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: $98T
Rank | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Average | (300 / 7,999 stocks) | +23.50% | 33.57 | 25.53 | 0.46 | 1.76% | 0.98% | +2.40% | +31.31% | 1.47 | ||||||||
251 | PDFS | PDF Solutions Inc | $55.14 | $1.90B | 2.28 | Software - Application | Technology | N/A | 263.21 | 70.42 | 0.69 | -0.94% | N/A | 75 | -1.16% | $55 | +26.38% | 1.82 |
252 | BMO | Bank of Montreal | $162.37 | $116B | 2.27 | Banks - Diversified | Financial Services | +7.25% | 17.91 | 15.53 | 1.28 | 6.80% | 4.06% | 48 | -8.32% | $149 | +14.01% | 0.70 |
253 | ALTO | Alto Ingredients Inc | $5.53 | $413M | 2.27 | Specialty Chemicals | Basic Materials | N/A | 14.02 | 10.57 | 0.80 | 7.43% | N/A | 75 | +62.75% | $9 | -1.68% | 0.51 |
254 | ALNT | Allient Inc | $86.79 | $1.29B | 2.26 | Electronic Components | Technology | -0.85% | 53.70 | 32.57 | 0.38 | 3.18% | 0.14% | 65 | -14.97% | $74 | +18.53% | 1.25 |
255 | BW-P-A | Babcock & Wilcox Enterprises Inc | $22.80 | $3.11B | 2.26 | N/A | N/A | N/A | N/A | N/A | N/A | -2.00% | N/A | N/A | N/A | N/A | +10.59% | 0.81 |
256 | RVMD | Revolution Medicines Inc | $155.99 | $31B | 2.26 | Biotechnology | Healthcare | +30.12% | N/A | N/A | N/A | -3.50% | N/A | 78 | +18.93% | $186 | +38.61% | 1.07 |
257 | HP | Helmerich & Payne Inc | $38.45 | $3.85B | 2.26 | Oil & Gas Drilling | Energy | +6.53% | N/A | 120.48 | 5.78 | 6.65% | 2.55% | 65 | +6.13% | $41 | +6.96% | 1.21 |
258 | BLDP | Ballard Power Systems Inc | $6.06 | $1.83B | 2.26 | Electrical Equipment & Parts | Industrials | +5.66% | N/A | 98.04 | 3.52 | -2.59% | N/A | 44 | -25.38% | $4.52 | -18.64% | 1.38 |
259 | WFRD | Weatherford International plc - New | $104.09 | $7.63B | 2.25 | Oil & Gas Equipment & Services | Energy | N/A | 16.45 | 17.45 | 2.19 | 6.12% | 1.00% | 77 | +15.21% | $120 | +48.52% | 1.59 |
260 | PDS | Precision Drilling Corp | $95.01 | $1.16B | 2.25 | Oil & Gas Drilling | Energy | -33.68% | N/A | 15.27 | 33.32 | 9.12% | N/A | 80 | +8.49% | $103 | +19.35% | 1.03 |
261 | JGH-R-W | Nuveen Global High Income Fund Rights expiring November 20 2025 Rights when issued | $0.07 | N/A | 2.25 | 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 |
262 | TS | Tenaris S.A. | $64.02 | $32B | 2.25 | Oil & Gas Equipment & Services | Energy | +75.45% | 16.32 | 15.77 | 0.50 | 5.94% | 2.84% | 67 | -0.34% | $64 | +26.25% | 0.73 |
263 | GRC | Gorman-Rupp Company | $75.98 | $2B | 2.25 | Specialty Industrial Machinery | Industrials | +16.49% | 34.05 | 28.33 | 1.06 | 5.34% | 1.02% | 75 | -2.61% | $74 | +18.00% | 1.10 |
264 | WBD | Warner Bros. Discovery Inc - Class A | $27 | $68B | 2.25 | Entertainment | Communication Services | N/A | N/A | 2500.00 | 216.92 | 3.40% | N/A | 46 | +9.81% | $30 | -3.07% | 1.37 |
265 | ROG | Rogers Corp | $148 | $2.60B | 2.25 | Electronic Components | Technology | N/A | N/A | 6.47 | 0.77 | 2.70% | N/A | N/A | +1.35% | $150 | -5.08% | 1.22 |
