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 | (2,200 / 7,999 stocks) | +18.29% | 25.07 | 19.55 | 0.33 | 3.22% | 1.75% | +13.69% | +24.34% | 1.17 | ||||||||
2151 | SPHL | Springview Holdings Ltd - Class A | $2.59 | $5.62M | 0.85 | Residential Construction | Consumer Cyclical | N/A | N/A | N/A | N/A | -28.24% | N/A | N/A | N/A | N/A | 0.00% | 0.06 |
2152 | IFLR | Innovator International Developed Managed Floor ETF | $52.95 | N/A | 0.85 | 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 |
2153 | DDTO | Innovator Equity Dual Directional 10 Buffer ETF October | $22.95 | N/A | 0.85 | 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 |
2154 | STEN | STEN CORP | $27.42 | N/A | 0.85 | 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 |
2155 | ECCF | Eagle Point Credit Company Inc. 8.00% Series F Term Preferred Stock due 2029 | $24.99 | N/A | 0.85 | 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 |
2156 | PACHW | Pioneer Acquisition I Corp - Warrants (16/06/2030) | $0.23 | N/A | 0.85 | 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 |
2157 | AULT-P-D | Ault Alliance Inc | $21.88 | N/A | 0.85 | 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 |
2158 | TXN | Texas Instruments Inc | $279.58 | $267B | 0.84 | Semiconductors | Technology | +0.60% | 49.68 | 38.61 | 29.50 | 1.39% | 1.91% | 61 | +7.93% | $308 | +11.81% | 1.40 |
2159 | F | Ford Motor Company | $14.35 | $58B | 0.84 | Auto Manufacturers | Consumer Cyclical | +9.81% | 10.57 | 8.55 | 3.07 | 32.91% | 4.20% | 57 | +6.40% | $15 | +5.57% | 0.99 |
2160 | IRM | Iron Mountain Inc | $128.31 | $37B | 0.84 | Reit - Specialty | Real Estate | -3.13% | 129.56 | 62.11 | 1.00 | -1.71% | 2.65% | 79 | +6.64% | $133 | +28.35% | 0.92 |
2161 | SIRI | Sirius XM Holdings Inc | $29.80 | $10B | 0.84 | Entertainment | Communication Services | +88.66% | 11.86 | 9.65 | 1.27 | 13.55% | 3.62% | 50 | -4.99% | $28 | -11.02% | 0.91 |
2162 | LLYVK | Liberty Live Holdings Inc (Liberty Live Group) Series C | $99.04 | $9.12B | 0.84 | Entertainment | Communication Services | N/A | N/A | 129.87 | N/A | -0.98% | N/A | N/A | +16.75% | $115 | 0.00% | 0.67 |
2163 | TTC | Toro Company | $93.76 | $9.05B | 0.84 | Tools & Accessories | Industrials | -1.86% | 26.97 | 17.04 | 1.46 | 8.39% | 1.65% | 60 | +19.29% | $109 | -2.47% | 0.72 |
2164 | UE | Urban Edge Properties | $23.35 | $2.91B | 0.84 | Reit - Retail | Real Estate | +9.26% | 26.93 | 41.32 | 0.80 | 6.49% | 3.32% | 60 | +5.41% | $24 | +8.03% | 0.55 |
2165 | NVTS | Navitas Semiconductor Corp | $10.92 | $2.91B | 0.84 | Semiconductors | Technology | N/A | N/A | N/A | N/A | -1.63% | N/A | 56 | +20.20% | $14 | +3.89% | 2.86 |
2166 | FIGS | Figs Inc - Class A | $9.50 | $1.65B | 0.84 | Apparel Manufacturing | Consumer Cyclical | N/A | 73.91 | 40.32 | 0.33 | 2.39% | N/A | 66 | +90.80% | $18 | -25.32% | 0.96 |
