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 | (2,100 / 7,999 stocks) | +18.59% | 24.56 | 19.70 | 0.32 | 3.46% | 1.72% | +13.83% | +24.74% | 1.18 | ||||||||
2051 | AEBI | Aebi Schmidt Holding AG | $13.09 | $1.03B | 0.88 | Farm & Heavy Construction Machinery | Industrials | N/A | 164.21 | 19.16 | N/A | 0.46% | 0.58% | 66 | +12.11% | $15 | 0.00% | 1.79 |
2052 | STKL | Sunopta Inc | $6.50 | $766M | 0.88 | Beverages - Non-alcoholic | Consumer Defensive | -31.62% | 50.28 | 82.64 | 0.48 | 2.44% | N/A | N/A | N/A | N/A | -9.34% | N/A |
2053 | MEG | Montrose Environmental Group, Inc. | $18.51 | $669M | 0.88 | Waste Management | Industrials | N/A | 104.13 | N/A | N/A | 10.69% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2054 | CGEN | Compugen Ltd | $2.28 | $229M | 0.88 | Biotechnology | Healthcare | N/A | 6.47 | 12.36 | 1.29 | 13.69% | N/A | 75 | +96.58% | $4.60 | -18.90% | 1.44 |
2055 | IMUX | Immunic Inc | $13.39 | $206M | 0.88 | Biotechnology | Healthcare | -24.37% | N/A | N/A | N/A | -39.57% | N/A | 75 | +202.66% | $43 | -31.06% | 1.28 |
2056 | DTIL | Precision Biosciences Inc | $7.29 | $189M | 0.88 | Biotechnology | Healthcare | -42.10% | N/A | 11.78 | N/A | -31.09% | N/A | 75 | +303.82% | $30 | -52.64% | 0.64 |
2057 | KLRS | Kalaris Therapeutics Inc | $3.73 | $94M | 0.88 | Biotechnology | Healthcare | -39.47% | N/A | N/A | N/A | -45.64% | N/A | 78 | +377.30% | $19 | -60.94% | 0.82 |
2058 | BENF | Beneficient - Class A | $3.25 | $49M | 0.88 | Asset Management | Financial Services | N/A | N/A | 6.93 | N/A | -70.73% | N/A | N/A | +182.49% | $10 | 0.00% | 0.34 |
2059 | SPRU | Spruce Power Holding Corporation - Class A | $2.17 | $41M | 0.88 | Solar | Technology | -12.12% | N/A | 45.25 | N/A | 6.67% | N/A | N/A | +167.86% | $6 | -47.05% | 0.72 |
2060 | ELSE | Electro-Sensors Inc | $7.71 | $27M | 0.88 | Scientific & Technical Instruments | Technology | N/A | 303.07 | 14.68 | 3.15 | 2.43% | N/A | N/A | N/A | N/A | +10.03% | 0.06 |
2061 | MLACR | Mountain Lake Acquisition Corp | $0.28 | $7.99M | 0.88 | 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 |
2062 | RANGR | Range Capital Acquisition Corp | $0.26 | $1.26M | 0.88 | N/A | N/A | N/A | 0.32 | N/A | N/A | -43.50% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2063 | ENHU | iShares Enhanced Large Cap Core Active ETF | $27.53 | N/A | 0.88 | 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 |
2064 | BAC-P-L | Bank Of America Corp | $1,283.38 | N/A | 0.88 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +3.25% | 0.18 |
2065 | WHFCL | WhiteHorse Finance Inc | $25.37 | N/A | 0.88 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.45% | N/A | N/A | N/A | 0.00% | N/A |
2066 | SWKHL | Swk Holdings Corp | $25.21 | N/A | 0.88 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.17% | N/A | N/A | N/A | 0.00% | 0.04 |
