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 | (2,650 / 7,999 stocks) | +17.74% | 24.74 | 19.51 | 0.32 | 3.35% | 1.77% | +14.58% | +23.37% | 1.13 | ||||||||
2601 | SBR | Sabine Royalty Trust | $73.80 | $1.08B | 0.69 | Oil & Gas Midstream | Energy | +16.49% | 15.79 | 10.45 | 1.35 | 14.08% | 6.57% | N/A | -55.96% | $33 | +24.21% | 0.36 |
2602 | ARGO | Argo Group International Holdings Ltd | $29.99 | $1.06B | 0.69 | N/A | N/A | N/A | N/A | N/A | N/A | 20.75% | N/A | N/A | N/A | N/A | -8.76% | N/A |
2603 | CHMI-P-B | Cherry Hill Mortgage Investment Corporation | $23.95 | $876M | 0.69 | Other | N/A | -12.10% | 60.88 | N/A | N/A | 3.54% | N/A | N/A | N/A | N/A | +8.92% | 0.06 |
2604 | NB | NioCorp Developments Ltd | $4.14 | $651M | 0.69 | Other Industrial Metals & Mining | Basic Materials | +28.70% | N/A | N/A | N/A | -2.56% | N/A | 80 | +183.09% | $12 | -16.66% | 0.88 |
2605 | MLR | Miller Industries Inc | $51.39 | $577M | 0.69 | Auto Parts | Consumer Cyclical | -10.92% | 37.31 | 18.21 | 2.56 | 19.12% | 1.58% | N/A | +5.08% | $54 | +8.72% | 0.94 |
2606 | TATT | TAT Technologies Ltd | $41.83 | $538M | 0.69 | Aerospace & Defense | Industrials | N/A | 31.99 | 9.05 | 1.19 | 0.75% | N/A | 75 | +45.14% | $61 | +45.52% | 1.12 |
2607 | PRTA | Prothena Corporation plc | $8.75 | $448M | 0.69 | Biotechnology | Healthcare | -1.54% | N/A | 10.63 | N/A | -18.16% | N/A | 62 | +144.57% | $21 | -29.97% | 0.90 |
2608 | NODK | NI Holdings Inc | $15.85 | $326M | 0.69 | Insurance - Property & Casualty | Financial Services | N/A | N/A | N/A | N/A | -8.36% | N/A | N/A | N/A | N/A | -4.85% | 0.46 |
2609 | MBCN | Middlefield Banc Corp | $33.67 | $272M | 0.69 | Banks - Regional | Financial Services | +13.20% | 12.86 | 17.21 | 0.26 | 6.46% | 2.49% | N/A | N/A | N/A | +9.89% | N/A |
2610 | ARTE | Artemis Strategic Investment Corp - Class A | $10.74 | $263M | 0.69 | N/A | N/A | N/A | N/A | N/A | N/A | -0.58% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2611 | ANIK | Anika Therapeutics Inc | $14.95 | $200M | 0.69 | Drug Manufacturers - Specialty & Generic | Healthcare | -15.91% | N/A | 35.84 | 3.70 | 0.52% | N/A | N/A | +17.06% | $18 | -17.98% | 0.88 |
2612 | KZIA | Kazia Therapeutics Ltd | $12.26 | $98M | 0.69 | Biotechnology | Healthcare | N/A | N/A | 12.82 | 1.01 | N/A | N/A | 87 | +125.37% | $28 | -52.09% | 1.50 |
2613 | BNR | Burning Rock Biotech Ltd | $9.22 | $64M | 0.69 | Diagnostics & Research | Healthcare | N/A | N/A | N/A | N/A | -20.77% | N/A | N/A | -56.29% | $4.03 | -48.95% | 0.96 |
2614 | MGLD | Marygold Companies Inc (The) | $1.15 | $51M | 0.69 | Asset Management | Financial Services | N/A | N/A | N/A | N/A | -5.90% | N/A | N/A | N/A | N/A | -8.26% | 0.35 |
2615 | TPCS | Techprecision Corp | $4.56 | $47M | 0.69 | Metal Fabrication | Industrials | N/A | N/A | 4.43 | N/A | -6.96% | N/A | N/A | -34.21% | $3 | -3.04% | 0.66 |
