBK | Meridian Corp | $19.79 | $236M | 1.12 | Banks - Regional | Financial Services | -7.75% | 10.74 | 9.74 | 0.37 | 3.11% | 2.61% | 87 | +16.22% | $23 | +14.32% | 0.72 |
1442 | LCUT | Lifetime Brands Inc | $8.48 | $197M | 1.12 | Furnishings, Fixtures & Appliances | Consumer Cyclical | N/A | N/A | 12.45 | N/A | 9.13% | 2.01% | 62 | +10.02% | $9.33 | -8.01% | 0.96 |
1443 | PODC | PodcastOne Inc | $3.65 | $105M | 1.12 | Internet Content & Information | Communication Services | N/A | N/A | 196.08 | N/A | 2.15% | N/A | 75 | +55.34% | $5.67 | 0.00% | 0.83 |
1444 | TENM | iShares Large Cap 10 Target Buffer Mar ETF | $26.96 | N/A | 1.12 | 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 |
1445 | SATLW | Satellogic Inc - Warrants (25/01/2027) | $0.43 | N/A | 1.12 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -15.89% | 2.15 |
1446 | NEWTG | NewtekOne Inc | $25.62 | N/A | 1.12 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.15% | N/A | N/A | N/A | 0.00% | 0.07 |
1447 | MTUL | UBS AG London Branch | $56.86 | N/A | 1.12 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +17.66% | N/A |
1448 | APLX | TRADR 2X LONG APLD DAILY ETF | $12.28 | N/A | 1.12 | 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 |
1449 | ANNAW | AleAnna Inc - Warrants (13/12/2029) | $0.25 | N/A | 1.12 | 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 |
1450 | MAR | Marriott International Inc - Class A | $364.47 | $98B | 1.11 | Lodging | Consumer Cyclical | +18.24% | 35.91 | 31.95 | 3.12 | 2.61% | 0.73% | 59 | +5.59% | $385 | +22.21% | 1.00 |