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 | (1,900 / 7,999 stocks) | +17.72% | 24.03 | 19.72 | 0.31 | 3.50% | 1.76% | +12.92% | +23.86% | 1.15 | ||||||||
1851 | CRML | Critical Metals Corp | $5.81 | $735M | 0.96 | Other Industrial Metals & Mining | Basic Materials | N/A | N/A | N/A | N/A | -3.76% | N/A | 75 | +186.42% | $18 | 0.00% | 1.79 |
1852 | NPCE | NeuroPace Inc | $14.81 | $494M | 0.96 | Medical Devices | Healthcare | N/A | N/A | N/A | N/A | -1.99% | N/A | 78 | +36.24% | $20 | -9.01% | 1.18 |
1853 | RNGR | Ranger Energy Services Inc - Class A | $15.71 | $385M | 0.96 | Oil & Gas Equipment & Services | Energy | +0.53% | 30.50 | 26.39 | N/A | 4.63% | 1.48% | 75 | +15.34% | $19 | +15.67% | 1.03 |
1854 | RMR | RMR Group Inc (The) - Class A | $20.02 | $337M | 0.96 | Real Estate Services | Real Estate | -22.95% | 16.01 | 19.42 | 0.09 | 28.25% | 8.85% | 66 | +4.85% | $21 | -1.97% | 0.49 |
1855 | FFNW | First Financial Northwest Inc | $22.56 | $208M | 0.96 | Banks - Regional | Financial Services | -35.53% | 196.79 | 11.39 | 1.96 | 0.34% | 2.30% | N/A | +1.95% | $23 | +25.84% | 0.16 |
1856 | ESSC | EVENTIDE SMALL CAP ETF | $30.50 | $196M | 0.96 | N/A | N/A | N/A | N/A | N/A | N/A | -0.51% | N/A | N/A | N/A | N/A | +24.88% | N/A |
1857 | SPRB | Spruce Biosciences Inc | $43.08 | $68M | 0.96 | Biotechnology | Healthcare | -12.70% | N/A | N/A | N/A | -43.18% | N/A | 78 | +235.63% | $151 | -42.51% | 1.60 |
1858 | MKDW | MKDWELL Tech Inc | $11.73 | $56M | 0.96 | Auto Parts | Consumer Cyclical | N/A | N/A | N/A | N/A | -3.09% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1859 | RMCO | Royalty Management Holding Corporation Class A Common Stock | $2.30 | $35M | 0.96 | Asset Management | Financial Services | N/A | N/A | N/A | N/A | 0.62% | 0.46% | N/A | N/A | N/A | 0.00% | 0.79 |
1860 | AIRJW | Montana Technologies Corp Wt Exp | $1.11 | $2.10M | 0.96 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.61 |
1861 | REMC | COLUMBIA RESEARCH ENHANCED MID CAP ETF | $22.59 | N/A | 0.96 | 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 |
1862 | WULX | Tradr 2X Long WULF Daily ETF | $23.77 | N/A | 0.96 | 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 |
1863 | ICR-P-A | InPoint Commercial Real Estate Income Inc | $22.50 | N/A | 0.96 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.17 |
1864 | EURKR | Eureka Acquisition Corp | $0.34 | N/A | 0.96 | 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 |
1865 | USOI | UBS AG London Branch | $45.24 | $198B | 0.95 | N/A | N/A | N/A | N/A | N/A | N/A | 19.24% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1866 | ROK | Rockwell Automation Inc | $462.16 | $51B | 0.95 | Specialty Industrial Machinery | Industrials | +7.65% | 42.85 | 31.55 | 1.20 | 2.44% | 1.16% | 63 | +2.81% | $474 | +10.85% | 1.25 |
