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 | (250 / 7,999 stocks) | +24.08% | 29.56 | 18.57 | 0.14 | 2.85% | 1.63% | +13.62% | +34.92% | 1.71 | ||||||||
201 | SCCF | Sachem Capital Corp | $24.04 | $1.18B | 2.13 | N/A | N/A | N/A | N/A | N/A | N/A | 0.28% | N/A | N/A | N/A | N/A | 0.00% | 0.06 |
202 | RAPT | RAPT Therapeutics Inc | $58.02 | $1.56B | 2.12 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -5.54% | N/A | N/A | N/A | N/A | -25.77% | N/A |
203 | EMX | EMX Royalty Corporation | $4.16 | $455M | 2.12 | Other Industrial Metals & Mining | Basic Materials | N/A | 135.22 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +8.63% | N/A |
204 | BLUW | Clarus Therapeutics Holdings Inc - Class A | $10.33 | $333M | 2.12 | Shell Companies | Financial Services | N/A | N/A | N/A | N/A | -0.13% | N/A | N/A | N/A | N/A | +0.33% | 0.02 |
205 | AMD | Advanced Micro Devices Inc | $539.69 | $900B | 2.11 | Semiconductors | Technology | +5.22% | 179.53 | 69.93 | 1.45 | 0.95% | N/A | 73 | -1.93% | $542 | +43.07% | 2.24 |
206 | AMAT | Applied Materials Inc | $562.80 | $440B | 2.11 | Semiconductor Equipment & Materials | Technology | +27.08% | 50.54 | 33.33 | 1.38 | 1.21% | 0.36% | 71 | +12.48% | $623 | +33.08% | 1.93 |
207 | KOD | Kodiak Sciences Inc | $41.02 | $2.61B | 2.11 | Biotechnology | Healthcare | +4.23% | N/A | N/A | N/A | -5.68% | N/A | 78 | +49.50% | $63 | -13.34% | 1.69 |
208 | TRML | Tourmaline Bio Inc | $47.98 | $1.24B | 2.11 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -6.98% | N/A | N/A | +0.04% | $48 | -18.29% | 0.67 |
209 | ELA | Envela Corp | $20.92 | $554M | 2.11 | Luxury Goods | Consumer Cyclical | +30.40% | 26.44 | 54.05 | 0.14 | 3.83% | N/A | N/A | +19.55% | $26 | +38.67% | 0.80 |
210 | BWAY | Brainsway Ltd | $16.51 | $440M | 2.11 | Medical Devices | Healthcare | N/A | 79.88 | 39.37 | 0.36 | 4.17% | N/A | N/A | +5.68% | $18 | +29.68% | 1.17 |
211 | SHIP | Seanergy Maritime Holdings Corp | $16.37 | $322M | 2.11 | Marine Shipping | Industrials | N/A | 15.18 | 4.19 | N/A | 5.28% | 4.02% | N/A | +44.07% | $22 | +15.52% | 0.78 |
212 | NUAI | New Era Energy & Digital Inc | $5.32 | $221M | 2.11 | Software - Infrastructure | Technology | N/A | N/A | N/A | N/A | -6.04% | N/A | 75 | +80.72% | $11 | 0.00% | 2.50 |
213 | DINO | HF Sinclair Corp | $89.05 | $16B | 2.10 | Oil & Gas Refining & Marketing | Energy | N/A | 13.30 | 11.52 | 0.04 | 8.50% | 2.21% | 60 | -11.81% | $80 | +30.64% | 0.72 |
214 | SIMO | Silicon Motion Technology Corp | $289.08 | $9.45B | 2.10 | Semiconductors | Technology | +9.62% | 77.09 | 29.67 | 2.03 | 0.07% | 0.79% | 79 | -0.17% | $281 | +38.25% | 1.70 |
215 | MATX | Matson Inc | $213.59 | $6.56B | 2.10 | Marine Shipping | Industrials | +35.64% | 19.12 | 19.19 | N/A | 8.41% | 0.65% | 83 | +11.94% | $242 | +28.77% | 1.05 |
216 | UCTT | Ultra Clean Hldgs Inc | $100.56 | $4.55B | 2.10 | Semiconductor Equipment & Materials | Technology | N/A | N/A | 38.17 | N/A | -0.95% | N/A | 80 | +11.77% | $113 | +14.36% | 2.51 |
