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 | (2,250 / 7,999 stocks) | +18.30% | 25.10 | 19.56 | 0.33 | 3.23% | 1.74% | +13.72% | +24.24% | 1.17 | ||||||||
2201 | DNN | Denison Mines Corp | $2.91 | $2.76B | 0.83 | Uranium | Energy | +67.34% | N/A | 188.68 | N/A | -3.82% | N/A | 84 | +57.44% | $4.86 | +24.53% | 1.50 |
2202 | NWBI | Northwest Bancshares Inc | $15.40 | $2.24B | 0.83 | Banks - Regional | Financial Services | +2.31% | 16.26 | 13.40 | 3.23 | 4.70% | 5.18% | 53 | -1.90% | $15 | +9.25% | 0.67 |
2203 | SONO | Sonos Inc | $14.69 | $1.76B | 0.83 | Consumer Electronics | Technology | N/A | N/A | 37.31 | N/A | 5.64% | N/A | 68 | +31.59% | $19 | -15.33% | 1.39 |
2204 | SCSC | Scansource Inc | $54.88 | $1.14B | 0.83 | Electronics & Computer Distribution | Technology | N/A | 16.22 | 12.66 | 0.88 | 16.81% | N/A | 62 | +1.47% | $55 | +16.00% | 1.10 |
2205 | APPS | Digital Turbine Inc | $8.45 | $1.02B | 0.83 | Software - Application | Technology | N/A | N/A | 7.43 | 0.69 | 1.10% | N/A | 75 | +36.99% | $11 | -33.93% | 2.48 |
2206 | LYTS | LSI Industries Inc | $23.23 | $874M | 0.83 | Electronic Components | Technology | +23.45% | 38.13 | 17.45 | 6.35 | 4.32% | 0.84% | 75 | +29.50% | $30 | +28.21% | 1.20 |
2207 | MLAB | Mesa Laboratories Inc | $97.50 | $545M | 0.83 | Scientific & Technical Instruments | Technology | N/A | 80.82 | 35.21 | N/A | 7.27% | 0.66% | N/A | +10.95% | $112 | -18.22% | 1.47 |
2208 | HBCP | Home Bancorp Inc | $70.21 | $543M | 0.83 | Banks - Regional | Financial Services | +8.39% | 11.67 | 9.40 | 0.47 | 9.23% | 1.77% | 62 | +0.17% | $69 | +16.36% | 0.80 |
2209 | EQV | EQV Ventures Acquisition Corp. | $12.92 | $466M | 0.83 | Shell Companies | Financial Services | N/A | 36.16 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
2210 | AVIR | Atea Pharmaceuticals Inc | $4.73 | $385M | 0.83 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -38.41% | N/A | 66 | +82.53% | $8.67 | -28.32% | 0.75 |
2211 | FUNC | First United Corporation | $44.57 | $284M | 0.83 | Banks - Regional | Financial Services | +12.01% | 11.24 | 5.27 | 0.96 | 7.77% | 2.21% | 87 | +7.53% | $47 | +25.00% | 0.78 |
2212 | LWACW | LightWave Acquisition Corp - Warrants (06/06/2030) | $0.22 | $178M | 0.83 | 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 |
2213 | ECBK | ECB Bancorp Inc | $19.91 | $174M | 0.83 | Banks - Regional | Financial Services | N/A | 18.25 | N/A | 0.16 | 7.15% | N/A | N/A | N/A | N/A | 0.00% | 0.39 |
2214 | CLNN | Clene Inc | $5.39 | $69M | 0.83 | Packaged Foods | Consumer Defensive | N/A | N/A | N/A | N/A | -26.41% | N/A | N/A | +487.59% | $32 | -48.88% | 1.02 |
2215 | ONMD | OneMedNet Corp - Class A | $0.61 | $32M | 0.83 | Health Information Services | Healthcare | N/A | N/A | N/A | N/A | -22.00% | N/A | N/A | N/A | N/A | -42.89% | 0.79 |
2216 | HTCO | Caravelle International Group | $3.09 | $21M | 0.83 | Marine Shipping | Industrials | N/A | N/A | N/A | N/A | 3.35% | N/A | N/A | N/A | N/A | 0.00% | 0.30 |