266 | ANDE | Andersons Inc | $72.91 | $2.45B | 2.25 | Food Distribution | Consumer Defensive | +8.98% | 39.88 | 20.92 | 0.90 | -4.29% | 1.08% | 75 | +9.72% | $80 | +18.94% | 0.65 |
267 | BAND | Bandwidth Inc - Class A | $65.60 | $1.78B | 2.25 | Software - Infrastructure | Technology | N/A | N/A | 23.04 | N/A | 5.70% | N/A | 80 | -15.02% | $56 | -10.58% | 1.47 |
268 | CLS | Celestica Inc | $458.52 | $41B | 2.25 | Electronic Components | Technology | N/A | 52.95 | 42.19 | 1.00 | 2.16% | N/A | 78 | -3.75% | $441 | +121.40% | 2.39 |
269 | BITF | Bitfarms Ltd. Common Stock | $6.15 | $3.32B | 2.25 | Capital Markets | Financial Services | N/A | N/A | 84.03 | N/A | -6.83% | N/A | N/A | N/A | N/A | +6.42% | N/A |
270 | NVTX | Tradr 2X Long NVTS Daily ETF | $166.88 | N/A | 2.24 | 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 |
271 | NAT | Nordic American Tankers Ltd | $5.22 | $1.11B | 2.24 | Oil & Gas Midstream | Energy | -29.40% | 90.08 | 13.97 | 1.21 | 1.79% | 16.80% | 50 | +14.94% | $6 | +18.50% | 0.36 |
272 | AEIS | Advanced Energy Industries Inc | $322.50 | $13B | 2.24 | Electrical Equipment & Parts | Industrials | +4.44% | 65.21 | 34.36 | 0.41 | 0.55% | 0.14% | 70 | +22.14% | $394 | +26.15% | 1.96 |
273 | IMOS | Chipmos Technologies Inc | $62.75 | $1.99B | 2.24 | Semiconductors | Technology | -18.61% | 78.18 | 11.38 | 4.18 | -0.42% | 1.21% | N/A | -68.13% | $20 | +20.42% | 1.03 |
274 | PSTL | Postal Realty Trust Inc Cls A | $22.09 | $656M | 2.23 | Reit - Office | Real Estate | N/A | 44.90 | 113.64 | 0.17 | 6.81% | 4.32% | 78 | +10.73% | $24 | +8.14% | 0.30 |
275 | VECO | Veeco Instruments Inc | $60.46 | $3.68B | 2.23 | Semiconductor Equipment & Materials | Technology | N/A | 156.75 | 34.97 | 0.81 | 1.17% | N/A | N/A | -0.22% | $60 | +19.93% | 1.72 |
276 | SPHAR | Shepherd Ave Capital Acquisition Corporation Right | $0.28 | N/A | 2.23 | 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 |
277 | GPRE | Green Plains Inc | $15.90 | $1.10B | 2.23 | Chemicals | Basic Materials | -35.98% | N/A | 9.50 | 1.16 | 9.06% | N/A | 60 | +4.21% | $17 | -12.20% | 1.10 |
278 | STLD | Steel Dynamics Inc | $275.13 | $37B | 2.23 | Steel | Basic Materials | +19.38% | 27.44 | 19.61 | 1.19 | 1.03% | 0.78% | 68 | -12.24% | $241 | +35.59% | 1.22 |
279 | ACLO | ACCELIO CORP | $50.35 | N/A | 2.23 | 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 |
280 | MT | ArcelorMittal | $71.43 | $52B | 2.23 | Steel | Basic Materials | +11.35% | 18.03 | 17.61 | 0.12 | -2.47% | 0.85% | 67 | -8.16% | $66 | +18.42% | 1.32 |
281 | KALU | Kaiser Aluminum Corp | $186.33 | $3.06B | 2.23 | Aluminum | Basic Materials | +104.32% | 19.82 | 27.70 | 0.10 | 4.66% | 1.68% | 43 | -14.49% | $159 | +11.38% | 1.37 |
282 | IRD | Ocuphire Pharma Inc | $4.20 | $296M | 2.22 | Biotechnology | Healthcare | -23.64% | N/A | 12.00 | N/A | -13.19% | N/A | 78 | +140.95% | $10 | -4.94% | 0.88 |
283 | SCHL | Scholastic Corp | $42.10 | $862M | 2.22 | Publishing | Communication Services | N/A | 13.87 | 15.27 | 0.04 | 7.87% | 1.87% | 50 | -2.61% | $41 | +5.88% | 0.64 |
