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 | (1,950 / 7,999 stocks) | +17.67% | 23.97 | 19.68 | 0.31 | 3.50% | 1.76% | +12.93% | +23.78% | 1.14 | ||||||||
1901 | REVG | REV Group, Inc. | $63.90 | $3.12B | 0.94 | Farm & Heavy Construction Machinery | Industrials | N/A | 33.11 | 28.17 | 0.95 | 6.09% | 0.37% | N/A | +11.11% | $71 | +39.06% | 1.02 |
1902 | WAFD | WaFd Inc | $36.73 | $2.71B | 0.94 | Banks - Regional | Financial Services | +9.98% | 11.18 | 13.55 | 0.69 | 7.99% | 1.46% | 50 | +6.21% | $39 | +6.31% | 0.85 |
1903 | IOVA | Iovance Biotherapeutics Inc | $4.99 | $2.27B | 0.94 | Biotechnology | Healthcare | -12.60% | N/A | N/A | N/A | -13.47% | N/A | 75 | +71.54% | $8.80 | -25.96% | 1.64 |
1904 | BLFS | Biolife Solutions Inc | $29.98 | $1.52B | 0.94 | Medical Instruments & Supplies | Healthcare | -39.39% | N/A | 263.16 | 65.38 | 0.54% | N/A | 77 | +4.35% | $32 | -8.00% | 1.35 |
1905 | MAZE | Maze Therapeutics Inc | $27.68 | $1.42B | 0.94 | Biotechnology | Healthcare | N/A | N/A | 8.53 | N/A | -8.62% | N/A | 77 | +125.89% | $63 | 0.00% | 0.88 |
1906 | WLFC | Willis Lease Finance Corp | $69.05 | $1.35B | 0.94 | Rental & Leasing Services | Industrials | +14.41% | 10.63 | 6.91 | 0.55 | 20.15% | 0.66% | N/A | +11.62% | $75 | +37.89% | 1.42 |
1907 | SLSR | Solaris Resources Inc. | $7.66 | $1.30B | 0.94 | Other Precious Metals & Mining | Basic Materials | N/A | N/A | N/A | N/A | 3.81% | N/A | 82 | +134.99% | $18 | -6.11% | 1.36 |
1908 | CAPR | Capricor Therapeutics Inc | $19.70 | $1.09B | 0.94 | Biotechnology | Healthcare | +22.65% | N/A | 78.74 | N/A | -9.15% | N/A | 80 | +170.30% | $54 | +32.48% | 1.43 |
1909 | ASM | Avino Silver & Gold Mines Ltd | $5.63 | $1.09B | 0.94 | Other Precious Metals & Mining | Basic Materials | N/A | 28.10 | 15.55 | 0.19 | 1.17% | N/A | 68 | +86.81% | $11 | +41.85% | 1.84 |
1910 | EQBK | Equity Bancshares Inc - Class A | $50.29 | $1.05B | 0.94 | Banks - Regional | Financial Services | -7.14% | 50.62 | 10.38 | 1.69 | 2.80% | 1.43% | 64 | +10.74% | $55 | +12.04% | 0.70 |
1911 | VLRS | Controladora Vuela Cia De Aviacion | $7.62 | $902M | 0.94 | Airlines | Industrials | +167.51% | N/A | 36.36 | N/A | 4.34% | N/A | 61 | +24.34% | $9.40 | -19.43% | 1.19 |
1912 | UAMY | United States Antimony Corp | $5.17 | $839M | 0.94 | Other Industrial Metals & Mining | Basic Materials | +22.10% | N/A | 61.35 | N/A | -7.09% | N/A | 75 | +127.95% | $13 | +43.68% | 2.04 |
1913 | PHLT | Performant Healthcare Inc | $7.75 | $626M | 0.94 | Health Information Services | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +11.73% | N/A |
1914 | DHIL | Diamond Hill Investment Group Inc - Class A | $174.99 | $473M | 0.94 | Asset Management | Financial Services | +8.01% | 9.81 | 21.83 | 0.73 | -1.91% | 3.43% | N/A | N/A | N/A | +7.55% | N/A |
1915 | FRBNU | Forbion European Acquisition Corp - Units (1 Ord Share Class A & 1/3 War) | $20 | $316M | 0.94 | N/A | N/A | N/A | N/A | N/A | N/A | -0.64% | N/A | N/A | N/A | N/A | 0.00% | N/A |
