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: $98T
Rank | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Average | (200 / 7,999 stocks) | +24.27% | 36.20 | 25.69 | 0.42 | 1.53% | 0.87% | +1.18% | +33.01% | 1.51 | ||||||||
151 | SGBXV | Safe & Green Holdings Corp | $0.49 | N/A | 2.52 | 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 |
152 | MTSI | MACOM Technology Solutions Holdings Inc | $390.34 | $30B | 2.51 | Semiconductors | Technology | N/A | 183.46 | 51.55 | 2.05 | 0.65% | N/A | 75 | +0.68% | $393 | +46.01% | 1.83 |
153 | AMKR | AMKOR Technology Inc | $75.20 | $18B | 2.50 | Semiconductor Equipment & Materials | Technology | +1.66% | 40.94 | 38.31 | 1.09 | 0.93% | 0.46% | 67 | +0.40% | $76 | +29.53% | 2.24 |
154 | BTE | Baytex Energy Corp | $5.04 | $3.54B | 2.50 | Oil & Gas E&p | Energy | N/A | N/A | 27.86 | N/A | 3.92% | 1.82% | 65 | +1.19% | $5.10 | +25.50% | 1.19 |
155 | BTSGU | BrightSpring Health Services Inc | $200.34 | $39B | 2.49 | Health Information Services | Healthcare | N/A | 122.51 | N/A | 0.31 | 1.06% | N/A | N/A | N/A | N/A | 0.00% | 0.89 |
156 | CLMT | Calumet Specialty Products Partners L.P. | $37.37 | $2.97B | 2.49 | Specialty Chemicals | Basic Materials | N/A | N/A | 11.35 | N/A | -10.28% | N/A | 58 | -0.99% | $37 | 0.00% | 1.10 |
157 | ATLO | Ames National Corp | $28.56 | $254M | 2.49 | Banks - Regional | Financial Services | +0.77% | 11.82 | 12.76 | 0.13 | 8.55% | 2.25% | 50 | +8.54% | $31 | +7.32% | 0.59 |
158 | NOK | Nokia Corp | $16.73 | $90B | 2.49 | Communication Equipment | Technology | N/A | 92.76 | 42.19 | 6.23 | 1.78% | 0.86% | 75 | -22.89% | $13 | +28.04% | 0.74 |
159 | BHE | Benchmark Electronics Inc | $88.32 | $3.09B | 2.49 | Electronic Components | Technology | +13.86% | 89.88 | 14.14 | 1.33 | 2.96% | 0.80% | N/A | -11.68% | $78 | +25.95% | 1.48 |
160 | CSTM | Constellium SE - Class A | $35.88 | $4.62B | 2.49 | Aluminum | Basic Materials | N/A | 10.66 | 8.16 | 0.02 | 3.70% | N/A | N/A | N/A | N/A | +14.95% | N/A |
161 | VUS | Virtus US Dividend ETF | $30.06 | N/A | 2.48 | 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 |
162 | HOUS | Anywhere Real Estate Inc. | $17.64 | $1.98B | 2.48 | Real Estate Services | Real Estate | -22.29% | N/A | 15.38 | N/A | 0.10% | N/A | N/A | N/A | N/A | -0.07% | N/A |
163 | LFUS | Littelfuse Inc | $484.65 | $12B | 2.47 | Electronic Components | Technology | +6.84% | 48.18 | 32.79 | 2.84 | 3.27% | 0.64% | 56 | -1.48% | $478 | +14.26% | 1.53 |
164 | TE | T1 Energy Inc | $11.50 | $3.06B | 2.47 | Electrical Equipment & Parts | Industrials | N/A | N/A | N/A | N/A | -4.64% | N/A | 80 | -20.87% | $9.10 | 0.00% | 2.36 |
165 | VOLT | Volt Information Sciences Inc | $39.70 | N/A | 2.47 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +60.53% | N/A |
166 | CVE | Cenovus Energy Inc | $29.49 | $53B | 2.47 | Oil & Gas Integrated | Energy | N/A | 15.46 | 8.45 | 0.23 | 5.97% | 2.83% | 80 | -3.05% | $29 | +28.72% | 0.83 |
167 | NBTX | Nanobiotix | $35.20 | $1.94B | 2.47 | Biotechnology | Healthcare | -5.64% | N/A | 555.56 | N/A | -3.20% | N/A | 79 | +17.47% | $41 | +14.62% | 1.07 |
