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: $107T
Rank | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Average | (200 / 7,999 stocks) | +26.21% | 28.30 | 16.51 | 0.15 | 3.07% | 1.60% | +16.54% | +33.26% | 1.71 | ||||||||
151 | VPG | Vishay Precision Group Inc | $112.42 | $1.43B | 2.25 | Scientific & Technical Instruments | Technology | -13.47% | 243.01 | 114.94 | 2.60 | -0.07% | N/A | 75 | -15.79% | $95 | +26.19% | 1.87 |
152 | BIOA | BioAge Labs Inc | $22.65 | $1.01B | 2.25 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | N/A | N/A | N/A | -8.80% | N/A | 75 | +118.54% | $50 | 0.00% | 1.04 |
153 | CARE | Carter Bankshares Inc | $33.29 | $715M | 2.25 | Banks - Regional | Financial Services | N/A | 6.62 | 13.66 | 0.02 | 46.07% | N/A | 68 | -15.89% | $28 | +26.91% | 0.72 |
154 | JGH-R-W | Nuveen Global High Income Fund Rights expiring November 20 2025 Rights when issued | $0.07 | N/A | 2.25 | 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 |
155 | STT | State Street Corp | $183.30 | $52B | 2.24 | Asset Management | Financial Services | +10.73% | 17.10 | 14.45 | 1.51 | -7.24% | 1.84% | 65 | +7.42% | $197 | +20.40% | 1.03 |
156 | TEN | Tsakos Energy Navigation Ltd | $40.21 | $1.19B | 2.24 | Oil & Gas Midstream | Energy | +32.30% | 7.43 | 3.49 | 2.53 | 24.91% | 3.63% | 75 | +14.40% | $46 | +46.46% | 0.66 |
157 | DRTS | Alpha Tau Medical Ltd | $13.32 | $1.10B | 2.24 | Biotechnology | Healthcare | +14.82% | N/A | N/A | N/A | -2.99% | N/A | 75 | +6.61% | $14 | +6.37% | 0.85 |
158 | IX | Orix Corporation | $40.42 | $45B | 2.23 | Financial Conglomerates | Financial Services | +12.42% | 16.07 | 14.24 | 0.70 | 19.06% | 2.57% | N/A | -3.83% | $39 | +21.55% | 0.84 |
159 | SPHAR | Shepherd Ave Capital Acquisition Corporation Right | $0.28 | N/A | 2.23 | 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 |
160 | RPRX | Royalty Pharma plc - Class A | $58.42 | $25B | 2.22 | Biotechnology | Healthcare | N/A | 28.69 | 48.08 | 1.32 | 10.62% | 1.54% | 75 | +2.52% | $60 | +10.22% | 0.26 |
161 | LGND | Ligand Pharmaceuticals Inc - Class B | $305.47 | $5.93B | 2.22 | Biotechnology | Healthcare | +26.59% | 37.91 | 34.01 | 1.53 | 2.07% | N/A | 80 | +1.91% | $311 | +20.10% | 0.96 |
162 | PVLA | Palvella Therapeutics Inc | $143.94 | $2.18B | 2.22 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -1.34% | N/A | 75 | +59.51% | $230 | 0.00% | 1.03 |
163 | TOPW | ROUNDHILL TOP WEEKLYPAY ETF | $34.10 | $876M | 2.22 | N/A | N/A | N/A | 71.27 | N/A | N/A | -0.49% | N/A | N/A | N/A | N/A | 0.00% | N/A |
164 | RAAQW | Real Asset Acquisition Corp - Warrants (24/04/2030) | $5.10 | N/A | 2.22 | 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 |
165 | LRCX | Lam Research Corp | $322 | $419B | 2.21 | Semiconductor Equipment & Materials | Technology | +17.26% | 62.87 | 39.53 | 1.32 | 1.66% | 0.32% | 72 | +14.37% | $368 | +39.76% | 2.20 |
166 | TXG | 10x Genomics Inc - Class A | $47.20 | $5.87B | 2.21 | Health Information Services | Healthcare | N/A | N/A | 714.29 | N/A | 2.08% | N/A | 60 | -15.57% | $40 | -23.98% | 2.05 |