2217 | ADVB | Advanced Biomed Inc | $18.98 | $17M | 0.83 | Diagnostics & Research | Healthcare | N/A | 2.46 | N/A | N/A | -17.39% | N/A | N/A | N/A | N/A | 0.00% | 0.45 |
2218 | MDCXW | Medicus Pharma Ltd warrant | $0.35 | $15M | 0.83 | Drug Manufacturers - General | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.89 |
2219 | MKLYR | McKinley Acquisition Corporation Rights | $0.18 | $1.17M | 0.83 | N/A | N/A | N/A | N/A | N/A | N/A | -52.81% | N/A | N/A | N/A | N/A | 0.00% | 0.49 |
2220 | DDTN | Innovator Equity Dual Directional 10 Buffer ETF November | $20.39 | N/A | 0.83 | 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 |
2221 | VACHW | Voyager Acquisition Corp - Warrants (16/05/2031) | $0.26 | N/A | 0.83 | 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 |
2222 | RDW-WS | Redwire Corporation Redeemable Warrants | $0.13 | N/A | 0.83 | 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 |
2223 | QQXL | ProShares Ultra QQQ Top 30 | $50.17 | N/A | 0.83 | 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 |
2224 | PWRD | Perfect World Company. Ltd. ADR | $110.71 | N/A | 0.83 | 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 |
2225 | MDV-P-A | Modiv Industrial Inc | $25.05 | N/A | 0.83 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.02 |
2226 | BPYPN | Brookfield Property Partners L.P. | $13.87 | N/A | 0.83 | Real Estate Services | Real Estate | N/A | 6.19 | N/A | N/A | N/A | 8.21% | N/A | N/A | N/A | -2.11% | 0.20 |
2227 | FER | Ferrovial S.E. | $63.25 | $46B | 0.82 | Engineering & Construction | Industrials | N/A | 46.20 | 53.19 | 4.92 | 3.24% | N/A | 58 | +21.26% | $77 | 0.00% | 0.67 |
2228 | GFS | GlobalFoundries Inc | $53.53 | $33B | 0.82 | Semiconductors | Technology | N/A | 42.04 | 30.12 | 1.17 | 3.27% | N/A | 62 | +42.33% | $81 | 0.00% | 1.82 |
2229 | EXPE | Expedia Group Inc | $259.94 | $30B | 0.82 | Travel Services | Consumer Cyclical | N/A | 20.66 | 13.44 | 0.60 | 13.72% | 0.63% | 60 | +12.31% | $289 | +10.05% | 1.36 |
2230 | TPL | Texas Pacific Land Corporation | $419.44 | $30B | 0.82 | Oil & Gas E&p | Energy | +22.97% | 59.30 | 37.74 | 6.30 | 1.85% | 0.53% | 50 | +4.22% | $444 | +22.07% | 1.12 |
2231 | OKTA | Okta Inc - Class A | $138.50 | $24B | 0.82 | Software - Infrastructure | Technology | N/A | 97.53 | 37.04 | 1.35 | 3.78% | N/A | 70 | -7.47% | $126 | -12.00% | 1.16 |
2232 | HOLX | Hologic Inc | $76.01 | $17B | 0.82 | Medical Instruments & Supplies | Healthcare | N/A | 30.86 | 16.84 | 16.78 | 6.10% | N/A | N/A | N/A | N/A | +1.01% | N/A |
2233 | ALB | Albemarle Corp | $114.84 | $14B | 0.82 | Specialty Chemicals | Basic Materials | N/A | N/A | 12.41 | 0.79 | 4.17% | 1.37% | 67 | +63.31% | $191 | -8.20% | 1.61 |
2234 | LLYVA | Liberty Live Holdings Inc (Liberty Live Group) Series A | $95.65 | $8.77B | 0.82 | Entertainment | Communication Services | N/A | N/A | 126.58 | N/A | -1.02% | N/A | N/A | +11.53% | $106 | 0.00% | 0.66 |
