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 | (2,450 / 7,999 stocks) | +18.02% | 24.80 | 19.49 | 0.32 | 3.34% | 1.76% | +14.63% | +23.81% | 1.14 | ||||||||
2401 | NATR | Nature`s Sunshine Products Inc | $20.40 | $366M | 0.76 | Packaged Foods | Consumer Defensive | -1.51% | 18.39 | 16.05 | 0.17 | 6.29% | N/A | 75 | +71.57% | $35 | +2.92% | 0.46 |
2402 | WEYS | Weyco Group Inc | $38.22 | $364M | 0.76 | Footwear & Accessories | Consumer Cyclical | +15.36% | 17.85 | 11.79 | N/A | 13.38% | 2.87% | N/A | -31.97% | $26 | +16.55% | 1.11 |
2403 | CZFS | Citizens Financial Services Inc | $74.88 | $352M | 0.76 | Banks - Regional | Financial Services | +8.69% | 9.66 | 9.27 | 0.29 | 12.38% | 2.78% | 75 | -5.18% | $71 | +7.62% | 0.91 |
2404 | NETD | Nabors Energy Transition Corp II - Class A | $11.52 | $73M | 0.76 | Shell Companies | Financial Services | N/A | N/A | N/A | N/A | -1.39% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2405 | BKHA | Black Hawk Acquisition Corp - Class A | $12.60 | $58M | 0.76 | Shell Companies | Financial Services | N/A | 122.87 | N/A | N/A | -0.74% | N/A | N/A | N/A | N/A | 0.00% | 0.03 |
2406 | SWAG | Stran & Company Inc | $1.98 | $41M | 0.76 | Advertising Agencies | Communication Services | N/A | 110.53 | N/A | N/A | 4.16% | N/A | N/A | +127.27% | $4.50 | 0.00% | 0.74 |
2407 | NXU | Energy Vault Holdings Inc - Class A | $2.45 | $4.48M | 0.76 | Electrical Equipment & Parts | Industrials | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -84.69% | N/A |
2408 | DDFN | Innovator Equity Dual Directional 15 Buffer ETF November | $20.10 | N/A | 0.76 | 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 |
2409 | SHO-P-I | Sunstone Hotel Investors Inc | $21.45 | N/A | 0.76 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +3.52% | 0.27 |
2410 | LCAAU | L Catterton Asia Acquisition Corp - Units (1 Ord Share Class A & 1/3 War) | $14 | N/A | 0.76 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +6.83% | N/A |
2411 | GSHRW | Gesher Acquisition Corp II - Warrants (11/03/2030) | $0.38 | N/A | 0.76 | 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 |
2412 | BTMWW | Bitcoin Depot Inc Warrant | $0.05 | N/A | 0.76 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.66 |
2413 | LNG | Cheniere Energy Inc | $269.72 | $56B | 0.75 | Oil & Gas Midstream | Energy | N/A | N/A | 17.73 | 9.46 | 3.91% | 0.80% | 79 | +12.76% | $304 | +27.52% | 0.34 |
2414 | FER | Ferrovial S.E. | $63.25 | $46B | 0.75 | Engineering & Construction | Industrials | N/A | 46.20 | 52.91 | 4.92 | 3.24% | N/A | 58 | +20.96% | $77 | 0.00% | 0.67 |
2415 | PRU | Prudential Financial Inc | $119.96 | $41B | 0.75 | Insurance - Life | Financial Services | +1.78% | 12.78 | 11.53 | 0.19 | 23.68% | 4.62% | 43 | -11.75% | $106 | +8.99% | 0.97 |
2416 | RGLD | Royal Gold Inc | $200.96 | $17B | 0.75 | Gold | Basic Materials | +15.23% | 24.06 | 15.53 | 0.63 | 5.05% | 0.94% | 70 | +49.82% | $301 | +12.84% | 0.61 |
