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 | (1,500 / 7,999 stocks) | +17.69% | 26.11 | 19.95 | 0.31 | 3.28% | 1.73% | +12.89% | +24.49% | 1.17 | ||||||||
1451 | AFL | Aflac Inc | $124.32 | $63B | 1.11 | Insurance - Life | Financial Services | +6.75% | 19.66 | 14.53 | 1.18 | 4.65% | 1.90% | 51 | -5.83% | $117 | +21.15% | 0.35 |
1452 | DAL | Delta Air Lines Inc | $81.98 | $55B | 1.11 | Airlines | Industrials | -0.19% | 11.18 | 13.23 | 0.16 | 14.89% | 0.92% | 77 | +28.71% | $106 | +16.01% | 1.72 |
1453 | BKR | Baker Hughes Co - Class A | $56.09 | $46B | 1.11 | Oil & Gas Equipment & Services | Energy | N/A | 18.03 | 21.28 | 2.26 | 7.89% | 1.63% | 70 | +25.37% | $70 | +25.60% | 1.02 |
1454 | AEG | Aegon Ltd | $9.04 | $14B | 1.11 | Insurance - Diversified | Financial Services | +14.56% | 6.53 | 10.56 | 14.09 | -5.23% | 4.38% | 100 | +5.92% | $9.57 | +23.24% | 0.89 |
1455 | VMI | Valmont Industries Inc | $488.25 | $9.50B | 1.11 | Conglomerates | Industrials | +22.76% | 33.16 | 21.93 | 1.01 | 3.64% | 0.57% | 79 | +27.91% | $625 | +16.90% | 1.01 |
1456 | HASI | Hannon Armstrong Sustainable Infrastructure capital Inc | $38.35 | $4.85B | 1.11 | Asset Management | Financial Services | -19.82% | 80.22 | 12.76 | 1.28 | 4.54% | 4.39% | 78 | +28.47% | $49 | -2.69% | 0.71 |
1457 | DIOD | Diodes Inc | $92.74 | $4.36B | 1.11 | Semiconductors | Technology | -5.71% | 51.26 | 12.47 | 0.22 | 2.95% | N/A | 75 | +39.64% | $130 | +3.74% | 1.91 |
1458 | ZGN | Ermenegildo Zegna N.V. | $13.81 | $3.70B | 1.11 | Apparel Manufacturing | Consumer Cyclical | +38.20% | 18.29 | 33.78 | N/A | 13.20% | 0.84% | 70 | -0.80% | $14 | 0.00% | 1.14 |
1459 | QURE | uniQure N.V. | $39.43 | $2.55B | 1.11 | Biotechnology | Healthcare | +2.11% | N/A | 27.93 | N/A | -6.78% | N/A | 75 | +64.49% | $65 | +8.68% | 1.00 |
1460 | XERS | Xeris Biopharma Holdings Inc | $8.41 | $1.45B | 1.11 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | 117.36 | 109.89 | N/A | 3.36% | N/A | 75 | +34.24% | $11 | +20.14% | 1.01 |
1461 | PSNL | Personalis Inc | $12.22 | $1.31B | 1.11 | Diagnostics & Research | Healthcare | -3.14% | N/A | N/A | N/A | -6.48% | N/A | 75 | +13.58% | $14 | -10.70% | 2.31 |
1462 | GAIN | Gladstone Investment Corporation | $16.02 | $649M | 1.11 | Asset Management | Financial Services | N/A | 3.50 | 16.98 | 0.02 | -15.65% | 5.89% | N/A | +5.06% | $17 | +15.61% | 0.64 |
1463 | OIS | Oil States International Inc | $8.68 | $526M | 1.11 | Oil & Gas Equipment & Services | Energy | +7.60% | N/A | 19.19 | 1.01 | 17.87% | N/A | 75 | +29.61% | $11 | +7.95% | 1.43 |
1464 | RCKY | Rocky Brands Inc | $40.10 | $311M | 1.11 | Footwear & Accessories | Consumer Cyclical | -5.76% | 16.61 | 11.72 | 0.49 | 3.20% | 1.51% | N/A | +32.17% | $53 | -2.78% | 1.26 |
1465 | ESCA | Escalade Inc | $18.69 | $264M | 1.11 | Leisure | Consumer Cyclical | -6.75% | 17.09 | 15.77 | 1.39 | 11.56% | 3.12% | N/A | +28.41% | $24 | -0.43% | 0.86 |
1466 | FGNXP | Fundamental Global Inc | $25.25 | $165M | 1.11 | Asset Management | Financial Services | N/A | N/A | N/A | N/A | -5.80% | N/A | N/A | N/A | N/A | +11.36% | 0.11 |
