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 | (1,700 / 7,999 stocks) | +17.71% | 24.88 | 19.68 | 0.31 | 3.36% | 1.76% | +12.85% | +24.19% | 1.16 | ||||||||
1651 | AMN | AMN Healthcare Services Inc | $33.08 | $1.32B | 1.03 | Medical Care Facilities | Healthcare | N/A | N/A | 26.18 | 1.71 | 53.41% | N/A | 55 | -3.69% | $32 | -19.60% | 0.85 |
1652 | GOLD | Gold.com Inc | $39.52 | $1.14B | 1.03 | Capital Markets | Financial Services | -10.81% | 13.68 | 11.44 | 0.18 | 18.09% | 2.00% | 81 | +66.50% | $66 | 0.00% | 1.79 |
1653 | PSTX | Poseida Therapeutics Inc | $9.50 | $933M | 1.03 | N/A | N/A | N/A | N/A | N/A | N/A | -1.84% | N/A | N/A | N/A | N/A | +1.94% | N/A |
1654 | CHMI-P-A | Cherry Hill Mortgage Investment Corporation | $22.22 | $822M | 1.03 | N/A | N/A | -12.10% | 57.09 | N/A | N/A | 3.78% | N/A | N/A | N/A | N/A | +6.31% | 0.18 |
1655 | ANGO | Angiodynamic Inc | $13.44 | $576M | 1.03 | Medical Instruments & Supplies | Healthcare | +1.50% | N/A | 96.15 | N/A | 0.09% | N/A | 75 | +48.81% | $20 | -12.47% | 1.03 |
1656 | ZEUS | Olympic Steel Inc | $47.86 | $562M | 1.03 | Steel | Basic Materials | -19.83% | 44.43 | 16.92 | 0.46 | 7.46% | 1.32% | N/A | -20.60% | $38 | +11.83% | 1.00 |
1657 | WILC | G. Willi-Food International Ltd | $29.60 | $420M | 1.03 | Food Distribution | Consumer Defensive | N/A | 15.27 | 7.72 | 1.26 | 3.52% | 3.08% | N/A | -66.22% | $10 | +13.83% | 0.50 |
1658 | ONTF | ON24, Inc. | $8.10 | $345M | 1.03 | Software - Application | Technology | N/A | N/A | 101.01 | N/A | 1.15% | N/A | N/A | N/A | N/A | -22.91% | N/A |
1659 | SVCO | Silvaco Group Inc | $7.98 | $266M | 1.03 | Software - Application | Technology | N/A | N/A | 294.12 | N/A | -16.64% | N/A | N/A | +90.10% | $15 | 0.00% | 1.59 |
1660 | NINE | Nine Energy Service Inc | $12.20 | $166M | 1.03 | Oil & Gas Equipment & Services | Energy | -17.69% | N/A | 4.92 | N/A | -11.98% | N/A | N/A | +14.75% | $14 | +36.13% | 7.87 |
1661 | MEOA | Minority Equality Opportunities Acquisition Inc - Class A | $26.54 | $114M | 1.03 | N/A | N/A | N/A | 9636.73 | N/A | N/A | -0.94% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1662 | CLXT | Calyxt Inc | $6.30 | $47M | 1.03 | N/A | N/A | N/A | N/A | N/A | N/A | -34.54% | N/A | N/A | N/A | N/A | -30.08% | N/A |
1663 | CHEK | Check-Cap Ltd | $1.61 | $9.42M | 1.03 | Diagnostics & Research | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -40.94% | N/A |
1664 | SBU | Leverage Shares 2X Long SBUX Daily ETF | $19.97 | N/A | 1.03 | 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 |
1665 | SEAL-P-A | Seapeak LLC | $25.60 | N/A | 1.03 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +9.44% | 0.03 |
1666 | QULL | UBS AG London Branch | $64.91 | N/A | 1.03 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +13.62% | N/A |
1667 | MOBXW | Mobix Labs Inc - Warrants (16/07/2021) | $0.08 | N/A | 1.03 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.30 |