2417 | SWK | Stanley Black & Decker Inc | $91.26 | $14B | 0.75 | Tools & Accessories | Industrials | -22.54% | 44.52 | 16.18 | 0.23 | 5.15% | 3.79% | 57 | -0.28% | $91 | -11.77% | 1.44 |
2418 | FLS | Flowserve Corp | $72.41 | $8.74B | 0.75 | Specialty Industrial Machinery | Industrials | +24.01% | 19.52 | 17.70 | 0.23 | 5.87% | 1.19% | 68 | +22.22% | $89 | +13.91% | 1.55 |
2419 | KEX | Kirby Corp | $148.65 | $8B | 0.75 | Marine Shipping | Industrials | +23.95% | 24.09 | 21.23 | 1.36 | 9.14% | N/A | 75 | +14.48% | $170 | +20.21% | 0.97 |
2420 | AL | Air Lease Corporation | $65 | $7.28B | 0.75 | Rental & Leasing Services | Industrials | +13.50% | 7.03 | 12.35 | 0.05 | 22.35% | 1.35% | N/A | 0.00% | $65 | +11.47% | 0.89 |
2421 | FNB | F.N.B. Corp | $19.05 | $6.78B | 0.75 | Banks - Regional | Financial Services | +5.08% | 12.74 | 9.73 | 1.83 | 6.87% | 2.60% | 84 | +9.95% | $21 | +14.76% | 1.10 |
2422 | CPA | Copa Holdings S.A. - Class A | $136.33 | $5.72B | 0.75 | Airlines | Industrials | N/A | 8.09 | 9.14 | 0.47 | 1.90% | 5.04% | 76 | +28.46% | $175 | +18.44% | 0.98 |
2423 | PRVA | Privia Health Group Inc | $25.50 | $3.19B | 0.75 | Health Information Services | Healthcare | N/A | 144.02 | 27.47 | 4.03 | 4.33% | N/A | 78 | +25.06% | $32 | -11.34% | 0.67 |
2424 | NVTS | Navitas Semiconductor Corp | $10.92 | $2.91B | 0.75 | Semiconductors | Technology | N/A | N/A | N/A | N/A | -1.63% | N/A | 56 | +32.42% | $14 | +1.90% | 2.87 |
2425 | AXL | American Axle & Manufacturing Holdings Inc | $5.68 | $1.35B | 0.75 | Auto Parts | Consumer Cyclical | +27.76% | N/A | 13.00 | N/A | 0.04% | N/A | N/A | N/A | N/A | -12.53% | N/A |
2426 | BFST | Business First Bancshares Inc | $31.16 | $900M | 0.75 | Banks - Regional | Financial Services | +14.25% | 9.92 | 9.68 | 0.58 | 9.77% | 1.94% | 80 | +4.62% | $33 | +8.74% | 0.88 |
2427 | VOXR | Vox Royalty Corp | $4.37 | $315M | 0.75 | Other Precious Metals & Mining | Basic Materials | N/A | 9.79 | 25.91 | N/A | -15.64% | 1.20% | 83 | +78.03% | $7.78 | +18.54% | 0.73 |
2428 | DHX | DHI Group Inc | $3.84 | $179M | 0.75 | Software - Application | Technology | -36.04% | N/A | 22.17 | 1.56 | 11.43% | N/A | 75 | +51.82% | $5.83 | -0.05% | 0.85 |
2429 | ACU | Acme United Corp | $54.19 | $174M | 0.75 | Household & Personal Products | Consumer Defensive | -1.15% | 18.26 | 14.03 | 1.54 | 4.68% | 1.37% | N/A | -2.20% | $53 | +6.68% | 0.66 |
2430 | VACHU | Voyager Acquisition Corp - Units (1 Ord Class A & 1/2 War) | $14.50 | $80M | 0.75 | Shell Companies | Financial Services | N/A | N/A | N/A | N/A | -0.52% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2431 | BMNZ | Tidal Trust II Defiance Daily Target 2X Short BMNR | $18.98 | N/A | 0.75 | 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 |
2432 | SWKHL | Swk Holdings Corp | $25.21 | N/A | 0.75 | 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 |
2433 | NE-WS | Noble Corporation plc Tranche 1 Warrants | $23.65 | N/A | 0.75 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.69 |