168 | APADR | Enhanced Group Inc | $1 | $6.67M | 2.47 | N/A | N/A | N/A | N/A | N/A | N/A | -14.75% | N/A | N/A | N/A | N/A | 0.00% | 0.61 |
169 | CYD | China Yuchai International | $57.85 | $2.24B | 2.46 | Auto Manufacturers | Consumer Cyclical | -1.00% | 28.14 | 19.57 | 0.31 | 13.36% | 0.90% | 68 | +10.84% | $64 | +36.03% | 0.59 |
170 | IREN | Iris Energy Ltd | $65.48 | $23B | 2.46 | Capital Markets | Financial Services | N/A | 817.87 | 136.99 | 4.06 | -6.45% | N/A | 61 | +21.93% | $80 | 0.00% | 2.71 |
171 | AMPX | Amprius Technologies Inc | $21.72 | $2.39B | 2.46 | Electrical Equipment & Parts | Industrials | N/A | N/A | N/A | N/A | -2.46% | N/A | 77 | +1.84% | $22 | 0.00% | 2.48 |
172 | CMI | Cummins Inc | $682.32 | $92B | 2.46 | Specialty Industrial Machinery | Industrials | +6.04% | 30.52 | 22.99 | 1.64 | 2.89% | 1.22% | 67 | +6.27% | $725 | +23.76% | 1.23 |
173 | SMR-WS | NuScale Power Corporation Warrants each exercisable for one share of Class A Common Stock at an exercise price of 11.50 per share | $7.60 | N/A | 2.45 | 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 |
174 | FLEX | Flex Ltd | $161.94 | $53B | 2.45 | Electronic Components | Technology | +14.05% | 61.24 | 31.95 | 6.27 | 1.97% | N/A | 82 | -2.74% | $158 | +72.31% | 1.83 |
175 | ELVR | Sayona Mining Ltd | $87.65 | $438M | 2.44 | Other Industrial Metals & Mining | Basic Materials | N/A | N/A | 7.92 | N/A | -9.69% | N/A | N/A | N/A | N/A | 0.00% | 1.55 |
176 | EMPG | Empro Group Inc | $17.36 | $139M | 2.44 | Medical Distribution | Healthcare | N/A | 184.84 | N/A | N/A | -0.01% | N/A | N/A | N/A | N/A | 0.00% | N/A |
177 | IX | Orix Corporation | $39.28 | $44B | 2.43 | Financial Conglomerates | Financial Services | -1.40% | 18.80 | 14.24 | 4.67 | 19.67% | 2.58% | N/A | -1.04% | $39 | +19.85% | 0.81 |
178 | STM | ST Microelectronics | $79.71 | $60B | 2.43 | Semiconductors | Technology | -31.31% | 362.74 | 64.10 | 0.70 | 3.57% | 0.45% | 60 | -27.94% | $57 | +17.47% | 1.89 |
179 | CIFR | Cipher Mining Inc | $26.24 | $10B | 2.43 | Information Technology Services | Technology | N/A | N/A | 85.47 | N/A | -10.66% | N/A | 83 | +20.43% | $32 | +21.45% | 3.25 |
180 | MYRG | MYR Group Inc | $441.35 | $7.35B | 2.43 | Engineering & Construction | Industrials | +17.34% | 51.68 | 17.39 | 0.17 | 3.14% | N/A | 64 | +3.09% | $455 | +37.84% | 1.51 |
181 | ORKA | ARCA biopharma Inc | $57.20 | $2.91B | 2.43 | Biotechnology | Healthcare | +11.91% | N/A | N/A | N/A | -3.13% | N/A | 78 | +148.55% | $142 | +17.05% | N/A |
182 | BTSG | BrightSpring Health Services Inc | $60.88 | $12B | 2.43 | Health Information Services | Healthcare | N/A | 36.93 | 40.65 | 0.09 | 3.52% | N/A | 78 | +0.85% | $61 | 0.00% | 1.15 |
183 | AAOI | Applied Optoelectronics Inc | $184.07 | $14B | 2.43 | Communication Equipment | Technology | -23.67% | N/A | 84.03 | 0.78 | -2.94% | N/A | 70 | -17.80% | $151 | +85.24% | 3.77 |