2067 | ODVWZ | Osisko Development Corp. Warrant expiring 5/27/2027 | $0.10 | N/A | 0.88 | 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 |
2068 | OBAWW | Oxley Bridge Acquisition Ltd - Warrants (17/06/2030) | $0.22 | N/A | 0.88 | 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 |
2069 | GRIN | Grindrod Shipping Holdings Ltd | $31.49 | N/A | 0.88 | 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 |
2070 | GRAF-WS | Graf Global Corp - Warrants (31/05/2032) | $0.35 | N/A | 0.88 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.37 |
2071 | FCX | Freeport-McMoRan Inc | $62.62 | $94B | 0.87 | Copper | Basic Materials | +24.13% | 18.79 | 24.10 | 2.65 | 6.47% | 0.96% | 76 | +13.56% | $71 | +13.61% | 1.70 |
2072 | SRE | Sempra | $92.98 | $61B | 0.87 | Utilities - Diversified | Utilities | +41.00% | 31.05 | 17.67 | 0.81 | 8.05% | 2.86% | 72 | +12.22% | $105 | +10.92% | 0.53 |
2073 | WAT | Waters Corp | $374.68 | $36B | 0.87 | Diagnostics & Research | Healthcare | +15.00% | 101.66 | 25.71 | 1.40 | 1.07% | N/A | 67 | +8.03% | $413 | -0.12% | 0.95 |
2074 | ENTG | Entegris Inc | $129.15 | $21B | 0.87 | Semiconductor Equipment & Materials | Technology | -5.89% | 78.89 | 39.84 | 1.69 | 2.41% | 0.29% | 63 | +22.69% | $166 | +2.87% | 2.44 |
2075 | SAIA | Saia Inc | $423.68 | $11B | 0.87 | Trucking | Industrials | +11.22% | 44.53 | 36.36 | 2.17 | 1.71% | N/A | 60 | +8.98% | $465 | +15.56% | 1.42 |
2076 | TIMB | TIM SA | $21.30 | $11B | 0.87 | Telecom Services | Communication Services | +17.83% | 13.09 | 10.30 | 0.17 | 16.06% | 6.67% | 46 | +20.62% | $25 | +20.44% | 0.47 |
2077 | NNN | NNN REIT Inc | $49.38 | $9.30B | 0.87 | Reit - Retail | Real Estate | +9.36% | 23.74 | 21.60 | 4.80 | 7.17% | 4.85% | 47 | -4.13% | $47 | +5.02% | 0.16 |
2078 | CHRD | Chord Energy Corp - New | $138.36 | $7.73B | 0.87 | Oil & Gas E&p | Energy | N/A | N/A | N/A | N/A | 24.46% | 3.88% | 75 | +19.14% | $165 | +19.06% | 0.76 |
2079 | SPNT | SiriusPoint Ltd | $25.35 | $2.85B | 0.87 | Insurance - Reinsurance | Financial Services | -0.90% | 5.73 | 9.83 | 0.02 | 11.71% | N/A | 62 | +11.80% | $28 | +20.98% | 0.49 |
2080 | TWOD | Two Harbors Investment Corp | $25.77 | $2.67B | 0.87 | N/A | N/A | N/A | N/A | N/A | N/A | 1.26% | 5.49% | N/A | N/A | N/A | 0.00% | 0.05 |
2081 | PLUS | ePlus Inc | $89.02 | $2.30B | 0.87 | Software - Application | Technology | +12.73% | 17.49 | 16.37 | 0.73 | -5.24% | 0.84% | 75 | +27.84% | $111 | +14.44% | 1.02 |
2082 | LOB | Live Oak Bancshares Inc | $42.08 | $1.89B | 0.87 | Banks - Regional | Financial Services | +7.44% | 20.96 | 10.19 | N/A | 6.66% | 0.29% | 65 | +5.13% | $44 | -6.64% | 1.21 |
2083 | OMCL | Omnicell Inc | $41 | $1.86B | 0.87 | Health Information Services | Healthcare | -11.34% | 91.22 | 29.50 | 15.40 | 6.15% | N/A | 75 | +53.76% | $61 | -23.42% | 0.86 |
