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 | (2,550 / 7,999 stocks) | +17.90% | 24.74 | 19.49 | 0.32 | 3.33% | 1.77% | +14.65% | +23.61% | 1.14 | ||||||||
2501 | OXLCN | Oxford Lane Capital Corp | $24.69 | $2.13B | 0.72 | Asset Management | Financial Services | N/A | 28.72 | N/A | N/A | N/A | 20.70% | N/A | N/A | N/A | +6.03% | 0.03 |
2502 | TRIL | Trillium Therapeutics Inc | $19.86 | $2.05B | 0.72 | N/A | N/A | N/A | 31.53 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +22.50% | N/A |
2503 | VBTX | Veritex Holdings Inc | $30.26 | $1.66B | 0.72 | Banks - Regional | Financial Services | +5.53% | 14.35 | N/A | 0.45 | 6.36% | 2.78% | N/A | +22.27% | $37 | +1.63% | 0.93 |
2504 | CODI-P-A | Compass Diversified Holdings 7250 Series A Preferred Shares representing beneficial interest in | $19.75 | $1.53B | 0.72 | Other | N/A | N/A | N/A | N/A | N/A | 0.66% | N/A | N/A | N/A | N/A | +2.58% | 0.15 |
2505 | SR-P-A | Spire Inc | $25 | $1.48B | 0.72 | Other | N/A | +41.43% | 4.12 | N/A | 0.10 | -15.07% | N/A | N/A | N/A | N/A | +3.18% | N/A |
2506 | JBSS | Sanfilippo (John B.) & Son Inc | $81.19 | $941M | 0.72 | Packaged Foods | Consumer Defensive | +11.88% | 12.74 | 12.24 | 0.48 | 5.19% | 1.12% | 100 | +25.63% | $102 | +1.56% | 0.23 |
2507 | PHAT | Phathom Pharmaceuticals Inc | $11.44 | $929M | 0.72 | Biotechnology | Healthcare | -24.73% | N/A | N/A | N/A | -10.52% | N/A | 77 | +107.17% | $24 | -18.91% | 1.24 |
2508 | FCRX | Crescent Capital BDC, Inc. 5.00% Notes due 2026 | $25.17 | $918M | 0.72 | N/A | N/A | N/A | 25.50 | N/A | N/A | 5.35% | 6.67% | N/A | N/A | N/A | +4.06% | N/A |
2509 | SNCY | Sun Country Airlines Holdings Inc | $16.17 | $876M | 0.72 | Airlines | Industrials | +47.43% | 21.54 | 10.44 | N/A | 8.23% | N/A | N/A | N/A | N/A | -13.75% | N/A |
2510 | GILT | Gilat Satellite Networks | $10.73 | $836M | 0.72 | Communication Equipment | Technology | N/A | 40.33 | 24.94 | 4.99 | 1.10% | N/A | 83 | +78.94% | $19 | +1.81% | 1.45 |
2511 | TECX | AvroBio Inc | $30.37 | $595M | 0.72 | Biotechnology | Healthcare | -34.69% | N/A | N/A | N/A | -11.03% | N/A | 77 | +158.28% | $78 | -19.68% | 1.63 |
2512 | ITRG | Integra Resources Corp | $2.16 | $436M | 0.72 | Other Precious Metals & Mining | Basic Materials | N/A | 83.24 | 5.67 | N/A | -0.22% | N/A | 89 | +195.37% | $6.38 | -20.55% | 0.91 |
2513 | SI | Shoulder Innovations Inc | $20.41 | $420M | 0.72 | N/A | N/A | N/A | N/A | N/A | N/A | -10.90% | N/A | 81 | +6.17% | $22 | 0.00% | 0.40 |
2514 | DDD | 3D Systems Corp | $2.58 | $380M | 0.72 | Computer Hardware | Technology | +4.64% | 7.90 | 22.52 | 0.85 | -18.56% | N/A | N/A | +55.34% | $4 | -36.94% | 1.97 |
2515 | NECB | NorthEast Community Bancorp Inc | $26.66 | $365M | 0.72 | Banks - Regional | Financial Services | N/A | 8.42 | 15.67 | N/A | 13.87% | 3.03% | 62 | +11.59% | $30 | +24.74% | 0.72 |
2516 | IMUX | Immunic Inc | $13.39 | $206M | 0.72 | Biotechnology | Healthcare | -24.37% | N/A | N/A | N/A | -39.57% | N/A | 75 | +222.78% | $43 | -31.94% | 1.28 |