2167 | TWO | Two Harbors Investment Corp | $12.10 | $1.27B | 0.84 | Reit - Mortgage | Real Estate | N/A | N/A | 10.71 | 2.76 | 2.64% | 11.70% | 43 | -1.74% | $12 | -0.77% | 0.58 |
2168 | DBVT | DBV Technologies | $13.63 | $807M | 0.84 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -21.14% | N/A | 70 | +193.80% | $41 | -23.70% | 0.27 |
2169 | TRTX | TPG RE Finance Trust Inc | $8.62 | $675M | 0.84 | Reit - Mortgage | Real Estate | -12.90% | 10.39 | 11.11 | N/A | 14.20% | 11.10% | 70 | +18.59% | $10 | +4.05% | 0.64 |
2170 | BHB | Bar Harbor Bankshares Inc | $39.13 | $640M | 0.84 | Banks - Regional | Financial Services | +4.85% | 15.66 | 12.12 | N/A | 6.04% | 1.68% | 75 | +3.46% | $40 | +9.83% | 0.79 |
2171 | AOMD | Angel Oak Mortgage REIT Inc | $25.25 | $622M | 0.84 | N/A | N/A | N/A | 38.53 | N/A | N/A | -56.06% | 7.54% | N/A | N/A | N/A | 0.00% | 0.09 |
2172 | IDR | Idaho Strategic Resources Inc | $28.38 | $474M | 0.84 | Gold | Basic Materials | N/A | 21.51 | 19.61 | 0.17 | 3.66% | N/A | N/A | +56.25% | $45 | +46.01% | 1.05 |
2173 | GCO | Genesco Inc | $35.64 | $376M | 0.84 | Apparel Retail | Consumer Cyclical | +23.25% | N/A | 18.45 | N/A | 22.72% | N/A | 56 | +15.39% | $40 | -9.41% | 1.79 |
2174 | CLLS | Cellectis | $2.84 | $281M | 0.84 | Biotechnology | Healthcare | -24.18% | N/A | N/A | N/A | -14.26% | N/A | 80 | +174.37% | $7.60 | -27.42% | 0.94 |
2175 | EFSI | Eagle Financial Services Inc | $40.48 | $224M | 0.84 | Banks - Regional | Financial Services | -2.58% | 14.78 | N/A | 0.12 | 10.37% | 3.00% | 75 | +5.41% | $43 | +7.13% | 0.49 |
2176 | QIPT | Quipt Home Medical Corp | $3.65 | $161M | 0.84 | Medical Distribution | Healthcare | N/A | N/A | 56.82 | N/A | 16.54% | N/A | N/A | N/A | N/A | -9.43% | N/A |
2177 | STRS | Stratus Properties Inc | $19.82 | $158M | 0.84 | Real Estate - Diversified | Real Estate | -40.78% | N/A | 19.68 | 1.19 | -20.31% | N/A | N/A | N/A | N/A | -1.31% | 1.29 |
2178 | SIDU | Sidus Space Inc - Class A | $1.85 | $133M | 0.84 | Aerospace & Defense | Industrials | N/A | N/A | N/A | N/A | -22.13% | N/A | N/A | +407.61% | $10 | 0.00% | 2.33 |
2179 | CUE | Cue Biopharma Inc | $32.12 | $111M | 0.84 | Biotechnology | Healthcare | -30.28% | N/A | N/A | N/A | -22.10% | N/A | 75 | +247.54% | $115 | -36.27% | 1.65 |
2180 | TPCS | Techprecision Corp | $4.56 | $47M | 0.84 | Metal Fabrication | Industrials | N/A | N/A | 4.43 | N/A | -6.96% | N/A | N/A | -34.21% | $3 | -3.04% | 0.65 |
2181 | BCLI | Brainstorm Cell Therapeutics Inc | $0.96 | $11M | 0.84 | Biotechnology | Healthcare | -42.07% | N/A | N/A | N/A | -61.62% | N/A | N/A | N/A | N/A | -54.42% | N/A |
2182 | LOBO | Lobo Ev Technologies Ltd | $0.70 | $8.35M | 0.84 | Auto Manufacturers | Consumer Cyclical | N/A | N/A | 6.15 | N/A | -25.49% | N/A | N/A | +429.59% | $4 | 0.00% | 0.08 |
2183 | TURB | Turbo Energy S.A. | $1.46 | $7.58M | 0.84 | Solar | Technology | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
2184 | CRDU | Tradr 2X Long CRDO Daily ETF | $13.65 | N/A | 0.84 | 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 |