2434 | JHAA | Nuveen Corporate Income 2023 Target Term Fund | $9.70 | N/A | 0.75 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +0.84% | N/A |
2435 | GFI | Gold Fields Ltd | $32.69 | $26B | 0.74 | Gold | Basic Materials | +50.43% | 20.82 | 5.56 | 0.27 | 6.20% | 7.19% | 71 | +52.46% | $50 | +33.76% | 0.65 |
2436 | GMAB | Genmab | $28.87 | $18B | 0.74 | Biotechnology | Healthcare | -30.81% | 139.18 | 17.12 | 1.88 | 0.74% | N/A | 70 | +31.49% | $38 | -8.43% | 0.60 |
2437 | SON | Sonoco Products Company | $58.23 | $5.45B | 0.74 | Packaging & Containers | Consumer Cyclical | +31.39% | 5.36 | 10.07 | 0.01 | 3.97% | 3.78% | 63 | +8.19% | $63 | +2.45% | 0.60 |
2438 | KTB | Kontoor Brands Inc | $83.54 | $4.79B | 0.74 | Apparel Manufacturing | Consumer Cyclical | +16.28% | 17.34 | 10.68 | 0.83 | 8.36% | 2.52% | 67 | +11.44% | $93 | +12.27% | 1.06 |
2439 | GEF | Greif Inc - Class A | $78.63 | $4.37B | 0.74 | Packaging & Containers | Consumer Cyclical | +56.19% | 4.01 | 9.30 | 0.01 | -3.92% | 3.13% | 54 | -1.56% | $77 | +9.67% | 0.78 |
2440 | CRGY | Crescent Energy Co. - Class A | $11.28 | $3.74B | 0.74 | Oil & Gas E&p | Energy | N/A | N/A | 4.73 | N/A | 10.01% | 4.21% | 73 | +40.13% | $16 | 0.00% | 1.21 |
2441 | VTOL | Bristow Group Inc | $45.71 | $1.33B | 0.74 | Oil & Gas Equipment & Services | Energy | N/A | 11.39 | N/A | N/A | 14.29% | 0.28% | 83 | +35.64% | $62 | +11.97% | 0.91 |
2442 | LYTS | LSI Industries Inc | $23.23 | $874M | 0.74 | Electronic Components | Technology | +23.45% | 38.13 | 17.15 | 6.35 | 4.32% | 0.85% | 75 | +30.56% | $30 | +28.00% | 1.20 |
2443 | CUBI-P-F | Customers Bancorp Inc | $24.99 | $842M | 0.74 | Other | N/A | +9.91% | 2.98 | N/A | 0.04 | 50.19% | N/A | N/A | N/A | N/A | +7.96% | N/A |
2444 | CADL | Candel Therapeutics Inc | $9.56 | $739M | 0.74 | Biotechnology | Healthcare | N/A | N/A | 43.48 | N/A | -6.63% | N/A | 71 | +114.44% | $21 | 0.00% | 1.82 |
2445 | RM | Regional Management Corp | $41.65 | $397M | 0.74 | Credit Services | Financial Services | -2.62% | 8.41 | 6.52 | 0.15 | 81.05% | 2.92% | 75 | +15.25% | $48 | -0.53% | 1.19 |
2446 | TTRX | Turn Therapeutics Inc | $8.54 | $287M | 0.74 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -1.48% | N/A | 75 | +204.45% | $26 | 0.00% | 1.34 |
2447 | RMM | RiverNorth Managed Duration Municipal Income Fund Inc | $14.37 | $285M | 0.74 | Asset Management | Financial Services | N/A | N/A | N/A | N/A | 17.67% | N/A | N/A | N/A | N/A | -0.83% | 0.18 |
2448 | RLTY | Cohen & Steers Real Estate Opportunities and Income Fund | $16.18 | $264M | 0.74 | Asset Management | Financial Services | N/A | 9.30 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
2449 | VFF | Village Farms International Inc | $1.93 | $227M | 0.74 | Farm Products | Consumer Defensive | +79.81% | 5.37 | 16.21 | N/A | -2.96% | N/A | 81 | +154.77% | $4.92 | -27.28% | 1.23 |
2450 | ALCYU | Alchemy Investments Acquisition Corp 1 - Unit (1 Ord Class A & 1/2 War) | $13.50 | $68M | 0.74 | Shell Companies | Financial Services | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.03 |