Skip to main content

Want a detailed portfolio tracker?

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(1,750 / 7,999 stocks)+17.78%24.0419.660.313.39%1.76%+12.90%+24.10%1.16
1701
WYFIWhitefiber Inc$27.11$1.08B1.01Information Technology ServicesTechnologyN/AN/A3333.33N/A-31.20%N/A75+40.58%$380.00%4.31
1702
MFHMercurity Fintech Holding Inc$2.86$809M1.01Information Technology ServicesTechnologyN/AN/AN/AN/AN/AN/AN/AN/AN/A-7.00%N/A
1703
OXLCLOxford Lane Capital Corp$24.49$770M1.01N/AN/AN/AN/AN/AN/AN/A7.27%N/AN/AN/A+5.85%N/A
1704
ATXSAstria Therapeutics Inc$12.58$710M1.01BiotechnologyHealthcare+26.37%N/AN/AN/A-16.95%N/AN/AN/AN/A+5.16%N/A
1705
RSVRReservoir Media Inc$10.50$673M1.01EntertainmentCommunication ServicesN/A81.0714.7912.417.38%N/AN/A+23.81%$13+1.84%0.66
1706
PACKRanpak Holdings Corp - Class A$6.31$600M1.01Packaging & ContainersConsumer Cyclical+0.63%N/AN/AN/A4.80%N/A66+12.20%$7.08-24.66%2.01
1707
CHCTCommunity Healthcare Trust Inc$18.51$524M1.01Reit - Healthcare FacilitiesReal Estate-24.48%86.9237.31N/A10.65%10.00%68+4.00%$19-11.43%0.36
1708
AFRIForafric Global PLC$10.53$285M1.01Farm ProductsConsumer DefensiveN/AN/AN/AN/A-0.06%N/AN/AN/AN/A0.00%0.55
1709
EWCZEuropean Wax Center Inc - Class A$5.82$254M1.01Household & Personal ProductsConsumer DefensiveN/A28.99N/AN/A19.71%N/AN/AN/AN/A0.00%N/A
1710
CDChaince DigitalHoldings Inc$2.86$240M1.01Capital MarketsFinancial Services-51.87%N/AN/AN/A-1.00%N/AN/AN/AN/A-7.00%1.94
1711
NOVVNova Vision Acquisition Corp$37$73M1.01Shell CompaniesFinancial ServicesN/A0.00N/AN/AN/AN/AN/AN/AN/A0.00%0.16
1712
STAKStak Inc$1.32$55M1.01Oil & Gas Equipment & ServicesEnergyN/AN/AN/AN/A-9.02%N/AN/AN/AN/A0.00%N/A
1713
RYOJrYojbaba Co. Ltd$4.09$51M1.01Consulting ServicesIndustrialsN/A429.52N/AN/A1.34%N/AN/AN/AN/A0.00%0.18
1714
ATIFATIF Holdings Ltd$7.99$6.07M1.01N/AN/AN/AN/AN/AN/A-40.48%N/AN/AN/AN/A+14.99%N/A
1715
WAL-P-AWestern Alliance Bancorporation Depositary Shares Series A$24.18N/A1.01N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A0.00%0.27
1716
RDFNRedfin Corp$11.19N/A1.01N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A-28.06%N/A
1717
AONCWAmerican Oncology Network Inc - Warrants (20/09/2028)$0.84N/A1.01N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A+4.32%N/A
1718
TJXTJX Companies Inc$153.48$172B1.00Apparel RetailConsumer Cyclical+32.99%29.7629.851.403.19%1.13%73+15.73%$178+19.34%0.39
1719
COPConoco Phillips$120.21$145B1.00Oil & Gas E&pEnergy+19.60%17.0311.401.0012.36%2.76%73+17.07%$141+20.84%0.53
1720
VYLDJ P Morgan Chase & Co Inverse VIX ShortTerm Futures ETNs due March 22 2045$29.54$81B1.00N/AN/A+15.42%1.37N/A0.14N/AN/AN/AN/AN/A0.00%N/A
1721
JBLJabil Inc$321.97$33B1.00Electronic ComponentsTechnology+15.53%39.1720.000.713.91%0.10%75+37.11%$441+41.86%1.53
1722
PCSPGIM CORPORATE BOND 0-5 YEAR ETF $49.76$27B1.00N/AN/AN/AN/AN/AN/A2.99%N/AN/AN/AN/A+34.42%N/A
1723
ZTOZTO Express (Cayman) Inc$24.04$19B1.00Integrated Freight & LogisticsIndustrials+15.55%14.6812.521.715.07%2.86%79+21.09%$29-0.67%0.44
1724
PENPenumbra Inc$317.90$12B1.00Medical DevicesHealthcare+46.16%75.6162.894.071.71%N/A58+14.04%$363+3.60%0.52
1725
STSensata Technologies Holding Plc$45.62$6.69B1.00Scientific & Technical InstrumentsTechnology-31.72%124.8312.470.289.34%1.08%61+12.89%$52-2.57%1.73
