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 | (2,150 / 7,999 stocks) | +18.50% | 25.03 | 19.60 | 0.32 | 3.16% | 1.73% | +13.72% | +24.62% | 1.17 | ||||||||
2101 | HOLA | JPMORGAN INTERNATIONAL HEDGED EQUITY LADDERED OVERLAY ETF | $54.73 | 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 |
2102 | HFRO-P-B | Highland Opportunities and Income Fund 5.375 Series B Cumulative Preferred Shares | $16.27 | 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% | 0.14 |
2103 | AMODW | Alpha Modus Holdings Inc - Warrants(13/12/2029) | $0.06 | 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% | 0.48 |
2104 | O | Realty Income Corp | $65.60 | $61B | 0.86 | Reit - Retail | Real Estate | +6.21% | 53.31 | 40.65 | 4.38 | 6.73% | 4.98% | 59 | +5.32% | $68 | +4.13% | 0.11 |
2105 | BEP | Brookfield Renewable Partners LP | $33.10 | $20B | 0.86 | Utilities - Renewable | Utilities | N/A | N/A | 188.68 | 3.50 | N/A | 4.87% | 70 | +8.03% | $36 | +1.84% | 0.70 |
2106 | REG | Regency Centers Corporation | $82.15 | $15B | 0.86 | Reit - Retail | Real Estate | N/A | 27.47 | 35.34 | 0.77 | 5.44% | 3.55% | 66 | +6.07% | $86 | +8.80% | 0.39 |
2107 | AA | Alcoa Corp | $44.25 | $12B | 0.86 | Aluminum | Basic Materials | N/A | 8.78 | 9.10 | 8.36 | 2.36% | 0.45% | 71 | +38.02% | $62 | +5.10% | 1.65 |
2108 | EMBJ | Embraer S.A. | $64.92 | $12B | 0.86 | Aerospace & Defense | Industrials | N/A | 38.57 | 19.92 | 28.22 | 3.28% | 1.19% | 81 | +23.43% | $81 | +36.33% | 1.05 |
2109 | GMED | Globus Medical Inc - Class A | $76.43 | $10B | 0.86 | Medical Devices | Healthcare | +21.12% | 19.58 | 16.75 | 0.03 | 5.97% | N/A | 73 | +40.18% | $106 | -1.90% | 0.91 |
2110 | CORT | Corcept Therapeutics Inc | $95.36 | $9.49B | 0.86 | Biotechnology | Healthcare | -8.23% | 215.97 | 117.65 | 0.81 | 1.26% | N/A | 75 | +9.66% | $106 | +36.64% | 1.32 |
2111 | COMP | Compass Inc - Class A | $11.08 | $8.40B | 0.86 | Real Estate Services | Real Estate | N/A | 524.45 | 21.55 | N/A | 0.19% | N/A | 75 | +29.07% | $14 | -4.95% | 1.39 |
2112 | VNOM | Viper Energy Inc - Class A | $45.13 | $6.95B | 0.86 | Oil & Gas Midstream | Energy | N/A | 19.21 | 21.32 | 0.65 | N/A | 5.15% | 81 | +25.54% | $57 | +28.75% | 0.73 |
2113 | NBTB | NBT Bancorp. Inc | $52.38 | $2.70B | 0.86 | Banks - Regional | Financial Services | +3.83% | 15.95 | 13.40 | 0.92 | 9.13% | 2.78% | 64 | +0.19% | $51 | +12.81% | 0.77 |
2114 | FLNC | Fluence Energy Inc - Class A | $13.44 | $2.04B | 0.86 | Utilities - Renewable | Utilities | N/A | N/A | 63.69 | N/A | -12.41% | N/A | 51 | +29.47% | $19 | 0.00% | 2.31 |
2115 | KELYB | Kelly Services Inc - Class B | $21.93 | $797M | 0.86 | Staffing & Employment Services | Industrials | N/A | N/A | 21.64 | 1.67 | 9.20% | 1.23% | N/A | N/A | N/A | +2.84% | N/A |
2116 | CODI | Compass Diversified Holdings | $10.02 | $778M | 0.86 | Conglomerates | Industrials | N/A | N/A | 11.88 | 2.65 | 1.30% | 2.40% | 65 | +29.33% | $13 | -13.46% | 0.97 |