2517 | AREC | American Resources Corporation - Class A | $1.74 | $189M | 0.72 | Coking Coal | Basic Materials | N/A | N/A | 2.75 | N/A | -11.33% | N/A | 75 | +187.36% | $5 | -3.87% | 1.59 |
2518 | RGS | Regis Corporation | $27.98 | $73M | 0.72 | Personal Services | Consumer Cyclical | N/A | 0.60 | 31.15 | 0.04 | 18.93% | N/A | N/A | +50.11% | $42 | -29.65% | 0.94 |
2519 | GREE | Greenidge Generation Holdings Inc - Class A | $2.45 | $48M | 0.72 | Capital Markets | Financial Services | N/A | 7.26 | N/A | N/A | -43.32% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2520 | HWH | HWH International Inc | $1.42 | $9.27M | 0.72 | Leisure | Consumer Cyclical | N/A | N/A | N/A | N/A | -15.18% | N/A | N/A | N/A | N/A | 0.00% | 0.13 |
2521 | TRTX-P-C | TPG RE Finance Trust Inc | $18.55 | N/A | 0.72 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +3.04% | 0.20 |
2522 | LCAA | L Catterton Asia Acquisition Corp - Class A | $13.51 | N/A | 0.72 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +6.52% | N/A |
2523 | CHSCL | CHS Inc | $25.36 | N/A | 0.72 | Farm Products | Consumer Defensive | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.37% | 0.05 |
2524 | DE | Deere & Company | $628.21 | $164B | 0.71 | Farm & Heavy Construction Machinery | Industrials | +13.58% | 29.77 | 25.84 | 1.35 | 4.07% | 1.06% | 68 | +3.15% | $648 | +13.59% | 0.72 |
2525 | NGG | National Grid Plc | $82.30 | $84B | 0.71 | Utilities - Regulated Electric | Utilities | -4.47% | 10.22 | 13.95 | 1.04 | -11.25% | 3.86% | 65 | +10.44% | $91 | +11.57% | 0.19 |
2526 | WSM | Williams-Sonoma Inc | $226.74 | $26B | 0.71 | Specialty Retail | Consumer Cyclical | +9.75% | 24.43 | 23.53 | 7.86 | 4.18% | 1.25% | 61 | -6.22% | $213 | +25.98% | 1.33 |
2527 | JLL | Jones Lang Lasalle Inc | $325.45 | $15B | 0.71 | Real Estate Services | Real Estate | +14.32% | 17.02 | 14.49 | 0.25 | 8.04% | N/A | 70 | +19.93% | $390 | +9.76% | 1.07 |
2528 | TECH | Bio-Techne Corp | $71.60 | $11B | 0.71 | Biotechnology | Healthcare | -10.07% | 102.39 | 34.25 | 0.96 | 2.40% | 0.45% | 58 | -2.23% | $70 | -9.18% | 1.14 |
2529 | W | Wayfair Inc - Class A | $84.18 | $11B | 0.71 | Internet Retail | Consumer Cyclical | N/A | N/A | 30.58 | 23.50 | 4.42% | N/A | 70 | +11.80% | $94 | -21.67% | 2.41 |
2530 | OGE | Oge Energy Corp | $49.95 | $10B | 0.71 | Utilities - Regulated Electric | Utilities | -0.71% | 22.04 | 20.49 | 3.47 | 12.75% | 3.41% | 57 | +1.44% | $51 | +12.97% | 0.21 |
2531 | BIO-B | Bio-Rad Laboratories Inc - Class B | $309.37 | $8.34B | 0.71 | Medical Devices | Healthcare | N/A | N/A | 34.97 | 1.21 | 4.28% | N/A | N/A | N/A | N/A | -14.45% | N/A |
2532 | GLNG | Golar Lng | $48.62 | $5.04B | 0.71 | Oil & Gas Midstream | Energy | N/A | 76.72 | 43.86 | 2.46 | 0.00% | 2.01% | 69 | +23.98% | $60 | +36.41% | 0.84 |