2084 | RBCAA | Republic Bancorp Inc (KY) - Class A | $93.63 | $1.80B | 0.87 | Banks - Regional | Financial Services | +14.90% | 11.88 | 14.16 | 0.27 | 7.63% | 2.02% | N/A | -11.86% | $80 | +16.62% | 0.66 |
2085 | PRA | ProAssurance Corporation | $25 | $1.29B | 0.87 | Insurance - Property & Casualty | Financial Services | -23.40% | 49.44 | 16.86 | N/A | -2.74% | N/A | N/A | N/A | N/A | +4.45% | N/A |
2086 | CMP | Compass Minerals International Inc | $29.43 | $1.27B | 0.87 | Other Industrial Metals & Mining | Basic Materials | N/A | N/A | 14.77 | 0.13 | 13.81% | N/A | N/A | +8.15% | $32 | -14.58% | 0.80 |
2087 | PHAT | Phathom Pharmaceuticals Inc | $11.44 | $929M | 0.87 | Biotechnology | Healthcare | -24.73% | N/A | N/A | N/A | -10.52% | N/A | 77 | +104.31% | $24 | -18.68% | 1.25 |
2088 | TPTA | Terra Property Trust Inc | $24.73 | $602M | 0.87 | N/A | N/A | N/A | N/A | N/A | N/A | -0.07% | 8.29% | N/A | N/A | N/A | +7.04% | N/A |
2089 | BWB | Bridgewater Bancshares Inc | $20.78 | $577M | 0.87 | Banks - Regional | Financial Services | +12.71% | 10.65 | 11.25 | 0.20 | 5.06% | N/A | 75 | +13.22% | $23 | +4.89% | 0.76 |
2090 | DIN | Dine Brands Global Inc | $34.18 | $452M | 0.87 | Restaurants | Consumer Cyclical | N/A | 13.92 | 6.52 | 1.29 | 12.70% | 3.96% | 50 | -6.57% | $32 | -11.92% | 0.99 |
2091 | VREX | Varex Imaging Corp | $10.92 | $449M | 0.87 | Medical Devices | Healthcare | +6.04% | N/A | 11.65 | N/A | -6.86% | N/A | 75 | +67.91% | $18 | -16.68% | 1.72 |
2092 | DMAC | DiaMedica Therapeutics Inc | $6.74 | $374M | 0.87 | Biotechnology | Healthcare | -1.88% | N/A | N/A | N/A | -8.30% | N/A | 75 | +127.27% | $16 | +13.07% | 1.25 |
2093 | DENN | Denny`s Corp | $6.25 | $322M | 0.87 | Restaurants | Consumer Cyclical | +2.45% | 31.41 | 10.55 | 1.06 | 10.80% | N/A | N/A | -2.08% | $6.12 | -15.69% | 0.79 |
2094 | RFIL | RF Industries Ltd | $12.46 | $142M | 0.87 | Electrical Equipment & Parts | Industrials | -22.14% | 101.33 | 9.88 | N/A | 0.91% | N/A | N/A | +38.25% | $18 | +7.05% | 1.11 |
2095 | ALPS | Alpine Summit Energy Partners Inc | $0.47 | $24M | 0.87 | Oil & Gas | N/A | N/A | 0.20 | N/A | N/A | N/A | 265.30% | N/A | N/A | N/A | 0.00% | N/A |
2096 | UUU | Universal Security Instruments Inc | $3.69 | $11M | 0.87 | Building Products & Equipment | Industrials | +41.28% | N/A | N/A | N/A | 4.85% | N/A | N/A | N/A | N/A | -4.44% | 0.39 |
2097 | TEND | iShares Large Cap 10 Target Buffer Dec ETF | $27.16 | N/A | 0.87 | 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 |
2098 | URSP | ProShares Trust Ultra S&P 500 Equal Weight | $49.21 | N/A | 0.87 | 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 |
2099 | PFXNZ | PhenixFIN Corp | $24.02 | N/A | 0.87 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.04 |
2100 | PEB-P-G | Pebblebrook Hotel Trust | $20.31 | N/A | 0.87 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +2.76% | 0.15 |