217 | PBT | Permian Basin Royalty Trust | $29.25 | $1.37B | 2.10 | Oil & Gas Midstream | Energy | +16.49% | 93.18 | 10.74 | N/A | 2.27% | 1.09% | N/A | -55.86% | $13 | +46.67% | 0.55 |
218 | OPINL | Office Properties Income Trust | $0.31 | $82M | 2.10 | N/A | N/A | N/A | N/A | N/A | N/A | -92.26% | N/A | N/A | N/A | N/A | -54.73% | N/A |
219 | DELL | Dell Technologies Inc - Class C | $439 | $287B | 2.09 | Computer Hardware | Technology | +19.26% | 34.51 | 20.79 | 0.07 | 3.29% | 0.58% | 72 | +13.35% | $501 | +58.30% | 1.86 |
220 | SAND | Sandstorm Gold Ltd | $12.12 | $3.63B | 2.09 | Gold | Basic Materials | N/A | N/A | N/A | 6.97 | -3.63% | N/A | N/A | N/A | N/A | +11.08% | N/A |
221 | VINO | N/A | $1.44 | $1.32M | 2.09 | Real Estate - Diversified | Real Estate | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
222 | EIX | Edison International | $79.62 | $31B | 2.08 | Utilities - Regulated Electric | Utilities | +46.95% | 8.70 | 12.77 | 0.29 | -2.08% | 4.36% | 55 | -5.47% | $76 | +12.61% | 0.45 |
223 | PKOH | Park-Ohio Holdings Corp | $38.17 | $533M | 2.08 | Specialty Industrial Machinery | Industrials | -10.41% | 17.15 | 12.29 | N/A | -12.49% | 1.33% | 75 | +12.72% | $44 | +8.17% | 1.26 |
224 | SMFG | Sumitomo Mitsui Financial Group Inc | $25.91 | $145B | 2.07 | Banks - Diversified | Financial Services | +9.55% | 11.99 | 14.58 | 1.97 | -0.85% | 2.38% | 75 | +10.66% | $29 | +35.01% | 1.13 |
225 | EBR | Centrais Eletricas Brasileiras S.A. | $11.03 | $25B | 2.07 | Utilities - Renewable | Utilities | -14.57% | 20.30 | 17.36 | 0.36 | 10.13% | N/A | 75 | +12.15% | $12 | +15.71% | 0.55 |
226 | COOP | Mr. Cooper Group Inc | $210.79 | $14B | 2.07 | Mortgage Finance | Financial Services | N/A | 24.07 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +43.66% | N/A |
227 | TVTX | Travere Therapeutics Inc | $56.68 | $5.20B | 2.07 | Biotechnology | Healthcare | -44.12% | N/A | 75.76 | N/A | 0.75% | N/A | 76 | +3.73% | $58 | +33.58% | 1.29 |
228 | IRWD | Ironwood Pharmaceuticals Inc - Class A | $3.79 | $639M | 2.07 | Drug Manufacturers - Specialty & Generic | Healthcare | -12.17% | 8.36 | 12.33 | N/A | 17.57% | N/A | N/A | +63.66% | $6.35 | -21.50% | 1.07 |
229 | ALISR | Calisa Acquisition Corp Right | $0.50 | $1.22M | 2.07 | N/A | N/A | N/A | 4.96 | N/A | N/A | -28.30% | N/A | N/A | N/A | N/A | 0.00% | 1.30 |
230 | CIB | Bancolombia S.A. | $86.79 | $20B | 2.06 | Banks - Regional | Financial Services | -9.70% | 11.46 | 8.51 | 0.07 | -1.19% | 3.05% | 52 | -19.13% | $69 | +35.99% | 0.75 |
231 | FRO | Frontline Plc | $38.83 | $7.72B | 2.06 | Oil & Gas Midstream | Energy | N/A | 16.24 | 5.34 | N/A | 8.84% | 8.48% | 62 | +16.65% | $44 | +47.62% | 0.67 |
232 | BELFB | Bel Fuse Inc - Class B | $285.92 | $3.49B | 2.06 | Electronic Components | Technology | +22.32% | 64.25 | 33.11 | 2.47 | 2.13% | 0.09% | 82 | +13.65% | $321 | +87.16% | 1.68 |
233 | FVR | FrontView REIT Inc | $21.18 | $468M | 2.06 | Reit - Diversified | Real Estate | N/A | N/A | N/A | N/A | 8.79% | 3.99% | 64 | -0.38% | $21 | 0.00% | 0.65 |