1467 | TLNCU | Talon Capital Corp - Units (1 Ord Cls A & 1/3 War) | $11 | $83M | 1.11 | N/A | N/A | N/A | N/A | N/A | N/A | -0.56% | N/A | N/A | N/A | N/A | 0.00% | 0.03 |
1468 | PXS | Pyxis Tankers Inc | $4.53 | $47M | 1.11 | Oil & Gas Midstream | Energy | N/A | 23.43 | 4.44 | N/A | 29.12% | N/A | N/A | +120.75% | $10 | +10.01% | 0.50 |
1469 | VACI-WS | Viking Acquisition Corp I Warrants to purchase one Class A Ordinary Share | $0.72 | N/A | 1.11 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.99 |
1470 | GLIX | Lazard Listed Infrastructure ETF | $27.92 | N/A | 1.11 | 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 |
1471 | RFM | RiverNorth Flexible Municipal Income Fund Inc | $14.67 | N/A | 1.11 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -1.92% | N/A |
1472 | NWG | NatWest Group Plc | $17.86 | $67B | 1.10 | Banks - Regional | Financial Services | N/A | 8.69 | 10.02 | 0.23 | 24.64% | 4.83% | 87 | +14.67% | $20 | +34.60% | 1.05 |
1473 | ALL | Allstate Corp (The) | $254.60 | $65B | 1.10 | Insurance - Property & Casualty | Financial Services | +31.55% | 5.41 | 9.95 | 0.03 | 17.75% | 1.61% | 60 | +0.02% | $255 | +17.25% | 0.28 |
1474 | D | Dominion Energy Inc | $71.43 | $63B | 1.10 | Utilities - Regulated Electric | Utilities | +6.60% | 20.78 | 19.49 | 0.49 | 8.10% | 3.82% | 54 | -1.30% | $71 | +3.44% | 0.19 |
1475 | DVN | Devon Energy Corp | $45.30 | $55B | 1.10 | Oil & Gas E&p | Energy | -6.52% | 25.84 | 8.23 | 2.93 | 11.62% | 2.18% | 76 | +31.03% | $59 | +17.41% | 0.78 |
1476 | ABEV | Ambev S.A. | $3.10 | $49B | 1.10 | Beverages - Brewers | Consumer Defensive | +4.22% | 16.91 | 15.43 | 0.96 | 8.36% | 5.44% | 56 | +8.56% | $3.36 | +5.28% | 0.41 |
1477 | BBD | Banco Bradesco S.A. | $3.66 | $40B | 1.10 | Banks - Regional | Financial Services | +4.08% | 9.27 | 9.25 | 0.31 | -13.38% | 34.90% | 70 | +20.38% | $4.40 | +4.80% | 0.70 |
1478 | Q | Qnity Electronics Inc | $138.66 | $29B | 1.10 | Semiconductor Equipment & Materials | Technology | N/A | 39.89 | 34.72 | 2.30 | 6.53% | 0.10% | 75 | +26.03% | $175 | 0.00% | 2.76 |
1479 | AER | Aercap Holdings N.V. | $148.53 | $25B | 1.10 | Rental & Leasing Services | Industrials | N/A | 6.70 | 8.37 | 0.07 | 21.46% | 1.06% | 78 | +15.05% | $171 | +23.81% | 0.88 |
1480 | NVMI | Nova Ltd | $455.37 | $14B | 1.10 | Semiconductor Equipment & Materials | Technology | +36.84% | 55.71 | 42.19 | 1.86 | 1.51% | N/A | 78 | +32.50% | $603 | +36.11% | 2.10 |
1481 | PCVX | Vaxcyte Inc | $55.64 | $8.08B | 1.10 | Biotechnology | Healthcare | +33.90% | N/A | N/A | N/A | -9.66% | N/A | 75 | +95.90% | $109 | +19.83% | 0.74 |
1482 | CHEF | Chefs` Warehouse Inc | $94.48 | $3.83B | 1.10 | Food Distribution | Consumer Defensive | N/A | 48.13 | 29.33 | 2.14 | 3.08% | N/A | 75 | +8.43% | $102 | +29.08% | 0.75 |
1483 | HMN | Horace Mann Educators Corp | $51.31 | $2.10B | 1.10 | Insurance - Property & Casualty | Financial Services | +3.20% | 12.65 | 9.25 | 0.11 | 22.56% | 2.73% | 66 | +1.34% | $52 | +9.64% | 0.31 |
