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 | (2,700 / 7,999 stocks) | +17.72% | 24.61 | 19.45 | 0.33 | 3.37% | 1.77% | +14.58% | +23.29% | 1.13 | ||||||||
2651 | METL | Sprott Active Metals & Miners ETF | $24.49 | 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% | N/A |
2652 | IIPR-P-A | Innovative Industrial Properties Inc | $24.98 | N/A | 0.68 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +1.35% | 0.16 |
2653 | HIG | Hartford Financial Services Group Inc | $140.53 | $39B | 0.67 | Insurance - Diversified | Financial Services | +17.67% | 11.13 | 10.74 | 0.38 | 14.97% | 1.59% | 64 | +6.13% | $149 | +20.40% | 0.43 |
2654 | XM | Qualtrics International Inc - Class A | $18.14 | $11B | 0.67 | N/A | N/A | N/A | N/A | N/A | N/A | 0.36% | N/A | N/A | N/A | N/A | -13.76% | N/A |
2655 | AAON | AAON Inc | $102.67 | $8.77B | 0.67 | Building Products & Equipment | Industrials | +9.05% | 74.12 | 51.81 | 3.17 | 0.50% | 0.37% | 80 | +47.39% | $151 | +21.07% | 1.57 |
2656 | LNC | Lincoln National Corp | $41.36 | $7.97B | 0.67 | Insurance - Life | Financial Services | +40.84% | 4.58 | 4.08 | 0.28 | 3.05% | 4.41% | 57 | +8.39% | $45 | -2.31% | 1.30 |
2657 | ESNT | Essent Group Ltd | $65.75 | $6.05B | 0.67 | Insurance - Specialty | Financial Services | +14.95% | 9.14 | 8.94 | 2.71 | 13.52% | 1.99% | 65 | +4.56% | $69 | +10.75% | 0.46 |
2658 | REYN | Reynolds Consumer Products Inc | $25.61 | $5.47B | 0.67 | Packaging & Containers | Consumer Cyclical | -4.41% | 16.62 | 15.75 | N/A | 5.96% | 3.65% | 57 | +3.20% | $26 | +1.15% | 0.23 |
2659 | TNL | Travel+Leisure Company | $74.05 | $4.71B | 0.67 | Travel Services | Consumer Cyclical | +4.43% | 11.92 | 10.16 | 0.56 | 9.38% | 3.16% | 77 | +23.70% | $92 | +9.77% | 1.20 |
2660 | WLYB | John Wiley & Sons Inc - Class B | $50.21 | $2.65B | 0.67 | Publishing | Communication Services | +13.55% | 11.98 | 15.67 | 13.40 | 7.91% | 2.81% | N/A | N/A | N/A | +1.12% | 0.07 |
2661 | FTAIN | FTAI Aviation Ltd | $24.99 | $2.56B | 0.67 | Aerospace & Defense | Industrials | N/A | 4.78 | N/A | 0.01 | -18.53% | 6.00% | N/A | N/A | N/A | +6.69% | 0.04 |
2662 | OFSSO | OFS Capital Corp | $25.44 | $341M | 0.67 | N/A | N/A | N/A | N/A | N/A | N/A | 18.37% | 4.01% | N/A | N/A | N/A | 0.00% | N/A |
2663 | ZUMZ | Zumiez Inc | $18.94 | $322M | 0.67 | Apparel Retail | Consumer Cyclical | -29.29% | 22.08 | 12.14 | 0.96 | 11.48% | N/A | 50 | +10.88% | $21 | -15.30% | 1.59 |
2664 | HBB | Hamilton Beach Brands Holding Co - Class A | $22.44 | $304M | 0.67 | Furnishings, Fixtures & Appliances | Consumer Cyclical | +3.73% | 26.57 | N/A | N/A | -4.56% | 2.12% | N/A | -42.07% | $13 | +5.36% | 1.00 |
2665 | SGHT | Sight Sciences Inc | $4.91 | $272M | 0.67 | Medical Devices | Healthcare | N/A | N/A | N/A | N/A | -9.46% | N/A | 70 | +78.21% | $8.75 | -33.66% | 1.60 |
2666 | PGAC | Pantages Capital Acquisition Corp Cl A Ord Shs | $10.71 | $118M | 0.67 | Shell Companies | Financial Services | N/A | 53.18 | N/A | N/A | -0.76% | N/A | N/A | N/A | N/A | 0.00% | 0.01 |