2235 | BCO | Brink`s Company | $122.01 | $5.05B | 0.82 | Security & Protection Services | Industrials | +52.02% | 28.18 | 17.27 | 1.98 | -3.08% | 0.85% | N/A | +26.34% | $153 | +11.28% | 0.89 |
2236 | LMND | Lemonade Inc | $60.14 | $4.87B | 0.82 | Insurance - Property & Casualty | Financial Services | -12.67% | N/A | N/A | N/A | 0.40% | N/A | 54 | +5.78% | $64 | -6.69% | 1.94 |
2237 | CRGY | Crescent Energy Co. - Class A | $11.28 | $3.74B | 0.82 | Oil & Gas E&p | Energy | N/A | N/A | 4.58 | N/A | 10.01% | 4.35% | 73 | +44.73% | $16 | 0.00% | 1.21 |
2238 | CNXN | PC Connection Inc | $81.23 | $2.04B | 0.82 | Electronics & Computer Distribution | Technology | +4.11% | 25.64 | 21.41 | 2.14 | 6.11% | 0.80% | 50 | -5.04% | $76 | +13.67% | 0.69 |
2239 | TSAT | Telesat Corp - Class A | $37.47 | $1.59B | 0.82 | Communication Equipment | Technology | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -51.65% | $19 | 0.00% | 1.53 |
2240 | PDM | Piedmont Office Realty Trust Inc - Class A | $9.79 | $1.20B | 0.82 | Reit - Office | Real Estate | N/A | N/A | 75.19 | N/A | 13.79% | 1.57% | N/A | +4.49% | $10 | -7.95% | 0.94 |
2241 | POET | POET Technologies Inc | $6.89 | $1.13B | 0.82 | Semiconductors | Technology | +6.36% | N/A | N/A | N/A | -3.25% | N/A | 75 | +130.26% | $18 | -1.75% | 2.58 |
2242 | HAFC | Hanmi Financial Corp | $31.69 | $936M | 0.82 | Banks - Regional | Financial Services | +8.00% | 11.61 | 8.62 | 0.44 | 21.80% | 1.66% | 62 | +4.35% | $34 | +18.42% | 0.80 |
2243 | STRZ | Starz Entertainment Corp | $24.42 | $440M | 0.82 | Entertainment | Communication Services | +15.25% | N/A | 3.59 | N/A | 91.62% | N/A | 66 | +24.61% | $30 | 0.00% | 1.11 |
2244 | VSTA | Vasta Platform Ltd Class A | $4.90 | $394M | 0.82 | Education & Training Services | Consumer Defensive | N/A | 4.32 | 13.74 | N/A | 9.21% | N/A | N/A | -6.41% | $4.59 | -7.71% | 0.01 |
2245 | TRVG | Trivago NV | $5.46 | $379M | 0.82 | Internet Content & Information | Communication Services | N/A | 28.77 | 46.30 | 5.98 | 2.40% | N/A | 45 | -26.58% | $3.85 | -7.44% | 0.85 |
2246 | TLS | Telos Corp | $4.51 | $335M | 0.82 | Software - Infrastructure | Technology | +16.44% | N/A | N/A | N/A | 9.54% | N/A | 70 | +51.44% | $6.83 | -29.92% | 1.61 |
2247 | GREE | Greenidge Generation Holdings Inc - Class A | $2.45 | $48M | 0.82 | Capital Markets | Financial Services | N/A | 7.26 | N/A | N/A | -43.32% | N/A | N/A | +40.85% | $4 | 0.00% | 2.21 |
2248 | ZYBT | Zhengye Biotechnology Holding Ltd | $1.73 | $36M | 0.82 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | N/A | N/A | N/A | 4.97% | N/A | N/A | N/A | N/A | 0.00% | 0.83 |
2249 | WETH | Wetouch Technology Inc | $1.27 | $18M | 0.82 | Electronic Components | Technology | N/A | 2.07 | N/A | 0.41 | 31.64% | N/A | N/A | N/A | N/A | -10.01% | 0.69 |
2250 | APXTW | Apex Treasury Corp - Warrants (07/10/2030) | $0.40 | N/A | 0.82 | 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 |