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 | (2,600 / 7,999 stocks) | +17.77% | 24.74 | 19.51 | 0.32 | 3.34% | 1.77% | +14.58% | +23.41% | 1.13 | ||||||||
2551 | TRTN-P-A | Triton International Limited 8.50 Series A Cumulative Redeemable Perpetual Preference Shares | $26.05 | N/A | 0.71 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +6.37% | 0.03 |
2552 | SCE-P-L | SCE Trust VI | $16.63 | N/A | 0.71 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -1.76% | 0.20 |
2553 | RGTIW | Rigetti Computing Inc - Warrants (03/03/2027) | $5.36 | 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 | +34.45% | 3.91 |
2554 | HOLA | JPMORGAN INTERNATIONAL HEDGED EQUITY LADDERED OVERLAY ETF | $54.73 | 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 |
2555 | ARBKL | Argo Blockchain Plc | $5.30 | 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 |
2556 | PM | Philip Morris International Inc | $193 | $303B | 0.70 | Tobacco | Consumer Defensive | +7.46% | 25.97 | 22.68 | 1.30 | 3.52% | 1.54% | 75 | +3.90% | $201 | +19.93% | 0.06 |
2557 | OKE | Oneok Inc | $93.16 | $58B | 0.70 | Oil & Gas Midstream | Energy | +16.93% | 16.37 | 16.34 | 1.73 | 3.88% | 4.50% | 64 | +3.10% | $96 | +18.36% | 0.57 |
2558 | XEL | Xcel Energy Inc | $81.67 | $50B | 0.70 | Utilities - Regulated Electric | Utilities | +3.44% | 23.33 | 19.68 | 12.78 | 9.49% | 2.85% | 73 | +13.66% | $93 | +7.10% | 0.14 |
2559 | RKLB | Rocket Lab USA Inc | $63.91 | $40B | 0.70 | Aerospace & Defense | Industrials | N/A | N/A | N/A | N/A | -0.79% | N/A | 75 | +78.89% | $114 | 0.00% | 2.57 |
2560 | AGNCL | AGNC Investment Corp | $24.85 | $28B | 0.70 | Reit - Mortgage | Real Estate | -25.22% | 18.36 | N/A | 0.12 | 2.98% | 5.82% | N/A | N/A | N/A | 0.00% | 0.09 |
2561 | RS | Reliance Steel & Aluminum Company | $407.83 | $20B | 0.70 | Steel | Basic Materials | +11.31% | 24.86 | 21.74 | 2.74 | 3.11% | 1.24% | 50 | -3.88% | $392 | +23.91% | 0.76 |
2562 | ITT | ITT Inc | $195.86 | $17B | 0.70 | Specialty Industrial Machinery | Industrials | +24.50% | 36.33 | 25.06 | 1.98 | 0.00% | 0.74% | 66 | +25.09% | $245 | +16.42% | 1.24 |
2563 | GNRC | Generac Holdings Inc | $202.09 | $13B | 0.70 | Specialty Industrial Machinery | Industrials | +2.84% | 48.53 | 24.45 | 27.60 | 2.08% | N/A | 66 | +45.36% | $294 | -14.78% | 1.41 |
2564 | VFC | VF Corp | $17.03 | $6.72B | 0.70 | Apparel Manufacturing | Consumer Cyclical | -8.94% | 26.33 | 15.04 | 0.41 | 9.99% | 10.90% | 54 | +18.67% | $20 | -24.69% | 1.98 |
2565 | BC | Brunswick Corp | $79.91 | $5.34B | 0.70 | Recreational Vehicles | Consumer Cyclical | N/A | N/A | 20.12 | 0.75 | 5.96% | 2.17% | 61 | +12.85% | $90 | -2.27% | 1.42 |
2566 | NVST | Envista Holdings Corp | $26.33 | $4.31B | 0.70 | Medical Instruments & Supplies | Healthcare | -11.48% | 63.99 | 20.33 | N/A | 5.11% | N/A | 63 | +11.77% | $29 | -8.70% | 1.28 |
2567 | GEO | Geo Group Inc | $30.93 | $4.19B | 0.70 | Security & Protection Services | Industrials | +11.68% | 15.86 | 26.88 | 0.02 | -0.73% | N/A | 75 | +9.14% | $34 | +35.86% | 1.16 |