2616 | SNAL | Snail Inc - Class A | $5.14 | $37M | 0.69 | Electronic Gaming & Multimedia | Communication Services | N/A | N/A | 1.37 | N/A | 18.78% | N/A | 75 | +240.47% | $18 | 0.00% | 1.78 |
2617 | EFOI | Energy Focus Inc | $2.87 | $18M | 0.69 | Furnishings, Fixtures & Appliances | Consumer Cyclical | N/A | 44.24 | 10.62 | 0.31 | 9.15% | N/A | N/A | +109.06% | $6 | -35.49% | 1.01 |
2618 | CODX | Co-Diagnostics Inc | $2.10 | $8.21M | 0.69 | Medical Devices | Healthcare | N/A | N/A | 15.36 | N/A | N/A | N/A | N/A | +2042.86% | $45 | -62.24% | 1.83 |
2619 | HVMCW | Highview Merger Corp - Warrants (24/07/2030) | $0.32 | N/A | 0.69 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 1.37 |
2620 | QUIZ | QUIZNOS CORP | $28.75 | N/A | 0.69 | 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 |
2621 | NOVVR | Nova Vision Acquisition Corp | $0.25 | N/A | 0.69 | 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 |
2622 | FERAR | Fifth Era Acquisition Corp I | $0.31 | N/A | 0.69 | 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 |
2623 | ECCV | Eagle Point Credit Company Inc | $23.93 | N/A | 0.69 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.04 |
2624 | CHSCM | CHS Inc | $24.37 | N/A | 0.69 | Farm Products | Consumer Defensive | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +3.65% | 0.10 |
2625 | ALL-P-B | Allstate Corp (The) | $25.54 | N/A | 0.69 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +5.84% | 0.03 |
2626 | AGIQ | SOFI AGENTIC AI ETF | $22.81 | N/A | 0.69 | 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 |
2627 | VMW | Vmware Inc - Class A | $142.48 | $62B | 0.68 | N/A | N/A | -0.09% | 42.92 | N/A | N/A | 7.54% | N/A | N/A | N/A | N/A | +1.60% | N/A |
2628 | BURL | Burlington Stores Inc | $349.91 | $22B | 0.68 | Apparel Retail | Consumer Cyclical | +18.05% | 35.65 | 27.86 | 1.82 | 1.72% | N/A | 70 | +4.90% | $367 | +1.18% | 1.07 |
2629 | SPXC | SPX Technologies Inc | $220.07 | $11B | 0.68 | Building Products & Equipment | Industrials | +17.47% | 42.67 | 27.93 | 2.43 | 3.42% | N/A | 75 | +24.02% | $273 | +27.79% | 1.38 |
2630 | RJF-P-B | Raymond James Financial Inc | $24.99 | $4.86B | 0.68 | N/A | N/A | +16.38% | 2.30 | N/A | 1.57 | 49.01% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2631 | RELY | Remitly Global Inc | $22.53 | $4.86B | 0.68 | Software - Infrastructure | Technology | N/A | 45.96 | N/A | N/A | 5.05% | N/A | 80 | +30.18% | $29 | 0.00% | 0.95 |
2632 | BKU | BankUnited Inc | $46.49 | $3.37B | 0.68 | Banks - Regional | Financial Services | -23.01% | 47.82 | 10.82 | 0.27 | 10.69% | 1.32% | 59 | +9.52% | $51 | +7.27% | 1.15 |
2633 | DX | Dynex Capital Inc | $12.60 | $2.68B | 0.68 | Reit - Mortgage | Real Estate | -36.70% | 8.11 | 9.62 | 0.09 | 6.87% | 16.20% | 70 | +17.11% | $15 | +6.67% | 0.53 |