284 | ARIS | Aris Mining Corp | $16.84 | $3.53B | 2.22 | Gold | Basic Materials | -7.70% | 20.31 | 7.44 | 0.06 | 5.03% | N/A | N/A | +119.71% | $37 | +32.94% | 0.93 |
285 | TEN | Tsakos Energy Navigation Ltd | $36.92 | $1.21B | 2.22 | Oil & Gas Midstream | Energy | +32.30% | 7.51 | 3.40 | 2.53 | 24.64% | 3.63% | 75 | +24.59% | $46 | +39.33% | 0.70 |
286 | RAAQW | Real Asset Acquisition Corp - Warrants (24/04/2030) | $3.60 | N/A | 2.22 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.43 |
287 | ONTO | Onto Innovation Inc | $279.98 | $13B | 2.22 | Semiconductor Equipment & Materials | Technology | +25.30% | 123.61 | 35.71 | 1.20 | 1.80% | N/A | 78 | +25.77% | $352 | +31.22% | 2.38 |
288 | MGRT | Mega Fortune Company Ltd | $74.77 | $1.16B | 2.22 | Information Technology Services | Technology | N/A | 650.06 | N/A | 2.90 | -1.03% | N/A | N/A | N/A | N/A | 0.00% | N/A |
289 | OUT | Outfront Media Inc | $31.26 | $5.88B | 2.21 | Reit - Specialty | Real Estate | N/A | 30.81 | 24.15 | 0.27 | 4.31% | 3.79% | 82 | +16.22% | $36 | +12.27% | 1.20 |
290 | PKE | Park Aerospace Corp | $33.03 | $708M | 2.21 | Aerospace & Defense | Industrials | +2.51% | 78.61 | 17.09 | 1.50 | 0.48% | 1.50% | N/A | -21.28% | $26 | +22.20% | 0.94 |
291 | PVLA | Palvella Therapeutics Inc | $115.42 | $1.66B | 2.21 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -1.75% | N/A | 75 | +98.89% | $230 | 0.00% | 1.00 |
292 | PHIN | PHINIA Inc | $80.03 | $2.94B | 2.21 | Auto Parts | Consumer Cyclical | N/A | 24.98 | 11.36 | 0.28 | 11.04% | 1.46% | 68 | +10.90% | $89 | 0.00% | 1.12 |
293 | CCCXW | Churchill Capital Corp X - Warrants(14/05/2030) | $6.37 | N/A | 2.21 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 3.35 |
294 | AIP | Arteris Inc | $37.44 | $1.70B | 2.21 | Semiconductors | Technology | N/A | N/A | N/A | N/A | -0.28% | N/A | 68 | +0.83% | $38 | 0.00% | 2.34 |
295 | ASML | ASML Holding NV | $1,726.36 | $616B | 2.20 | Semiconductor Equipment & Materials | Technology | +21.97% | 54.57 | 44.64 | 1.33 | 2.11% | 0.52% | 74 | -3.65% | $1.66K | +21.59% | 1.67 |
296 | ECO | ECHO BAY MINES LTD | $47.67 | $1.95B | 2.20 | Marine Shipping | Industrials | +22.09% | 9.02 | 3.96 | 0.07 | -1.68% | 6.56% | 87 | +57.33% | $75 | 0.00% | 0.58 |
297 | KOD | Kodiak Sciences Inc | $33.87 | $2.18B | 2.20 | Biotechnology | Healthcare | +4.23% | N/A | N/A | N/A | -6.79% | N/A | 75 | +85.03% | $63 | -15.19% | 1.72 |
298 | ANTE | AirNet Technology Inc | $3.48 | $89M | 2.20 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -23.68% | N/A |
299 | JNJ | Johnson & Johnson | $223.56 | $557B | 2.20 | Drug Manufacturers - General | Healthcare | +11.59% | 20.68 | 19.30 | 3.01 | 3.19% | 2.33% | 68 | +13.11% | $253 | +9.16% | 0.01 |
300 | ONDS | Ondas Holdings Inc | $11.61 | $5.07B | 2.20 | Communication Equipment | Technology | N/A | 24.74 | 76.92 | N/A | -1.71% | N/A | 81 | +73.30% | $20 | +5.11% | 2.38 |