1916 | DBI | Designer Brands Inc - Class A | $5.46 | $290M | 0.94 | Footwear & Accessories | Consumer Cyclical | -21.07% | 23.90 | 9.51 | 2.34 | 25.46% | 3.47% | N/A | +44.72% | $7.75 | -15.79% | 1.77 |
1917 | PEPG | PepGen Inc | $1.93 | $135M | 0.94 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -57.20% | N/A | 64 | +388.10% | $10 | 0.00% | 0.78 |
1918 | VRA | Vera Bradley Inc | $3.69 | $109M | 0.94 | Footwear & Accessories | Consumer Cyclical | +11.33% | 3.43 | 69.44 | 1.15 | 0.85% | N/A | 50 | +8.70% | $4 | -19.51% | 1.35 |
1919 | GIBO | GIBO Holdings Ltd | $30.60 | $106M | 0.94 | Internet Content & Information | Communication Services | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 5.07 |
1920 | SOTK | Sono-Tek Corp | $5.19 | $88M | 0.94 | Scientific & Technical Instruments | Technology | +8.33% | 42.60 | N/A | 0.95 | 6.66% | N/A | 62 | +42.86% | $7.50 | +10.27% | 0.36 |
1921 | FSEA | First Seacoast Bancorp Inc | $16.90 | $79M | 0.94 | Banks - Regional | Financial Services | N/A | N/A | N/A | N/A | -0.02% | N/A | N/A | N/A | N/A | +8.02% | 0.27 |
1922 | LMNL | Liminal Biosciences Inc | $8.50 | N/A | 0.94 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -23.67% | N/A |
1923 | IDYN | INNERDYNE INC | $29.91 | N/A | 0.94 | 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 |
1924 | EGHAR | EGH Acquisition Corp | $0.39 | N/A | 0.94 | 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 |
1925 | AQNA | Algonquin Power & Utilities Corp | $25.10 | N/A | 0.94 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +1.03% | N/A |
1926 | TGT | Target Corp | $136.78 | $63B | 0.93 | Discount Stores | Consumer Defensive | -9.28% | 18.13 | 16.98 | 2.57 | 4.84% | 3.28% | 55 | -0.36% | $134 | -9.71% | 0.78 |
1927 | OXY | Occidental Petroleum Corp | $57.30 | $57B | 0.93 | Oil & Gas E&p | Energy | N/A | 11.89 | 10.13 | 0.28 | 6.30% | 1.73% | 57 | +11.56% | $64 | +18.32% | 0.54 |
1928 | CNP | Centerpoint Energy Inc | $44.57 | $29B | 0.93 | Utilities - Regulated Electric | Utilities | N/A | 25.83 | 22.42 | 2.14 | -9.08% | 2.07% | 62 | +4.91% | $46 | +14.77% | 0.12 |
1929 | RRX | Regal Rexnord Corp | $212.74 | $14B | 0.93 | Specialty Industrial Machinery | Industrials | -3.65% | 49.81 | 19.96 | 2.23 | 5.63% | 0.66% | 75 | +21.48% | $260 | +12.13% | 1.66 |
1930 | WBS | Webster Financial Corp | $76.09 | $12B | 0.93 | Banks - Regional | Financial Services | +14.90% | 12.28 | 11.76 | 0.34 | 9.67% | 2.09% | 53 | -1.10% | $75 | +13.23% | 1.28 |
1931 | SWX | Southwest Gas Holdings Inc | $93.07 | $6.72B | 0.93 | Utilities - Regulated Gas | Utilities | +5.85% | 14.45 | 22.52 | 0.14 | -5.98% | 2.69% | 77 | +8.05% | $101 | +9.35% | 0.28 |
1932 | PLAB | Photronics Inc | $30.33 | $1.82B | 0.93 | Semiconductor Equipment & Materials | Technology | +37.05% | 11.36 | 13.26 | 0.27 | 5.30% | N/A | 75 | +36.81% | $42 | +18.38% | 1.99 |