1867 | PAG | Penske Automotive Group Inc | $217.35 | $14B | 0.95 | Auto & Truck Dealerships | Consumer Cyclical | +10.56% | 15.50 | 14.56 | 2.47 | 6.43% | 2.10% | 68 | -8.32% | $198 | +24.46% | 0.77 |
1868 | ZWS | Zurn Elkay Water Solutions Corp | $48.38 | $7.93B | 0.95 | Pollution & Treatment Controls | Industrials | +21.30% | 37.24 | 24.88 | 1.34 | 4.41% | 0.85% | 63 | +16.48% | $56 | +31.98% | 0.95 |
1869 | HWC | Hancock Whitney Corp | $76.20 | $6.20B | 0.95 | Banks - Regional | Financial Services | +19.95% | 15.45 | 10.09 | 1.76 | 8.57% | 1.17% | 72 | +8.09% | $82 | +14.87% | 1.08 |
1870 | AUB | Atlantic Union Bankshares Corp | $42.24 | $6B | 0.95 | Banks - Regional | Financial Services | +6.82% | 17.32 | 9.10 | 0.30 | 38.37% | 3.42% | 69 | +11.27% | $47 | +7.66% | 1.15 |
1871 | EFC-P-C | Ellington Financial Inc | $25.57 | $3.18B | 0.95 | N/A | N/A | -17.48% | 15.82 | N/A | 0.92 | -25.45% | N/A | N/A | N/A | N/A | 0.00% | 0.09 |
1872 | OXSQH | Oxford Square Capital Corp | $25 | $2.35B | 0.95 | N/A | N/A | N/A | N/A | N/A | N/A | -1.45% | 1.68% | N/A | N/A | N/A | 0.00% | 0.07 |
1873 | CODI-P-C | Compass Diversified Holdings 7.875 PRF PERPETUAL USD 25 Ser C | $22.03 | $1.65B | 0.95 | N/A | N/A | N/A | N/A | N/A | N/A | 0.61% | N/A | N/A | N/A | N/A | +5.12% | 0.22 |
1874 | HBT | HBT Financial Inc | $33.29 | $1.18B | 0.95 | Banks - Regional | Financial Services | +5.15% | 15.07 | N/A | N/A | 7.06% | 2.61% | 75 | +0.86% | $33 | +17.86% | 0.70 |
1875 | CAC | Camden National Corp | $54.63 | $907M | 0.95 | Banks - Regional | Financial Services | +1.36% | 11.38 | 10.25 | 0.23 | 8.51% | 3.10% | N/A | -0.65% | $53 | +8.15% | 0.82 |
1876 | CHMI-P-B | Cherry Hill Mortgage Investment Corporation | $23.95 | $876M | 0.95 | Other | N/A | -12.10% | 60.88 | N/A | N/A | 3.54% | N/A | N/A | N/A | N/A | +9.44% | 0.06 |
1877 | CSTL | Castle Biosciences Inc | $24.69 | $752M | 0.95 | Diagnostics & Research | Healthcare | -7.41% | N/A | N/A | N/A | 0.60% | N/A | 75 | +67.90% | $43 | -18.02% | 0.84 |
1878 | MCS | Marcus Corp | $23.82 | $729M | 0.95 | Entertainment | Communication Services | N/A | N/A | 35.34 | 4.11 | 5.14% | 1.31% | 80 | +1.98% | $24 | +9.63% | 0.67 |
1879 | XOMA | XOMA Royalty Corp | $40.17 | $700M | 0.95 | Biotechnology | Healthcare | +17.04% | 22.87 | 19.49 | N/A | 0.93% | N/A | N/A | N/A | N/A | +3.76% | N/A |
1880 | NGNE | Neoleukin Therapeutics Inc | $34.90 | $564M | 0.95 | Biotechnology | Healthcare | +11.24% | N/A | N/A | N/A | -14.76% | N/A | 75 | +129.72% | $82 | -25.99% | 1.89 |
1881 | LANDM | Gladstone Land Corp | $25.07 | $413M | 0.95 | Reit - Specialty | Real Estate | N/A | N/A | N/A | N/A | N/A | 2.23% | N/A | N/A | N/A | +4.37% | 0.02 |
1882 | GASS | StealthGas Inc | $8.83 | $329M | 0.95 | Marine Shipping | Industrials | +38.80% | 5.42 | 6.77 | 0.85 | 25.79% | N/A | 100 | +55.38% | $14 | +37.07% | 0.51 |
1883 | CIO | CITY OFFICE REIT, INC. | $6.99 | $282M | 0.95 | Reit - Office | Real Estate | N/A | N/A | 384.62 | N/A | 16.87% | 4.29% | N/A | N/A | N/A | -5.86% | N/A |