167 | FET | Forum Energy Technologies Inc | $57.32 | $588M | 2.21 | Oil & Gas Equipment & Services | Energy | -38.51% | N/A | 25.38 | 3.04 | 9.95% | N/A | N/A | +16.89% | $67 | +22.19% | 1.23 |
168 | KRYS | Krystal Biotech Inc | $339.06 | $10B | 2.20 | Biotechnology | Healthcare | N/A | 45.34 | 44.84 | 0.57 | 2.30% | N/A | 72 | +6.67% | $362 | +40.35% | 0.92 |
169 | BNL | Broadstone Net Lease Inc | $22.82 | $4.18B | 2.20 | Reit - Diversified | Real Estate | -7.42% | 33.00 | 29.07 | 3.53 | 6.87% | 5.10% | 68 | +0.35% | $23 | +4.70% | 0.33 |
170 | FVR | FrontView REIT Inc | $21.63 | $463M | 2.20 | Reit - Diversified | Real Estate | N/A | N/A | N/A | N/A | 8.88% | 3.92% | 64 | -2.54% | $21 | 0.00% | 0.65 |
171 | ANTE | AirNet Technology Inc | $3.48 | $89M | 2.20 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -17.88% | N/A |
172 | TER | Teradyne Inc | $374.04 | $54B | 2.19 | Semiconductor Equipment & Materials | Technology | +26.31% | 62.79 | 45.87 | 1.19 | 1.03% | 0.15% | 66 | +13.99% | $426 | +24.66% | 2.22 |
173 | GH | Guardant Health Inc | $152.29 | $21B | 2.19 | Diagnostics & Research | Healthcare | +1.05% | N/A | N/A | N/A | -1.11% | N/A | 77 | +12.34% | $171 | +4.98% | 1.17 |
174 | MSGS | Madison Square Garden Sports Corp - Class A | $395.96 | $9.43B | 2.19 | Entertainment | Communication Services | N/A | N/A | 72.46 | N/A | 0.56% | N/A | 65 | +7.12% | $424 | +20.47% | 0.65 |
175 | KGS | Kodiak Gas Services Inc | $66.89 | $5.83B | 2.19 | Oil & Gas Equipment & Services | Energy | N/A | 86.35 | 28.82 | 2.32 | 3.43% | 2.95% | 82 | +25.47% | $84 | 0.00% | 1.12 |
176 | SVIIW | Spring Valley Acquisition Corp II - Warrants (25/02/2026) | $1.66 | N/A | 2.19 | 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 |
177 | CVE | Cenovus Energy Inc | $28.80 | $51B | 2.18 | Oil & Gas Integrated | Energy | N/A | 15.01 | 8.74 | 0.23 | 6.15% | 2.86% | 82 | +19.50% | $34 | +32.28% | 0.79 |
178 | MAAS | Maase Inc | $19.99 | $7.55B | 2.18 | Asset Management | Financial Services | +3.13% | N/A | N/A | N/A | 0.12% | N/A | N/A | N/A | N/A | -41.68% | 1.00 |
179 | ENS | Enersys | $201.35 | $7.38B | 2.18 | Electrical Equipment & Parts | Industrials | +22.18% | 25.44 | 15.90 | 1.09 | 6.34% | 0.52% | 66 | +22.82% | $247 | +16.61% | 1.21 |
180 | SHOT | RMG ML Sports Holdings - Class A | $9.83 | $1.68M | 2.18 | Beverages - Non-alcoholic | Consumer Defensive | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.15 |
181 | MGRT | Mega Fortune Company Ltd | $85.99 | $1.03B | 2.17 | Information Technology Services | Technology | N/A | 576.48 | N/A | 2.57 | -1.16% | N/A | N/A | N/A | N/A | 0.00% | N/A |
182 | SIF | SIFCO Industries Inc | $24.31 | $145M | 2.17 | Aerospace & Defense | Industrials | -4.24% | 19.41 | 11.22 | 1.64 | -2.80% | N/A | N/A | -36.24% | $16 | +17.30% | 0.77 |
183 | TSCV | Thrivent ETF Trust Small Cap Value | $32.15 | N/A | 2.17 | 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 |