234 | OCFT | Oneconnect Financial Technology Co Ltd | $7.89 | $309M | 2.06 | Software - Application | Technology | N/A | N/A | 81.30 | N/A | N/A | N/A | N/A | N/A | N/A | -38.48% | N/A |
235 | AMUU | DIREXION DAILY AMD BULL 2X SHARES | $241.62 | N/A | 2.06 | N/A | N/A | N/A | 47.43 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
236 | UMC | United Micro Electronics | $20.87 | $53B | 2.05 | Semiconductors | Technology | +11.50% | 32.85 | 27.40 | 1.79 | 3.01% | 1.95% | 12 | -23.67% | $16 | +24.03% | 1.13 |
237 | HUT | Hut 8 Corp | $117.67 | $12B | 2.05 | Capital Markets | Financial Services | N/A | N/A | 84.75 | N/A | -1.07% | N/A | 82 | +23.74% | $136 | +39.97% | 3.19 |
238 | CBC | RBC CENTURA BANKS INC | $31.71 | $7.56B | 2.05 | Banks - Regional | Financial Services | N/A | 17.89 | N/A | 0.67 | 3.06% | 0.90% | 80 | -1.11% | $31 | 0.00% | 0.46 |
239 | OUT | Outfront Media Inc | $31.89 | $5.62B | 2.05 | Reit - Specialty | Real Estate | N/A | 29.72 | 24.94 | 0.25 | 4.51% | 3.67% | 82 | +13.78% | $36 | +12.97% | 1.13 |
240 | SCCG | Sachem Capital Corp | $24.01 | $1.19B | 2.05 | N/A | N/A | N/A | N/A | N/A | N/A | 0.28% | N/A | N/A | N/A | N/A | 0.00% | 0.01 |
241 | WTTR | Select Water Solutions Inc - Class A | $20.84 | $2.40B | 2.04 | Oil & Gas Equipment & Services | Energy | N/A | 112.80 | 38.31 | N/A | -3.93% | 1.03% | 79 | +5.39% | $23 | +33.07% | 1.13 |
242 | FDSB | Fifth District Bancorp Inc | $17.18 | $91M | 2.04 | Banks - Regional | Financial Services | N/A | 21.42 | N/A | N/A | 1.01% | N/A | N/A | N/A | N/A | 0.00% | 0.26 |
243 | AHMA | Ambitions Enterprise Management Co LLC - Class A | $1.67 | $48M | 2.04 | Travel Services | Consumer Cyclical | N/A | 39.15 | N/A | 1.44 | -2.30% | N/A | N/A | N/A | N/A | 0.00% | N/A |
244 | CSIO | COHEN & STEERS INFRASTRUCTURE OPPORTUNITIES ACTIVE ETF | $29.01 | N/A | 2.04 | 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 |
245 | MFG | Mizuho Financial Group Inc | $10.57 | $128B | 2.03 | Banks - Regional | Financial Services | +13.90% | 15.73 | 14.95 | 0.34 | 1.65% | 1.87% | 37 | -0.19% | $10 | +34.88% | 1.12 |
246 | FDX | Fedex Corp | $315.60 | $76B | 2.03 | Integrated Freight & Logistics | Industrials | +10.47% | 17.10 | 15.15 | 0.46 | 11.73% | 1.77% | 67 | +11.67% | $352 | +12.47% | 0.97 |
247 | KN | Knowles Corp | $38.81 | $3.13B | 2.03 | Electronic Components | Technology | +16.47% | 55.86 | 15.24 | 0.43 | -1.30% | N/A | 75 | -6.60% | $36 | +15.07% | 1.51 |
248 | ATEN | A10 Networks Inc | $34.65 | $2.55B | 2.03 | Software - Infrastructure | Technology | +18.29% | 57.13 | 50.25 | N/A | 2.01% | 0.67% | 70 | +0.17% | $36 | +27.29% | 0.97 |
249 | TYRA | Tyra Biosciences Inc | $30.80 | $1.82B | 2.03 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -5.63% | N/A | 76 | +69.89% | $52 | 0.00% | 1.01 |
250 | ANL | Adlai Nortye Ltd | $13.22 | $317M | 2.03 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | 75 | +115.69% | $29 | 0.00% | 1.09 |