2117 | BALY | Ballys Corporation | $13.73 | $693M | 0.86 | Resorts & Casinos | Consumer Cyclical | +39.87% | N/A | 45.87 | N/A | -49.65% | N/A | 40 | -13.73% | $12 | -21.08% | 1.04 |
2118 | AKUS | Akouos Inc | $13.29 | $490M | 0.86 | N/A | N/A | N/A | N/A | N/A | N/A | -15.58% | N/A | N/A | N/A | N/A | +2.65% | N/A |
2119 | SLP | Simulations Plus Inc | $18.34 | $369M | 0.86 | Health Information Services | Healthcare | -8.85% | 45.51 | 21.64 | 9.88 | 6.65% | N/A | 50 | -5.89% | $17 | -17.01% | 0.87 |
2120 | QD | Qudian Inc | $3.83 | $304M | 0.86 | Credit Services | Financial Services | N/A | 3.66 | 2.95 | N/A | 32.34% | N/A | N/A | -71.28% | $1.10 | +24.70% | 0.89 |
2121 | SMHI | SEACOR Marine Holdings Inc | $8 | $201M | 0.86 | Marine Shipping | Industrials | N/A | N/A | N/A | N/A | -36.87% | N/A | N/A | +43.23% | $11 | +13.71% | 1.34 |
2122 | LARK | Landmark Bancorp Inc | $31.54 | $190M | 0.86 | Banks - Regional | Financial Services | -3.00% | 9.67 | 8.08 | 0.40 | 10.47% | 2.61% | N/A | +8.41% | $34 | +9.93% | 0.27 |
2123 | VATE | Innovate Corp | $8.34 | $110M | 0.86 | Engineering & Construction | Industrials | N/A | N/A | 4.86 | N/A | N/A | N/A | N/A | N/A | N/A | -24.80% | 1.37 |
2124 | ATCH | AtlasClear Holdings Inc | $0.18 | $32M | 0.86 | Capital Markets | Financial Services | N/A | N/A | N/A | N/A | -9.88% | N/A | 75 | +440.83% | $1 | -80.02% | 1.42 |
2125 | KNW | Know Labs Inc | $2.14 | $14M | 0.86 | N/A | N/A | N/A | N/A | N/A | N/A | -53.88% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2126 | HVIIR | Hennessy Capital Investment Corp VII Rights | $0.35 | $482K | 0.86 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.59 |
2127 | DDFD | Innovator Equity Dual Directional 15 Buffer ETF December | $20.01 | N/A | 0.86 | 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 |
2128 | NOEMW | CO2 Energy Transition Corp - Warrants(23/10/2029) | $0.14 | N/A | 0.86 | 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 |
2129 | JPM | JPMorgan Chase & Company | $353.21 | $946B | 0.85 | Banks - Diversified | Financial Services | +15.42% | 15.94 | 14.90 | 1.62 | -11.38% | 1.74% | 66 | +5.66% | $370 | +21.37% | 0.93 |
2130 | RKLB | Rocket Lab USA Inc | $63.91 | $40B | 0.85 | Aerospace & Defense | Industrials | N/A | N/A | N/A | N/A | -0.79% | N/A | 75 | +63.35% | $114 | 0.00% | 2.57 |
2131 | ON | ON Semiconductor Corp | $86.81 | $36B | 0.85 | Semiconductors | Technology | +11.62% | 65.19 | 29.41 | 0.30 | 3.26% | N/A | 60 | +25.51% | $113 | +19.91% | 2.14 |
2132 | CINF | Cincinnati Financial Corp | $182.81 | $28B | 0.85 | Insurance - Property & Casualty | Financial Services | +22.45% | 14.05 | 20.75 | 1.21 | 12.36% | 1.97% | 65 | +5.46% | $189 | +11.99% | 0.51 |
2133 | AKO-B | Embotelladora Andina S.A. | $30.19 | $4.59B | 0.85 | Beverages - Non-alcoholic | Consumer Defensive | +14.90% | 14.43 | 9.82 | 0.58 | 0.37% | N/A | 62 | +5.33% | $31 | +27.89% | 0.56 |