1668 | HT-P-D | Hersha Hospitality Trust | $25.09 | N/A | 1.03 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.92% | N/A |
1669 | ASND | Ascendis Pharma A/S | $252.66 | $16B | 1.02 | Biotechnology | Healthcare | N/A | 28.22 | 16.03 | N/A | 0.31% | N/A | 80 | +19.82% | $303 | +16.92% | 0.45 |
1670 | MUSA | Murphy USA Inc | $622.75 | $11B | 1.02 | Specialty Retail | Consumer Cyclical | +42.26% | 25.42 | 22.08 | 1.51 | 8.79% | 0.37% | 61 | -0.33% | $621 | +34.75% | 0.04 |
1671 | RAL | RALSTON PURINA CO | $70.33 | $7.85B | 1.02 | Electronic Components | Technology | N/A | N/A | 37.59 | N/A | 3.85% | 0.21% | 61 | +1.21% | $71 | 0.00% | 1.60 |
1672 | SBRA | Sabra Healthcare REIT Inc | $22.03 | $5.54B | 1.02 | Reit - Healthcare Facilities | Real Estate | -0.54% | 34.67 | 32.15 | 5.18 | 6.62% | 5.46% | 56 | +2.13% | $23 | +12.25% | 0.07 |
1673 | TDW | Tidewater Inc - New | $77.44 | $3.83B | 1.02 | Oil & Gas Equipment & Services | Energy | N/A | 12.80 | 36.36 | 0.17 | 7.36% | N/A | 62 | +11.79% | $87 | +47.43% | 1.07 |
1674 | NYAX | Nayax Ltd | $67.89 | $2.83B | 1.02 | Software - Infrastructure | Technology | N/A | 86.35 | 86.96 | 0.25 | 1.36% | N/A | 65 | +15.92% | $79 | 0.00% | 0.64 |
1675 | CLDX | Celldex Therapeutics Inc | $35.42 | $2.31B | 1.02 | Biotechnology | Healthcare | +21.48% | N/A | N/A | N/A | -9.77% | N/A | 76 | +64.31% | $58 | -3.62% | 1.19 |
1676 | PMTU | Pennymac Mortgage Investment Trust | $25.69 | $2.23B | 1.02 | N/A | N/A | -25.74% | 15.58 | N/A | 0.99 | N/A | 2.32% | N/A | N/A | N/A | 0.00% | 0.03 |
1677 | ASTE | Astec Industries Inc | $56.22 | $1.29B | 1.02 | Farm & Heavy Construction Machinery | Industrials | -5.52% | 49.73 | 13.70 | 0.72 | 2.85% | 0.95% | 75 | +28.96% | $73 | +0.09% | 1.21 |
1678 | CEVA | Ceva Inc | $38.76 | $1.12B | 1.02 | Semiconductors | Technology | +16.60% | N/A | 80.00 | N/A | -0.52% | N/A | 75 | +29.00% | $50 | -2.46% | 2.36 |
1679 | METCI | Ramaco Resources Inc | $25.18 | $1.12B | 1.02 | N/A | N/A | +56.12% | 16.77 | N/A | N/A | -5.26% | 0.27% | N/A | N/A | N/A | 0.00% | N/A |
1680 | TEN-P-F | Tsakos Energy Navigation Ltd | $27.34 | $828M | 1.02 | N/A | N/A | +32.30% | 5.14 | N/A | N/A | 35.96% | N/A | N/A | N/A | N/A | +11.53% | 0.09 |
1681 | GFR | Greenfire Resources Ltd | $6.63 | $737M | 1.02 | Oil & Gas E&p | Energy | N/A | 4.74 | 40.65 | 0.02 | N/A | N/A | 75 | -13.27% | $5.75 | 0.00% | 0.62 |
1682 | WRN | Western Copper & Gold Corp | $2.15 | $475M | 1.02 | Other Industrial Metals & Mining | Basic Materials | +3.69% | N/A | 6.69 | 1.34 | -3.62% | N/A | 85 | +163.72% | $5.67 | +4.20% | 0.96 |
1683 | VGZ | Vista Gold Corp | $1.71 | $254M | 1.02 | Gold | Basic Materials | N/A | N/A | 6.75 | N/A | -2.97% | N/A | N/A | +163.16% | $4.50 | +13.52% | 0.83 |
1684 | NERV | Minerva Neurosciences Inc | $4.45 | $194M | 1.02 | Biotechnology | Healthcare | N/A | N/A | 11.21 | N/A | -7.65% | N/A | 66 | +113.48% | $9.50 | -22.11% | 0.76 |