1884 | SHMD | SCHMID Group N.V. - Class A | $4.12 | $215M | 0.95 | Specialty Industrial Machinery | Industrials | N/A | N/A | 50.51 | N/A | 0.70% | N/A | N/A | N/A | N/A | 0.00% | 1.19 |
1885 | NNBR | NN Inc | $3.53 | $211M | 0.95 | Conglomerates | Industrials | N/A | N/A | 21.37 | N/A | -5.66% | N/A | 66 | +60.82% | $5.50 | -12.51% | 1.63 |
1886 | DIBS | 1stdibs.com Inc | $4.11 | $162M | 0.95 | Internet Content & Information | Communication Services | N/A | N/A | N/A | N/A | -1.37% | N/A | 75 | +69.49% | $7 | -28.54% | 0.74 |
1887 | BNR | Burning Rock Biotech Ltd | $9.22 | $64M | 0.95 | Diagnostics & Research | Healthcare | N/A | N/A | N/A | N/A | -20.77% | N/A | N/A | -55.32% | $4.03 | -49.18% | 0.96 |
1888 | SGTX | Sigilon Therapeutics Inc | $22.47 | $56M | 0.95 | N/A | N/A | N/A | N/A | N/A | N/A | -59.21% | N/A | N/A | N/A | N/A | -20.02% | N/A |
1889 | DBGIW | Digital Brands Group Inc - Warrants (01/05/2026) | $16 | $40M | 0.95 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -37.02% | N/A |
1890 | EONR | HNR Acquisition Corp | $0.54 | $20M | 0.95 | Oil & Gas E&p | Energy | N/A | 2.54 | N/A | N/A | -44.95% | N/A | N/A | +238.98% | $2 | 0.00% | N/A |
1891 | DDTD | Innovator Equity Dual Directional 10 Buffer ETF December | $20.31 | N/A | 0.95 | 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 |
1892 | ICPI | iShares 01 Year TIPS Bond ETF | $50.33 | N/A | 0.95 | 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 |
1893 | EUDAW | Euda Health Holdings Ltd - Warrants (17/11/2027) | $0.06 | N/A | 0.95 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.08 |
1894 | POWWP | AMMO Inc | $24.14 | N/A | 0.95 | Aerospace & Defense | Industrials | N/A | 85.06 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +5.70% | 0.21 |
1895 | ODFL | Old Dominion Freight Line Inc | $232.99 | $49B | 0.94 | Trucking | Industrials | +8.78% | 48.36 | 43.29 | 3.47 | 2.90% | 0.48% | 56 | +0.10% | $231 | +12.62% | 1.13 |
1896 | CF | CF Industries Holdings Inc | $125.11 | $20B | 0.94 | Agricultural Inputs | Basic Materials | +32.49% | 10.32 | 7.34 | 0.14 | 8.26% | 1.57% | 55 | -1.19% | $125 | +24.36% | 0.09 |
1897 | ORI | Old Republic International Corp | $42.29 | $10B | 0.94 | Insurance - Property & Casualty | Financial Services | +4.07% | 9.58 | 11.43 | 0.21 | 12.01% | 2.82% | 58 | -0.67% | $42 | +20.67% | 0.36 |
1898 | LNTH | Lantheus Holdings Inc | $104.82 | $6.81B | 0.94 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | 25.25 | 19.05 | 1.61 | 5.99% | N/A | 75 | +7.97% | $112 | +32.22% | 0.42 |
1899 | DX-P-C | Dynex Capital Inc | $25.57 | $5.39B | 0.94 | N/A | N/A | -36.70% | 16.29 | N/A | 0.19 | 3.42% | N/A | N/A | N/A | N/A | +7.81% | 0.03 |
1900 | GHC | Graham Holdings Co. - Class B | $1,153.83 | $4.95B | 0.94 | Conglomerates | Industrials | +2.97% | 16.95 | 20.12 | 0.18 | 5.56% | 0.63% | N/A | -13.48% | $990 | +12.88% | 0.78 |