2568 | CAAP | Corporacion America Airports S.A. | $25.19 | $4.11B | 0.70 | Airports & Air Services | Industrials | N/A | 14.22 | 4.89 | 0.21 | 11.39% | N/A | 78 | +28.74% | $32 | +36.53% | 1.09 |
2569 | RNST | Renasant Corp | $43.47 | $4.03B | 0.70 | Banks - Regional | Financial Services | +7.94% | 17.90 | 10.42 | 1.26 | 5.71% | 2.09% | 78 | +6.81% | $46 | +6.47% | 0.97 |
2570 | BKV | BKV Corp | $25.54 | $2.90B | 0.70 | Oil & Gas E&p | Energy | N/A | 8.16 | 19.53 | N/A | -3.95% | N/A | 77 | +34.18% | $34 | 0.00% | 0.91 |
2571 | AGM | Federal Agricultural Mortgage Corp - Class C | $209.14 | $2.25B | 0.70 | Credit Services | Financial Services | +12.53% | 10.37 | 10.41 | 2.41 | 9.84% | 2.97% | 87 | +5.03% | $220 | +20.49% | 0.76 |
2572 | ORRF | Orrstown Financial Services Inc | $42.56 | $811M | 0.70 | Banks - Regional | Financial Services | +25.19% | 9.55 | 8.89 | 0.06 | 10.72% | 2.72% | 75 | +1.62% | $43 | +16.61% | 0.71 |
2573 | GEGGL | Great Elm Group Inc | $24.70 | $754M | 0.70 | N/A | N/A | N/A | N/A | N/A | N/A | 0.36% | 7.40% | N/A | N/A | N/A | 0.00% | 0.09 |
2574 | IVR | Invesco Mortgage Capital Inc | $7.59 | $687M | 0.70 | Reit - Mortgage | Real Estate | N/A | 8.81 | 3.47 | 0.51 | 23.93% | 17.80% | 45 | +12.06% | $8.50 | -11.65% | 0.71 |
2575 | CTKB | Cytek BioSciences Inc | $4.46 | $586M | 0.70 | Medical Devices | Healthcare | N/A | N/A | 370.37 | N/A | -2.17% | N/A | 68 | +27.58% | $5.69 | -24.97% | 1.28 |
2576 | MLAB | Mesa Laboratories Inc | $97.50 | $545M | 0.70 | Scientific & Technical Instruments | Technology | N/A | 80.82 | 35.21 | N/A | 7.27% | 0.63% | N/A | +14.87% | $112 | -18.79% | 1.47 |
2577 | STRT | Strattec Security Corp | $85.78 | $347M | 0.70 | Auto Parts | Consumer Cyclical | N/A | 15.61 | 17.64 | 0.08 | 16.68% | N/A | N/A | +0.84% | $87 | +16.43% | 1.27 |
2578 | ALCO | Alico Inc | $38.62 | $297M | 0.70 | Farm Products | Consumer Defensive | N/A | N/A | 57.47 | N/A | 4.26% | 0.50% | N/A | +15.23% | $45 | +3.15% | 0.45 |
2579 | KINS | Kingstone Cos. Inc | $19.91 | $279M | 0.70 | Insurance - Property & Casualty | Financial Services | +30.71% | 8.79 | 7.47 | 0.29 | 22.96% | 0.79% | N/A | +7.99% | $22 | +22.71% | 0.91 |
2580 | GSIT | GSI Technology Inc | $5.63 | $227M | 0.70 | Semiconductors | Technology | -15.21% | N/A | 66.23 | 74.00 | -7.22% | N/A | N/A | +42.10% | $8 | +0.54% | 2.32 |
2581 | TYGO | Tigo Energy Inc | $1.69 | $137M | 0.70 | Solar | Technology | N/A | 43.48 | 117.65 | N/A | 0.46% | N/A | N/A | +305.33% | $6.85 | 0.00% | 1.18 |
2582 | FUSB | First US Bancshares Inc | $16.31 | $92M | 0.70 | Banks - Regional | Financial Services | +19.00% | 15.18 | 8.69 | N/A | 11.96% | 1.70% | N/A | N/A | N/A | +9.49% | 0.02 |
2583 | GET | GetnetAdquirencia e Servicos para Meios de Pagamento S.A. - Instituica | $1.88 | $88M | 0.70 | 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 |