2185 | PEB-P-H | Pebblebrook Hotel Trust | $18.01 | N/A | 0.84 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +0.94% | 0.22 |
2186 | AZN | Astrazeneca plc | $168.99 | $296B | 0.83 | Drug Manufacturers - General | Healthcare | +17.09% | 28.44 | 16.42 | 0.84 | 2.73% | 1.89% | 77 | +27.12% | $214 | +10.16% | 0.37 |
2187 | AMGN | AMGEN Inc | $376.04 | $198B | 0.83 | Drug Manufacturers - General | Healthcare | +3.49% | 25.29 | 16.45 | 0.81 | 4.35% | 2.65% | 60 | -4.01% | $357 | +11.91% | 0.47 |
2188 | MET | Metlife Inc | $94.83 | $60B | 0.83 | Insurance - Life | Financial Services | +29.35% | 16.90 | 10.26 | 0.49 | 25.75% | 2.43% | 69 | +4.41% | $97 | +13.32% | 1.01 |
2189 | FFIV | F5 Inc | $392.21 | $23B | 0.83 | Software - Infrastructure | Technology | +22.08% | 32.43 | 23.47 | 2.09 | 4.23% | N/A | 61 | +8.10% | $420 | +15.09% | 1.00 |
2190 | EQX | Equinox Gold Corp | $9.28 | $7.72B | 0.83 | Gold | Basic Materials | +64.99% | 11.18 | 8.27 | 2.33 | 0.87% | 0.17% | 86 | +40.16% | $13 | +8.26% | 0.88 |
2191 | LUMN | Lumen Technologies Inc | $6.34 | $6.90B | 0.83 | Telecom Services | Communication Services | +11.55% | N/A | 98.04 | N/A | 71.96% | N/A | 45 | +27.72% | $8.34 | -10.48% | 2.21 |
2192 | TEX | Terex Corp | $69.83 | $6.45B | 0.83 | Farm & Heavy Construction Machinery | Industrials | +1.09% | 45.35 | 14.20 | 1.76 | 6.67% | 1.05% | 64 | +15.97% | $79 | +9.76% | 1.60 |
2193 | BMA | Banco Macro S.A. | $89.28 | $6.23B | 0.83 | Banks - Regional | Financial Services | -58.90% | 26.49 | 3.10 | 0.47 | -5.23% | 5.73% | 86 | +24.30% | $114 | +57.23% | 1.59 |
2194 | MIDD | Middleby Corp | $133.88 | $6.19B | 0.83 | Specialty Industrial Machinery | Industrials | N/A | N/A | 13.51 | 1.51 | 8.10% | N/A | 70 | +26.20% | $166 | +1.57% | 1.11 |
2195 | REZI | Resideo Technologies Inc | $34.54 | $5.15B | 0.83 | Industrial Distribution | Industrials | N/A | N/A | 12.05 | N/A | -25.99% | N/A | 87 | +44.88% | $49 | +3.26% | 1.55 |
2196 | GLNG | Golar Lng | $48.62 | $5.04B | 0.83 | Oil & Gas Midstream | Energy | N/A | 76.72 | 43.86 | 2.46 | 0.00% | 2.01% | 69 | +20.97% | $60 | +37.08% | 0.84 |
2197 | TNL | Travel+Leisure Company | $74.05 | $4.71B | 0.83 | Travel Services | Consumer Cyclical | +4.43% | 11.92 | 10.44 | 0.56 | 9.38% | 3.11% | 77 | +19.25% | $88 | +9.59% | 1.20 |
2198 | CAKE | Cheesecake Factory Inc | $84.72 | $4.27B | 0.83 | Restaurants | Consumer Cyclical | N/A | 25.84 | 21.51 | 3.46 | 4.04% | 1.27% | 52 | -16.49% | $71 | +12.82% | 0.94 |
2199 | CBU | Community Bank System Inc | $67.23 | $3.54B | 0.83 | Banks - Regional | Financial Services | +3.55% | 16.61 | 15.77 | 0.78 | 6.83% | 2.76% | 54 | +3.63% | $69 | +1.72% | 0.86 |
2200 | DBRG | DigitalBridge Group Inc - Class A | $15.90 | $2.84B | 0.83 | Asset Management | Financial Services | N/A | 28.71 | 13.89 | 3.06 | 5.92% | 0.25% | 45 | +0.98% | $16 | -9.92% | 1.35 |