2533 | LBRT | Liberty Energy Inc - Class A | $17.36 | $4.07B | 0.71 | Oil & Gas Equipment & Services | Energy | -11.73% | 25.97 | 47.85 | N/A | 10.45% | 1.63% | 71 | +94.99% | $34 | +10.45% | 1.51 |
2534 | OGN | Organon & Company | $13.52 | $3.55B | 0.71 | Drug Manufacturers - General | Healthcare | -35.81% | 14.36 | 5.09 | N/A | 19.23% | 0.59% | 40 | -16.79% | $11 | -11.06% | 0.86 |
2535 | SAH | Sonic Automotive Inc - Class A | $99.82 | $3.39B | 0.71 | Auto & Truck Dealerships | Consumer Cyclical | +10.76% | 25.71 | 14.47 | 0.47 | 5.17% | 1.50% | 60 | -10.57% | $89 | +17.73% | 0.99 |
2536 | BTU | Peabody Energy Corp New | $22.80 | $2.91B | 0.71 | Thermal Coal | Energy | N/A | N/A | 24.69 | N/A | -5.75% | 1.26% | 66 | +43.99% | $33 | +16.88% | 0.76 |
2537 | DNN | Denison Mines Corp | $2.91 | $2.76B | 0.71 | Uranium | Energy | +67.34% | N/A | 188.68 | N/A | -3.82% | N/A | 84 | +66.88% | $4.85 | +23.04% | 1.50 |
2538 | PMTV | Pennymac Mortgage Investment Trust | $25.48 | $2.20B | 0.71 | N/A | N/A | -25.74% | 15.41 | N/A | 0.98 | N/A | 4.42% | N/A | N/A | N/A | 0.00% | 0.08 |
2539 | POET | POET Technologies Inc | $6.89 | $1.13B | 0.71 | Semiconductors | Technology | +6.36% | N/A | N/A | N/A | -3.25% | N/A | 75 | +153.99% | $18 | -3.66% | 2.58 |
2540 | CTMX | CytomX Therapeutics Inc | $3.24 | $590M | 0.71 | Biotechnology | Healthcare | N/A | 22.46 | 14.20 | 0.69 | -13.63% | N/A | 83 | +285.80% | $13 | -10.21% | 2.00 |
2541 | CCCX | Churchill Capital Corp X - Class A | $13.66 | $570M | 0.71 | Shell Companies | Financial Services | N/A | N/A | N/A | N/A | 0.00% | N/A | N/A | N/A | N/A | 0.00% | 1.31 |
2542 | TOI | Oncology Institute Inc (The) | $4.98 | $529M | 0.71 | Medical Care Facilities | Healthcare | N/A | N/A | N/A | N/A | -4.86% | N/A | 81 | +68.67% | $8.40 | 0.00% | 1.49 |
2543 | LANDM | Gladstone Land Corp | $25.07 | $413M | 0.71 | Reit - Specialty | Real Estate | N/A | N/A | N/A | N/A | N/A | 2.23% | N/A | N/A | N/A | +4.37% | 0.02 |
2544 | OVLY | Oak Valley Bancorp | $32.61 | $277M | 0.71 | Banks - Regional | Financial Services | +11.84% | 11.55 | 10.45 | N/A | 9.25% | 2.32% | N/A | N/A | N/A | +15.59% | 0.80 |
2545 | JMG | JM Group Ltd | $6.61 | $106M | 0.71 | Specialty Retail | Consumer Cyclical | N/A | 44.12 | N/A | 0.27 | 1.96% | N/A | N/A | +36.16% | $9 | 0.00% | N/A |
2546 | FLNT | Fluent Inc | $3.42 | $104M | 0.71 | Advertising Agencies | Communication Services | +20.82% | N/A | 65.36 | 1.81 | 1.36% | N/A | 58 | +24.27% | $4.25 | -26.24% | 0.63 |
2547 | MKLYR | McKinley Acquisition Corporation Rights | $0.18 | $1.17M | 0.71 | 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 |
2548 | FSHPR | Flag Ship Acquisition Corp | $0.09 | $152K | 0.71 | N/A | N/A | N/A | 0.11 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
2549 | CIFG | Leverage Shares 2X Long CIFR Daily ETF | $10.54 | N/A | 0.71 | 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 |
2550 | CRDU | Tradr 2X Long CRDO Daily ETF | $13.65 | N/A | 0.71 | 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 |