2134 | TARS | Tarsus Pharmaceuticals Inc | $58.66 | $2.48B | 0.85 | Biotechnology | Healthcare | N/A | N/A | 106.38 | N/A | -1.27% | N/A | 77 | +61.22% | $94 | +17.72% | 0.62 |
2135 | PHVS | Pharvaris NV | $34.17 | $2.24B | 0.85 | Biotechnology | Healthcare | +9.20% | N/A | N/A | N/A | -7.72% | N/A | 78 | +41.91% | $47 | +18.06% | 0.65 |
2136 | FLYW | Flywire Corp | $15.89 | $2.01B | 0.85 | Software - Infrastructure | Technology | N/A | 66.17 | 25.13 | 0.13 | 8.06% | N/A | 71 | +20.19% | $19 | -13.34% | 0.99 |
2137 | ECAT | BlackRock ESG Capital Allocation Term Trust | $15.07 | $1.53B | 0.85 | Asset Management | Financial Services | N/A | 7.33 | N/A | N/A | 22.50% | 21.50% | N/A | N/A | N/A | 0.00% | 0.70 |
2138 | BTX | BlackRock Innovation and Growth Term Trust | $8.20 | $980M | 0.85 | Asset Management | Financial Services | N/A | 27.10 | N/A | N/A | -1.77% | N/A | N/A | -64.05% | $3 | -6.67% | 1.27 |
2139 | LXU | LSB Industries Inc | $12.24 | $853M | 0.85 | Chemicals | Basic Materials | N/A | 30.28 | 9.71 | 0.42 | 7.84% | N/A | 60 | +12.20% | $14 | +14.07% | 0.88 |
2140 | CADL | Candel Therapeutics Inc | $9.56 | $739M | 0.85 | Biotechnology | Healthcare | N/A | N/A | 43.48 | N/A | -6.63% | N/A | 71 | +107.91% | $21 | 0.00% | 1.82 |
2141 | CBAN | Colony Bankcorp Inc | $21.89 | $435M | 0.85 | Banks - Regional | Financial Services | +0.89% | 15.44 | 11.00 | 0.97 | 6.74% | 2.23% | 75 | +15.26% | $25 | +7.12% | 0.79 |
2142 | SAT | Saratoga Investment Corp | $25.08 | $407M | 0.85 | N/A | N/A | N/A | 10.86 | N/A | 0.36 | -21.65% | N/A | N/A | N/A | N/A | 0.00% | 0.01 |
2143 | BLDE | Blade Air Mobility Inc - Class A | $4.73 | $385M | 0.85 | N/A | N/A | N/A | N/A | N/A | N/A | -4.56% | N/A | N/A | N/A | N/A | -10.18% | N/A |
2144 | ENTA | Enanta Pharmaceuticals Inc | $12.78 | $380M | 0.85 | Biotechnology | Healthcare | +8.56% | N/A | 44.05 | N/A | -2.53% | N/A | 75 | +63.47% | $21 | -20.97% | 0.95 |
2145 | CV | CapsoVision Inc | $6.49 | $344M | 0.85 | Medical Devices | Healthcare | N/A | N/A | N/A | N/A | -8.26% | N/A | N/A | +51.52% | $10 | 0.00% | 0.90 |
2146 | TTRX | Turn Therapeutics Inc | $8.54 | $287M | 0.85 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -1.48% | N/A | 75 | +174.26% | $26 | 0.00% | 1.34 |
2147 | HWBK | Hawthorn Bancshares Inc | $38.34 | $264M | 0.85 | Banks - Regional | Financial Services | +11.75% | 11.38 | 17.76 | 0.25 | 8.88% | 2.14% | N/A | N/A | N/A | +15.53% | 0.42 |
2148 | UBFO | United Security Bancshares (CA) | $10.51 | $185M | 0.85 | Banks - Regional | Financial Services | +6.05% | 15.00 | 13.66 | N/A | 10.70% | 4.57% | N/A | N/A | N/A | +11.38% | 0.69 |
2149 | NCSM | NCS Multistage Holdings Inc | $47.23 | $121M | 0.85 | Oil & Gas Equipment & Services | Energy | N/A | 6.08 | 8.20 | 0.05 | 19.59% | N/A | N/A | +27.45% | $56 | +7.12% | 0.65 |
2150 | NCI | Neo Concept International Group Holdings Ltd | $11.72 | $48M | 0.85 | Apparel Manufacturing | Consumer Cyclical | N/A | 1115.63 | N/A | 1.13 | 4.69% | N/A | N/A | +113.49% | $25 | 0.00% | 0.26 |