184 | MOG-A | Moog Inc - Class A | $373.94 | $11B | 2.42 | Aerospace & Defense | Industrials | +11.80% | 39.47 | 15.34 | 1.56 | 2.85% | 0.32% | 75 | -12.22% | $328 | +33.94% | 1.29 |
185 | LAR | Lithium Argentina AG | $10.16 | $1.77B | 2.42 | Other Industrial Metals & Mining | Basic Materials | +2.22% | N/A | 22.62 | N/A | -1.84% | N/A | 84 | +29.13% | $13 | 0.00% | 1.58 |
186 | PBT | Permian Basin Royalty Trust | $28.91 | $1.30B | 2.42 | Oil & Gas Midstream | Energy | +16.49% | 88.06 | 10.74 | 1.12 | 2.40% | 1.08% | N/A | -55.03% | $13 | +50.37% | 0.57 |
187 | HSHP | Himalaya Shipping Ltd | $14.35 | $690M | 2.42 | Marine Shipping | Industrials | N/A | 38.98 | 8.90 | N/A | 7.49% | N/A | N/A | +14.98% | $17 | 0.00% | 0.82 |
188 | PBOG | Portfolio Building Block Integrated Oil and Gas and Exploration and Production Index ETF | $33.39 | N/A | 2.42 | 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 |
189 | SIF | SIFCO Industries Inc | $19.99 | $135M | 2.41 | Aerospace & Defense | Industrials | -4.24% | 18.09 | 11.22 | 1.64 | -3.00% | N/A | N/A | -22.46% | $16 | +14.63% | 0.70 |
190 | KLAC | KLA Corp | $2,125.11 | $256B | 2.41 | Semiconductor Equipment & Materials | Technology | +32.76% | 56.54 | 38.17 | 0.98 | 1.57% | 0.39% | 68 | -12.70% | $1.86K | +47.79% | 1.94 |
191 | HYMC | Hycroft Mining Holding Corporation - Class A | $32.15 | $2.92B | 2.41 | Gold | Basic Materials | -44.67% | N/A | N/A | N/A | -3.61% | N/A | 50 | -59.56% | $13 | -3.24% | 1.17 |
192 | GSAT | Globalstar Inc | $81.60 | $11B | 2.41 | Telecom Services | Communication Services | N/A | N/A | 9.22 | N/A | 5.59% | N/A | 66 | +10.29% | $90 | +35.98% | 1.46 |
193 | LASR | nLIGHT Inc | $76.39 | $4.59B | 2.41 | Semiconductors | Technology | -9.72% | N/A | 138.89 | 1.78 | 0.48% | N/A | 75 | +13.14% | $86 | +21.84% | 2.08 |
194 | ROIV | Roivant Sciences Ltd | $28.70 | $21B | 2.40 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -3.61% | N/A | 76 | +36.03% | $39 | 0.00% | 0.92 |
195 | CSCO | Cisco Systems Inc | $126.50 | $471B | 2.40 | Communication Equipment | Technology | +4.61% | 39.49 | 25.38 | 1.71 | 2.50% | 1.37% | N/A | N/A | N/A | +21.98% | N/A |
196 | FORM | FormFactor Inc | $126.02 | $10B | 2.40 | Semiconductor Equipment & Materials | Technology | -3.78% | 151.12 | 55.25 | 5.94 | 0.35% | N/A | 57 | +14.80% | $145 | +29.27% | 2.15 |
197 | ADI | Analog Devices Inc | $437.67 | $203B | 2.40 | Semiconductors | Technology | +9.90% | 61.49 | 32.89 | 0.73 | 2.25% | 1.04% | 75 | +1.91% | $446 | +23.53% | 1.58 |
198 | KEN | Kenon Holdings Ltd | $81.52 | $4.93B | 2.39 | Utilities - Independent Power Producers | Utilities | -33.19% | 75.37 | N/A | N/A | 3.39% | 4.24% | N/A | -63.38% | $30 | +35.62% | 0.79 |
199 | MSGS | Madison Square Garden Sports Corp - Class A | $380.96 | $8.85B | 2.39 | Entertainment | Communication Services | N/A | N/A | 72.46 | N/A | 0.60% | N/A | 65 | +2.42% | $390 | +17.75% | 0.67 |
200 | UMC | United Micro Electronics | $21.42 | $56B | 2.39 | Semiconductors | Technology | +11.50% | 34.29 | 30.40 | 1.87 | 2.95% | 2.15% | 25 | -51.63% | $10 | +23.60% | 1.00 |