1726
FIBKFirst Interstate BancSystem Inc$38.10$3.74B1.00Banks - RegionalFinancial Services+3.20%12.5313.000.277.54%4.82%50-1.89%$37+3.92%1.10
1727
HUBGHub Group Inc - Class A$49.22$3.07B1.00Integrated Freight & LogisticsIndustrials+7.98%29.2924.452.523.70%0.98%56-15.40%$42+9.27%1.04
1728
CSGSCSG Systems International Inc$80.69$2.30B1.00Software - ApplicationTechnology+5.24%36.2615.60N/A5.71%1.61%N/AN/AN/A+14.44%N/A
1729
CIMOChimera Investment Corp$25.46$2.12B1.00N/AN/AN/AN/AN/AN/A-2.57%6.07%N/AN/AN/A0.00%0.08
1730
HLXHelix Energy Solutions Group Inc$9.72$1.42B1.00Oil & Gas Equipment & ServicesEnergy-32.08%155.55113.6417.6712.82%N/AN/A+28.67%$13+17.11%1.17
1731
CUBBCustomers Bancorp Inc$22.48$750M1.00N/AN/A+9.91%2.65N/A0.0356.35%6.75%N/AN/AN/A+2.51%0.07
1732
ORNOrion Group Holdings Inc$12.92$532M1.00Engineering & ConstructionIndustrials-18.81%61.5434.130.18-0.37%N/A80+37.23%$18+17.41%1.54
1733
EBEventbrite Inc - Class A$4.51$453M1.00Internet Content & InformationCommunication Services-47.29%N/A14.60N/A3.89%N/AN/AN/AN/A-23.93%N/A
1734
BCARBank of the Carolinas CORP$10.36$303M1.00Shell CompaniesFinancial ServicesN/A53.98N/AN/A1.42%N/AN/AN/AN/A+138.48%0.11
1735
VACHVoyager Acquisition Corp - Class A$17.11$279M1.00Shell CompaniesFinancial ServicesN/A32.81N/A0.21-0.17%N/AN/AN/AN/A0.00%N/A
1736
VELOVelocity Acquisition Corp - Class A$10.11$276M1.00Computer HardwareTechnologyN/AN/AN/AN/A-13.29%N/A83+134.92%$24+0.54%4.09
1737
INFUInfuSystem Holdings Inc$8.89$180M1.00Medical DevicesHealthcare-15.59%22.9322.730.1412.77%N/A75+67.38%$15-13.96%1.12
1738
APYXApyx Medical Corp$3.83$164M1.00Medical DevicesHealthcare-11.61%N/A72.460.59-5.49%N/A81+72.32%$6.60-16.37%1.45
1739
DLTHDuluth Holdings Inc - Class B$4.20$153M1.00Apparel RetailConsumer Cyclical+68.41%N/A10.530.8338.65%N/AN/A+19.05%$5-24.38%1.39
1740
LEGT-ULegato Merger Corp III - Units (1 Ord & 1/2 War)$18$102M1.00N/AN/AN/A13.52N/AN/A-0.84%N/AN/AN/AN/A0.00%N/A
1741
KFFBKentucky First Federal Bancorp$5.18$43M1.00Banks - RegionalFinancial ServicesN/A34.5646.08N/A2.18%N/AN/AN/AN/A-3.06%0.06
1742
OESXOrion Energy Systems Inc$10.46$42M1.00Electrical Equipment & PartsIndustrialsN/AN/A63.691.62-3.99%N/AN/A+110.33%$22-26.90%0.38
1743
ANEBAnebulo Pharmaceuticals, Inc. Common Stock$0.30$12M1.00BiotechnologyHealthcareN/AN/AN/AN/A-47.38%N/AN/AN/AN/A-46.75%N/A
1744
CABRCaring Brands Inc$1.39$12M1.00Drug Manufacturers - Specialty & GenericHealthcareN/AN/AN/AN/A-12.21%N/AN/AN/AN/A0.00%0.57
1745
FVNNRFuture Vision II Acquisition Corporation Right$0.26$430K1.00N/AN/AN/A0.21N/AN/A-62.43%N/AN/AN/AN/A0.00%N/A
1746
NAMSWNewAmsterdam Pharma Company NV - Warrants (15/11/2027)$19.38N/A1.00N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A0.00%0.53
1747
ZTSTN/A$12,345N/A1.00OtherN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A+214.43%8.35
1748
XLKISelect Sector SPDR Trust The The Technology Premium Income Fund$25.82N/A1.00N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A0.00%N/A
1749
VOYXTradr 2X Long VOYG Daily ETF$14.21N/A1.00N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A0.00%N/A
1750
VHAQ-RViveon Health Acquisition Corp Rights each exchangeable into onetwentieth of a share of Common Stock$0.06N/A1.00N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A-23.72%N/A