2584 | CYCN | Cyclerion Therapeutics Inc | $3.50 | $15M | 0.70 | Biotechnology | Healthcare | -49.51% | N/A | N/A | N/A | -23.31% | N/A | N/A | +128.57% | $8 | -46.86% | 0.85 |
2585 | SPEGR | Silver Pegasus Acquisition Corp | $0.25 | $883K | 0.70 | N/A | N/A | N/A | N/A | N/A | N/A | -46.72% | N/A | N/A | N/A | N/A | 0.00% | 0.48 |
2586 | AEAQU | Activate Energy Acquisition Corp - Units (1 Ord Cls A & 1/2 War) | $10.43 | N/A | 0.70 | Shell Companies | Financial Services | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
2587 | TZUP | Thumzup Media Corporation Common Stock | $4.55 | N/A | 0.70 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.20 |
2588 | XLBI | Select Sector SPDR Trust The The Materials Premium Income Fund | $23.93 | N/A | 0.70 | 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 |
2589 | UCB-P-I | United Community Banks Inc | $24.99 | N/A | 0.70 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +3.70% | N/A |
2590 | OCCIN | OFS Credit Company Inc | $24.79 | N/A | 0.70 | Asset Management | Financial Services | N/A | 49.02 | N/A | N/A | N/A | 5.04% | N/A | N/A | N/A | 0.00% | 0.02 |
2591 | TMO | Thermo Fisher Scientific Inc | $568.26 | $196B | 0.69 | Diagnostics & Research | Healthcare | +14.94% | 31.01 | 21.19 | 6.41 | 3.45% | 0.34% | 74 | +4.05% | $591 | +1.60% | 0.78 |
2592 | ERIC | Telefonaktiebolaget L M Ericsson | $9.34 | $32B | 0.69 | Communication Equipment | Technology | +2.62% | 12.14 | 19.72 | 0.22 | 10.35% | 3.36% | 32 | +3.53% | $9.67 | -0.73% | 0.74 |
2593 | TDY | Teledyne Technologies Inc | $655.35 | $30B | 0.69 | Scientific & Technical Instruments | Technology | +12.85% | 32.48 | 26.67 | 2.50 | 3.49% | N/A | 75 | +14.07% | $748 | +8.02% | 0.85 |
2594 | KEY-P-L | Keycorp | $25.22 | $27B | 0.69 | N/A | N/A | -0.83% | 14.87 | N/A | 0.05 | 8.43% | N/A | N/A | N/A | N/A | 0.00% | 0.17 |
2595 | DLO | DLocal Ltd Class A | $14.49 | $4.28B | 0.69 | Software - Infrastructure | Technology | +33.22% | 22.34 | 13.53 | 0.74 | 8.69% | 1.38% | 77 | +23.19% | $18 | -21.58% | 1.18 |
2596 | YETI | YETI Holdings Inc | $50.38 | $3.92B | 0.69 | Leisure | Consumer Cyclical | -0.07% | 25.45 | 17.51 | 1.66 | 6.57% | N/A | 67 | +5.34% | $53 | -12.34% | 1.32 |
2597 | NHI | National Health Investors Inc | $80.54 | $3.86B | 0.69 | Reit - Healthcare Facilities | Real Estate | -2.30% | 25.40 | 18.15 | 4.76 | -1.31% | 4.58% | 65 | +2.91% | $83 | +9.57% | 0.14 |
2598 | MANU | Manchester United Plc. - Class A | $22.67 | $3.85B | 0.69 | Entertainment | Communication Services | -1.44% | N/A | 106.38 | 0.35 | -6.00% | N/A | N/A | +3.66% | $24 | +7.64% | 0.70 |
2599 | SFNC | Simmons First National Corp - Class A | $23.18 | $3.35B | 0.69 | Banks - Regional | Financial Services | N/A | N/A | 9.52 | 3.83 | 12.61% | 3.72% | 64 | +7.85% | $25 | +1.13% | 0.85 |
2600 | OLPX | Olaplex Holdings Inc | $2.07 | $1.39B | 0.69 | Specialty Retail | Consumer Cyclical | N/A | N/A | 20.70 | N/A | 4.94% | N/A | N/A | N/A | N/A | 0.00% | N/A |