1685 | CAMP | CAMP4 Therapeutics Corp | $3.01 | $161M | 1.02 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -16.25% | N/A | 82 | +185.05% | $8.58 | 0.00% | 1.22 |
1686 | IMDX | Insight Molecular Diagnostics Inc | $4.96 | $161M | 1.02 | Diagnostics & Research | Healthcare | -25.97% | N/A | N/A | N/A | -17.04% | N/A | 68 | +67.94% | $8.33 | -46.00% | 0.80 |
1687 | CPSH | CPS Technologies Corporation | $4.72 | $84M | 1.02 | Electronic Components | Technology | -44.66% | 800.03 | 116.28 | N/A | 0.11% | N/A | N/A | +16.53% | $5.50 | -7.71% | 0.77 |
1688 | OPHC | Optimumbank Holdings Inc | $5.98 | $74M | 1.02 | Banks - Regional | Financial Services | N/A | 4.12 | 6.10 | 0.49 | 29.10% | N/A | 66 | +19.90% | $7.17 | -0.88% | 0.36 |
1689 | SOGP | Sound Group Inc | $11.15 | $44M | 1.02 | Internet Content & Information | Communication Services | N/A | 82.94 | N/A | N/A | 0.00% | 4.39% | N/A | N/A | N/A | -23.46% | 1.19 |
1690 | PRPO | Precipio Inc | $22.88 | $42M | 1.02 | Diagnostics & Research | Healthcare | -45.62% | N/A | 15.43 | N/A | 1.33% | N/A | N/A | -16.96% | $19 | -17.65% | 0.77 |
1691 | EVOK | Evoke Pharma Inc | $11 | $19M | 1.02 | Drug Manufacturers - Specialty & Generic | Healthcare | -45.26% | N/A | N/A | N/A | -17.55% | N/A | N/A | N/A | N/A | -42.06% | N/A |
1692 | YMAT | J-Star Holding Co Ltd - Class A | $1.95 | $8.27M | 1.02 | Specialty Chemicals | Basic Materials | N/A | N/A | N/A | N/A | -42.89% | N/A | N/A | N/A | N/A | 0.00% | 3.18 |
1693 | LTRY | Lottery.com Inc | $1.37 | $3.98M | 1.02 | N/A | N/A | N/A | N/A | N/A | N/A | -58.27% | N/A | N/A | N/A | N/A | -63.89% | N/A |
1694 | BALQ | iShares Nasdaq Premium Income Active ETF | $54.17 | N/A | 1.02 | 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 |
1695 | MITT-P-C | AG Mortgage Investment Trust Inc | $24.97 | N/A | 1.02 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +10.49% | 0.15 |
1696 | JCI | Johnson Controls International plc | $143.29 | $83B | 1.01 | Building Products & Equipment | Industrials | -11.02% | 37.24 | 24.45 | 0.58 | 0.69% | 1.11% | 59 | +8.69% | $156 | +17.43% | 1.15 |
1697 | AIT | Applied Industrial Technologies Inc | $343.99 | $13B | 1.01 | Industrial Distribution | Industrials | +24.82% | 32.52 | 29.15 | 3.96 | 3.67% | 0.55% | 68 | +4.51% | $360 | +32.60% | 1.17 |
1698 | BRC | Brady Corp - Class A | $93.61 | $4.43B | 1.01 | Security & Protection Services | Industrials | +12.27% | 20.89 | 15.36 | 1.15 | 4.10% | 1.04% | 75 | +8.43% | $102 | +13.31% | 0.61 |
1699 | SKE | Skeena Resources Ltd | $26.90 | $3.43B | 1.01 | Other Industrial Metals & Mining | Basic Materials | +6.07% | N/A | N/A | N/A | -7.91% | N/A | N/A | N/A | N/A | +17.21% | 0.84 |
1700 | QCRH | QCR Holding Inc | $97.43 | $1.59B | 1.01 | Banks - Regional | Financial Services | +13.59% | 11.96 | 12.20 | 0.59 | 22.59% | 0.29% | 85 | +4.69% | $102 | +16.31% | 0.78 |