2667 | WSHP | WeShop Holdings Ltd - Class A | $4.51 | $40M | 0.67 | Internet Content & Information | Communication Services | N/A | N/A | N/A | N/A | -14.62% | N/A | N/A | N/A | N/A | 0.00% | 4.04 |
2668 | PDPA | Pearl Diver Credit Company Inc | $25.08 | N/A | 0.67 | Asset Management | Financial Services | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.06 |
2669 | GSL-P-B | Global Ship Lease Inc | $27.21 | N/A | 0.67 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +10.16% | 0.07 |
2670 | SIX | Six Flags Entertainment Corp | $32 | N/A | 0.67 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -3.60% | N/A |
2671 | ACGL | Arch Capital Group Ltd | $103.36 | $35B | 0.66 | Insurance - Diversified | Financial Services | +27.16% | 8.59 | 10.72 | 2.08 | 16.94% | N/A | 65 | +7.01% | $111 | +23.05% | 0.31 |
2672 | MDB | MongoDB Inc - Class A | $298.22 | $25B | 0.66 | Software - Infrastructure | Technology | N/A | N/A | 51.55 | 1.67 | 2.41% | N/A | 74 | +32.86% | $396 | -3.78% | 1.67 |
2673 | WTFC | Wintrust Financial Corp | $158.66 | $11B | 0.66 | Banks - Regional | Financial Services | +14.67% | 12.82 | 12.58 | 0.89 | 15.64% | 1.33% | 75 | +13.49% | $180 | +19.72% | 1.13 |
2674 | ETSY | Etsy Inc | $80.58 | $7.63B | 0.66 | Internet Retail | Consumer Cyclical | -5.59% | 27.43 | 15.04 | 0.36 | 9.32% | N/A | 59 | -5.27% | $76 | -17.34% | 0.95 |
2675 | NXE | NexGen Energy Ltd | $9.14 | $6.24B | 0.66 | Uranium | Energy | +8.85% | N/A | N/A | N/A | -2.24% | N/A | 87 | +108.10% | $19 | +18.75% | 1.57 |
2676 | MTG | MGIC Investment Corp | $29.65 | $6.19B | 0.66 | Insurance - Specialty | Financial Services | +19.56% | 9.03 | 9.35 | 1.98 | 11.39% | 2.00% | 45 | -2.87% | $29 | +19.63% | 0.58 |
2677 | BBT | Beacon Financial Corp | $30.14 | $2.53B | 0.66 | Banks - Regional | Financial Services | N/A | 28.69 | 9.35 | 2.61 | 6.96% | 3.68% | 67 | +11.71% | $34 | +4.93% | 0.80 |
2678 | IOVA | Iovance Biotherapeutics Inc | $4.99 | $2.27B | 0.66 | Biotechnology | Healthcare | -12.60% | N/A | N/A | N/A | -13.47% | N/A | 75 | +76.35% | $8.80 | -26.36% | 1.65 |
2679 | BZH | Beazer Homes USA Inc | $33.21 | $935M | 0.66 | Residential Construction | Consumer Cyclical | N/A | N/A | 17.21 | 2.87 | -7.45% | N/A | 62 | -24.72% | $25 | +13.51% | 1.16 |
2680 | ISOU | IsoEnergy Ltd | $9.41 | $597M | 0.66 | Uranium | Energy | -24.81% | N/A | 169.49 | N/A | -4.48% | N/A | N/A | N/A | N/A | 0.00% | 2.26 |
2681 | KE | Kimball Electronics Inc | $24.86 | $589M | 0.66 | Electrical Equipment & Parts | Industrials | -5.66% | 22.79 | 23.98 | 0.48 | 9.38% | N/A | 75 | +37.77% | $34 | +3.58% | 1.32 |
2682 | BNED | Barnes & Noble Education Inc | $11.89 | $409M | 0.66 | Specialty Retail | Consumer Cyclical | N/A | 24.12 | 10.63 | 1.10 | 8.27% | N/A | 87 | +45.08% | $17 | -57.39% | 1.43 |