184 | AMAT | Applied Materials Inc | $564.55 | $460B | 2.16 | Semiconductor Equipment & Materials | Technology | +27.08% | 52.87 | 33.56 | 1.45 | 1.16% | 0.36% | 71 | +10.36% | $623 | +33.83% | 1.94 |
185 | TRP | TC Energy Corporation | $68.67 | $72B | 2.16 | Oil & Gas Midstream | Energy | -8.58% | 28.05 | 26.88 | 4.40 | 7.44% | 4.91% | 65 | -7.56% | $63 | +16.31% | 0.28 |
186 | MYE | Myers Industries Inc | $30.81 | $1.15B | 2.16 | Packaging & Containers | Consumer Cyclical | -1.59% | 43.58 | 13.87 | 0.29 | 7.71% | 1.78% | 75 | +20.09% | $37 | +11.37% | 1.10 |
187 | NHPBP | National Healthcare Properties Inc | $22.78 | $645M | 2.16 | Reit - Healthcare Facilities | Real Estate | +44.50% | N/A | N/A | N/A | 5.76% | N/A | N/A | N/A | N/A | 0.00% | 0.37 |
188 | FDSB | Fifth District Bancorp Inc | $17.40 | $94M | 2.16 | Banks - Regional | Financial Services | N/A | 22.22 | N/A | N/A | 0.97% | N/A | N/A | N/A | N/A | 0.00% | 0.26 |
189 | MNMD | Mind Medicine (MindMed) Inc. Common Shares | $0.69 | $72M | 2.16 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
190 | ASML | ASML Holding NV | $1,801.51 | $700B | 2.15 | Semiconductor Equipment & Materials | Technology | +21.97% | 61.99 | 40.16 | 1.51 | 1.86% | 0.52% | 73 | +17.77% | $2.12K | +21.02% | 1.69 |
191 | DINO | HF Sinclair Corp | $91.69 | $15B | 2.15 | Oil & Gas Refining & Marketing | Energy | N/A | 12.29 | 11.29 | 0.04 | 9.21% | 2.26% | 60 | -12.61% | $80 | +31.01% | 0.71 |
192 | DOCN | DigitalOcean Holdings Inc | $136.54 | $13B | 2.15 | Software - Infrastructure | Technology | N/A | 46.56 | 106.38 | 0.10 | 1.49% | N/A | 73 | +30.14% | $178 | +20.85% | 2.09 |
193 | POWL | Powell Industries Inc | $244.39 | $9B | 2.15 | Electrical Equipment & Parts | Industrials | +57.05% | 47.98 | 35.97 | 6.73 | 2.14% | 0.15% | 68 | +29.40% | $316 | +94.42% | 2.08 |
194 | UCTT | Ultra Clean Hldgs Inc | $105.15 | $4.57B | 2.15 | Semiconductor Equipment & Materials | Technology | N/A | N/A | 38.31 | 1.17 | -0.95% | N/A | 80 | +7.85% | $113 | +15.39% | 2.51 |
195 | MSGE | Madison Square Garden Entertainment Corp - Class A | $76.46 | $3.52B | 2.15 | Entertainment | Communication Services | N/A | 41.75 | 26.81 | N/A | 9.70% | N/A | 63 | +4.07% | $80 | 0.00% | 0.88 |
196 | PKOH | Park-Ohio Holdings Corp | $39.27 | $515M | 2.15 | Specialty Industrial Machinery | Industrials | -10.41% | 16.59 | 12.36 | 1.00 | -12.91% | 1.32% | 75 | +10.77% | $44 | +7.83% | 1.26 |
197 | SVIIR | Spring Valley Acquisition Corp II | $0.77 | $1.69M | 2.15 | N/A | N/A | N/A | N/A | N/A | N/A | -38.68% | N/A | N/A | N/A | N/A | 0.00% | N/A |
198 | CAT | Caterpillar Inc | $889.80 | $421B | 2.14 | Farm & Heavy Construction Machinery | Industrials | +10.08% | 47.24 | 35.97 | 2.19 | 2.25% | 0.69% | 62 | +9.05% | $970 | +35.91% | 1.28 |
199 | MATX | Matson Inc | $219.19 | $6.35B | 2.14 | Marine Shipping | Industrials | +35.64% | 18.50 | 19.19 | 2.01 | 8.69% | 0.64% | 83 | +10.26% | $242 | +29.47% | 1.04 |
200 | RCUS | Arcus Biosciences Inc | $29.48 | $3.52B | 2.14 | Biotechnology | Healthcare | +14.36% | N/A | N/A | N/A | -13.91% | N/A | 68 | +21.27% | $36 | -2.24% | 1.50 |