2634 | CUBI | Customers Bancorp Inc | $76.53 | $2.58B | 0.68 | Banks - Regional | Financial Services | +11.56% | 9.31 | 8.26 | 0.10 | 16.40% | N/A | 72 | +20.80% | $92 | +15.39% | 1.21 |
2635 | HIMX | Himax Technologies | $12.62 | $2.34B | 0.68 | Semiconductors | Technology | -1.39% | 53.35 | 9.84 | 1.49 | 5.97% | 1.90% | N/A | +87.80% | $24 | +5.55% | 1.99 |
2636 | TSAT | Telesat Corp - Class A | $37.47 | $1.59B | 0.68 | Communication Equipment | Technology | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -49.19% | $19 | 0.00% | 1.52 |
2637 | MBINM | Merchants Bancorp | $25.41 | $1.18B | 0.68 | Banks - Regional | Financial Services | +24.18% | 5.15 | N/A | N/A | -93.70% | 1.61% | N/A | N/A | N/A | 0.00% | 0.10 |
2638 | DEA | Easterly Government Properties Inc | $25.34 | $1.17B | 0.68 | Reit - Office | Real Estate | -14.18% | 102.64 | 147.06 | N/A | 22.50% | 7.17% | 53 | -3.87% | $24 | -7.65% | 0.53 |
2639 | NEWTH | NewtekOne Inc | $25.20 | $728M | 0.68 | N/A | N/A | N/A | 11.04 | N/A | 0.71 | N/A | 2.93% | N/A | N/A | N/A | 0.00% | 0.09 |
2640 | BRSP | BrightSpire Capital Inc - Class A | $5.24 | $671M | 0.68 | Reit - Mortgage | Real Estate | N/A | N/A | 23.70 | N/A | 10.95% | 12.30% | 62 | +24.16% | $6.50 | -0.60% | 0.77 |
2641 | OLP | One Liberty Properties Inc | $25.13 | $533M | 0.68 | Reit - Diversified | Real Estate | +2.92% | 19.21 | 23.47 | 0.10 | 7.08% | 7.11% | 66 | +5.45% | $27 | +3.96% | 0.40 |
2642 | DMAC | DiaMedica Therapeutics Inc | $6.74 | $374M | 0.68 | Biotechnology | Healthcare | -1.88% | N/A | N/A | N/A | -8.30% | N/A | 75 | +130.14% | $16 | +12.79% | 1.26 |
2643 | MVBF | MVB Financial Corp | $29.10 | $372M | 0.68 | Banks - Regional | Financial Services | -34.04% | 61.33 | 13.23 | N/A | -9.47% | 2.37% | 75 | +9.97% | $32 | -4.24% | 0.76 |
2644 | PESI | Perma-Fix Environmental Services Inc | $15.98 | $310M | 0.68 | Waste Management | Industrials | N/A | N/A | 99.01 | N/A | -5.64% | N/A | N/A | +6.38% | $17 | +20.81% | 1.19 |
2645 | VABK | Virginia National Bankshares Corp | $44.87 | $241M | 0.68 | Banks - Regional | Financial Services | +7.48% | 11.99 | N/A | 1.00 | 10.70% | 3.24% | N/A | N/A | N/A | +7.19% | 0.57 |
2646 | CCAIU | Cascadia Acquisition Corp - Units (1 Ord Class A & 1/2 War) | $12.33 | $110M | 0.68 | N/A | N/A | N/A | N/A | N/A | N/A | -0.58% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2647 | IMSRW | Terrestrial Energy Inc - Warrants(28/10/2030) | $2 | N/A | 0.68 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.42 |
2648 | XV | Simplify Exchange Traded Funds Target 15 Distribution | $24.56 | N/A | 0.68 | N/A | N/A | N/A | 27.52 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
2649 | SCLXW | Scilex Holding Company - Warrants (10/11/2027) | $0.19 | N/A | 0.68 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -20.78% | 0.30 |
2650 | SB-P-C | Safe Bulkers Inc | $26.15 | N/A | 0.68 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +8.95% | 0.03 |