1484 | ASTH | Apollo Medical Holdings Inc | $40.99 | $2.05B | 1.10 | Medical Care Facilities | Healthcare | -8.24% | 67.98 | 23.04 | N/A | 7.55% | N/A | 77 | +20.35% | $49 | -18.33% | 0.61 |
1485 | FMBH | First Mid Bancshares Inc | $50.05 | $1.29B | 1.10 | Banks - Regional | Financial Services | +10.74% | 12.47 | 12.05 | 0.81 | 7.84% | 2.01% | 71 | +1.32% | $51 | +8.11% | 0.76 |
1486 | CCF | Chase Corp | $127.49 | $1.21B | 1.10 | N/A | N/A | -5.31% | 36.32 | N/A | N/A | 5.56% | N/A | N/A | N/A | N/A | +3.15% | N/A |
1487 | OLMA | Olema Pharmaceuticals Inc | $11.74 | $1B | 1.10 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -14.82% | N/A | 77 | +246.68% | $41 | -14.58% | 0.71 |
1488 | OMER | Omeros Corporation | $10.28 | $708M | 1.10 | Biotechnology | Healthcare | N/A | 8.79 | 58.14 | 0.81 | -13.38% | N/A | 58 | +221.01% | $33 | -6.24% | 1.37 |
1489 | SLN | Silence Therapeutics Plc | $11.45 | $559M | 1.10 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -11.74% | N/A | 71 | +154.76% | $29 | -14.47% | 0.91 |
1490 | SFST | Southern First Bancshares Inc | $60.55 | $547M | 1.10 | Banks - Regional | Financial Services | +5.13% | 15.58 | 18.62 | 0.17 | 6.02% | N/A | 75 | +9.83% | $67 | +3.89% | 0.82 |
1491 | RLGT | Radiant Logistics Inc | $8.84 | $424M | 1.10 | Integrated Freight & Logistics | Industrials | +0.75% | 26.30 | 11.68 | 4.11 | 6.65% | N/A | 75 | +15.95% | $10 | +7.63% | 0.97 |
1492 | QUAD | Quad/Graphics Inc - Class A | $8.30 | $408M | 1.10 | Specialty Business Services | Industrials | N/A | 18.45 | 7.17 | 0.84 | 10.79% | 3.77% | 83 | +19.64% | $9.93 | +19.70% | 0.86 |
1493 | NREF | NexPoint Real Estate Finance Inc | $16.40 | $313M | 1.10 | Reit - Mortgage | Real Estate | -12.48% | 2.52 | N/A | 0.05 | 5.20% | 12.00% | 50 | -5.49% | $16 | +10.28% | 0.53 |
1494 | IMPP | Imperial Petroleum Inc | $4.86 | $215M | 1.10 | Oil & Gas Midstream | Energy | N/A | 4.30 | N/A | N/A | 37.61% | N/A | N/A | +85.19% | $9 | 0.00% | 0.43 |
1495 | ARMP | Armata Pharmaceuticals Inc | $5.23 | $191M | 1.10 | Biotechnology | Healthcare | +46.80% | N/A | N/A | N/A | -12.83% | N/A | 75 | +234.61% | $18 | +5.51% | 0.06 |
1496 | ELWS | Earlyworks Co Ltd | $3.70 | $58M | 1.10 | Software - Application | Technology | N/A | N/A | N/A | N/A | -2.31% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1497 | TXMD | TherapeuticsMD Inc | $2.06 | $23M | 1.10 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | 130.61 | 2.33 | N/A | N/A | N/A | N/A | +142.72% | $5 | -47.57% | 0.59 |
1498 | RAAA | RECKONER LEVERAGED AAA CLO ETF | $25.09 | N/A | 1.10 | 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 |
1499 | HT-P-E | Hersha Hospitality Trust | $25.10 | N/A | 1.10 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.94% | N/A |
1500 | CRWD | Crowdstrike Holdings Inc - Class A | $183.42 | $191B | 1.09 | Software - Infrastructure | Technology | N/A | N/A | 156.25 | 6.22 | 0.79% | N/A | 73 | +4.05% | $191 | +22.23% | 1.50 |