1933 | CODI-P-B | Compass Diversified Holdings | $22.08 | $1.69B | 0.93 | Other | N/A | N/A | N/A | N/A | N/A | 0.60% | N/A | N/A | N/A | N/A | +4.71% | 0.23 |
1934 | VET | Vermilion Energy Inc | $11.26 | $1.68B | 0.93 | Oil & Gas E&p | Energy | N/A | N/A | 82.64 | N/A | 12.82% | 5.15% | 65 | +142.35% | $27 | +12.93% | 1.02 |
1935 | PGRE | PARAMOUNT GROUP, INC. | $6.60 | $1.46B | 0.93 | Reit - Office | Real Estate | +10.84% | N/A | N/A | N/A | 11.70% | N/A | N/A | N/A | N/A | -5.65% | N/A |
1936 | ARGD | Argo Group US, Inc. 6.500% Senior Notes due 2042 | $24.99 | $879M | 0.93 | Other | N/A | N/A | N/A | N/A | N/A | -8.55% | 6.33% | N/A | N/A | N/A | +5.13% | N/A |
1937 | REPX | Riley Exploration Permian Inc | $35.48 | $755M | 0.93 | Oil & Gas E&p | Energy | N/A | 625.37 | 5.32 | 2.84 | 27.73% | 4.48% | 75 | +33.22% | $48 | +17.58% | 1.00 |
1938 | EBF | Ennis Inc | $21.60 | $539M | 0.93 | Business Equipment & Supplies | Industrials | +2.49% | 12.48 | 12.42 | 1.58 | 12.24% | 4.71% | N/A | +12.52% | $24 | +9.38% | 0.41 |
1939 | FRST | Primis Financial Corp | $15.34 | $390M | 0.93 | Banks - Regional | Financial Services | +4.24% | 8.43 | 7.23 | 0.01 | -20.49% | 2.54% | 81 | +18.12% | $18 | +3.55% | 0.94 |
1940 | CCCC | C4 Therapeutics Inc | $3.40 | $389M | 0.93 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -24.68% | N/A | 78 | +265.21% | $13 | -38.32% | 1.75 |
1941 | BLFY | Blue Foundry Bancorp | $13.24 | $275M | 0.93 | Banks - Regional | Financial Services | N/A | N/A | 625.00 | N/A | -2.92% | N/A | N/A | -24.47% | $10 | +0.84% | 0.72 |
1942 | TMDE | TMD Energy Ltd | $0.94 | $20M | 0.93 | Oil & Gas Midstream | Energy | N/A | 9.16 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
1943 | DYCQR | DT Cloud Acquisition Corp | $0.23 | $474K | 0.93 | N/A | N/A | N/A | 0.44 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
1944 | DLAG | FT Vest U.S. Equity Dual Directional Buffer ETF August | $33.12 | N/A | 0.93 | 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 |
1945 | OUST-WS | Ouster Inc Warrants | $0.09 | N/A | 0.93 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -50.07% | N/A |
1946 | INTM | Intermedia Cloud Communications Inc | $51.28 | N/A | 0.93 | 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 |
1947 | MIMO-WS-A | Airspan Networks Holdings Inc Warrants each whole warrant exercisable for one share of common stock at an exercise price of 12.50 | $3 | N/A | 0.93 | 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 |
1948 | LGL-WS | LGL Group Inc (The) Warrants to purchase Common Stock (expiring December 30, 2025) | $0.17 | N/A | 0.93 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -20.34% | N/A |
1949 | ECCU | Eagle Point Credit Company Inc | $25.14 | N/A | 0.93 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 6.21% | N/A | N/A | N/A | 0.00% | 0.04 |
1950 | PAAS | Pan American Silver Corp | $44.03 | $19B | 0.92 | Gold | Basic Materials | +21.78% | 14.44 | 10.26 | 0.05 | 7.14% | 1.22% | 77 | +53.61% | $68 | +12.69% | 1.07 |