2683 | FRBA | First Bank (NJ) | $17.98 | $395M | 0.66 | Banks - Regional | Financial Services | N/A | 9.65 | 8.34 | N/A | N/A | 1.55% | 75 | -1.72% | $18 | +7.95% | 0.66 |
2684 | SCPH | scPharmaceuticals Inc | $5.67 | $305M | 0.66 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -1.19% | N/A |
2685 | DGXX | Digi Power X Inc (Sub voting) | $3.98 | $299M | 0.66 | Utilities - Independent Power Producers | Utilities | N/A | N/A | 1.72 | N/A | -14.30% | N/A | 75 | +201.51% | $12 | +2.72% | 1.91 |
2686 | SCOR | Comscore Inc | $7.27 | $118M | 0.66 | Software - Application | Technology | -35.95% | N/A | 15.80 | 1.49 | 21.58% | N/A | N/A | +37.55% | $10 | -38.64% | 0.95 |
2687 | UTAA | UTA Acquisition Corp - Class A | $10.67 | $61M | 0.66 | N/A | N/A | N/A | 13.45 | N/A | N/A | 5.00% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2688 | DRRX | Durect Corp | $1.91 | $60M | 0.66 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | N/A | N/A | N/A | -23.46% | N/A | N/A | N/A | N/A | -33.60% | N/A |
2689 | FSHP | Flag Ship Acquisition Corp | $11.28 | $58M | 0.66 | Shell Companies | Financial Services | N/A | 35.72 | N/A | 0.03 | -1.21% | N/A | N/A | N/A | N/A | 0.00% | 0.01 |
2690 | VERB | Verb Technology Company Inc | $14.50 | $20M | 0.66 | N/A | N/A | N/A | N/A | N/A | N/A | -36.08% | N/A | N/A | N/A | N/A | -76.43% | N/A |
2691 | RGNT | Regentis Biomaterials Ltd | $1.96 | $11M | 0.66 | Medical Instruments & Supplies | Healthcare | N/A | N/A | N/A | N/A | -13.08% | N/A | N/A | +410.20% | $10 | 0.00% | 9.88 |
2692 | SNTG | Sentage Holdings Inc | $2.17 | $5.98M | 0.66 | Credit Services | Financial Services | N/A | N/A | N/A | N/A | -21.85% | N/A | N/A | N/A | N/A | -41.80% | 1.05 |
2693 | SBFMW | Sunshine Biopharma Inc - Warrants (15/02/2027) | $0.06 | N/A | 0.66 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.84 |
2694 | VFSWW | VinFast Auto Ltd - Warrants (15/08/2028) | $0.28 | N/A | 0.66 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.88 |
2695 | TRTN-P-B | Triton International Ltd 8 PRF PERPETUAL USD 25 Ser B | $25.22 | N/A | 0.66 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +5.64% | 0.11 |
2696 | RSF-R | RiverNorth Capital and Income Fund Rights expiring January 27 2023 Rights | $0.07 | N/A | 0.66 | 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 |
2697 | BLDEW | Strata Critical Medical Inc - Warrants (07/05/2026) | $0.18 | N/A | 0.66 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -37.29% | N/A |
2698 | TFC | Truist Financial Corporation | $51.76 | $64B | 0.65 | Banks - Regional | Financial Services | +3.67% | 11.87 | 11.67 | 0.68 | 8.80% | 4.06% | 61 | +5.99% | $55 | +3.85% | 1.02 |
2699 | NI | NiSource Inc | $46.68 | $22B | 0.65 | Utilities - Regulated Gas | Utilities | +31.83% | 23.14 | 22.94 | 2.31 | -3.73% | 1.85% | 70 | +9.75% | $51 | +16.87% | 0.31 |
2700 | ACIW | ACI Worldwide Inc | $56.31 | $5.55B | 0.65 | Software - Infrastructure | Technology | +19.78% | 27.27 | 16.42 | 1.78 | 5.32% | N/A | 68 | +18.40% | $67 | +9.86% | 0.96 |