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 | (3,000 / 7,999 stocks) | +27.14% | 24.95 | 19.62 | 0.33 | 3.43% | 1.63% | +16.89% | +25.83% | 1.20 | ||||||||
2951 | GILD | Gilead Sciences Inc | $129.31 | $162B | 0.57 | Drug Manufacturers - General | Healthcare | +98.59% | 17.56 | 15.22 | 0.32 | 6.32% | 2.44% | 74 | +21.85% | $158 | +17.58% | 0.36 |
2952 | MMM | 3M Company | $172.62 | $88B | 0.57 | Conglomerates | Industrials | -11.18% | 29.86 | 19.27 | 1.79 | 4.52% | 1.78% | 52 | +4.50% | $180 | +4.06% | 0.94 |
2953 | MAS | Masco Corp | $79.27 | $16B | 0.57 | Building Products & Equipment | Industrials | +5.96% | 19.20 | 18.59 | 1.93 | 7.00% | 1.62% | 56 | +3.22% | $82 | +7.79% | 0.95 |
2954 | TOL | Toll Brothers Inc | $149.87 | $14B | 0.57 | Residential Construction | Consumer Cyclical | +25.52% | 12.23 | 10.64 | 1.00 | 8.57% | 0.69% | 68 | +12.23% | $168 | +22.59% | 0.98 |
2955 | BGC | BGC Group Inc - Class A | $11.65 | $5.46B | 0.57 | Capital Markets | Financial Services | -7.59% | 24.43 | 5.94 | 0.28 | 7.19% | 0.69% | 87 | +33.05% | $16 | +17.53% | 0.90 |
2956 | OGS | ONE Gas Inc | $80.53 | $5.04B | 0.57 | Utilities - Regulated Gas | Utilities | +3.16% | 18.24 | 19.05 | 2.53 | -4.36% | 3.36% | 60 | +13.77% | $92 | +5.31% | 0.15 |
2957 | WHD | Cactus Inc - Class A | $55.12 | $4.24B | 0.57 | Oil & Gas Equipment & Services | Energy | N/A | 98.78 | 48.08 | N/A | 8.14% | 0.99% | 75 | +15.91% | $64 | +9.62% | 1.22 |
2958 | CLSK | Cleanspark Inc | $14.52 | $3.93B | 0.57 | Capital Markets | Financial Services | +14.99% | N/A | 40.32 | N/A | -13.38% | N/A | 82 | +53.93% | $22 | +1.50% | 2.69 |
2959 | USAC | USA Compression Partners LP | $26.38 | $3.90B | 0.57 | Oil & Gas Equipment & Services | Energy | +64.19% | 26.94 | 23.98 | 1.27 | 7.77% | 7.82% | 50 | +12.21% | $30 | +21.50% | 0.71 |
2960 | PLUG | Plug Power Inc | $2.09 | $3.10B | 0.57 | Electrical Equipment & Parts | Industrials | +20.37% | N/A | 13.11 | 0.84 | -21.09% | N/A | 52 | +69.71% | $3.55 | -39.97% | 1.69 |
2961 | IRON | Disc Medicine Inc | $74.12 | $2.84B | 0.57 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -7.09% | N/A | 76 | +37.01% | $102 | +9.31% | 1.13 |
2962 | SRPT | Sarepta Therapeutics Inc | $15.68 | $1.67B | 0.57 | Biotechnology | Healthcare | N/A | 4.39 | 5.43 | 159.25 | 6.88% | N/A | 48 | +41.39% | $22 | -25.16% | 1.41 |
2963 | KRP | Kimbell Royalty Partners LP | $14.94 | $1.50B | 0.57 | Oil & Gas E&p | Energy | N/A | 17.59 | 15.75 | 0.09 | 16.11% | 9.98% | 70 | +27.18% | $19 | +17.15% | 0.49 |
2964 | TWKS | Thoughtworks Holding Inc | $4.47 | $1.45B | 0.57 | N/A | N/A | N/A | N/A | N/A | N/A | -2.27% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2965 | FOSLL | Fossil Group Inc | $17.01 | $891M | 0.57 | N/A | N/A | N/A | N/A | N/A | N/A | -5.17% | 9.20% | N/A | N/A | N/A | 0.00% | 0.47 |
2966 | HVT | Haverty Furniture Cos. Inc | $24.91 | $478M | 0.57 | Home Improvement Retail | Consumer Cyclical | N/A | 20.96 | 14.29 | 1.23 | 4.83% | 5.26% | N/A | +18.43% | $30 | -2.82% | 0.87 |
2967 | DNAB | Social Capital Suvretta Holdings Corp II - Class A | $10.35 | $330M | 0.57 | N/A | N/A | N/A | 75.58 | N/A | N/A | -0.14% | N/A | N/A | N/A | N/A | +0.79% | N/A |
2968 | GLSI | Greenwich LifeSciences Inc | $12.98 | $195M | 0.57 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -6.57% | N/A | 75 | +339.14% | $57 | -20.83% | 1.51 |
2969 | LAWR | Robot Consulting Co. Ltd | $3.75 | $158M | 0.57 | Consulting Services | Industrials | -1.84% | N/A | N/A | N/A | -1.22% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2970 | VXRT | Vaxart Inc | $0.50 | $115M | 0.57 | Biotechnology | Healthcare | N/A | 3.20 | 42.73 | N/A | 12.64% | N/A | N/A | N/A | N/A | -42.88% | N/A |
2971 | SKBL | Skyline Builders Group Holding Limited Class A Ordinary Shares | $3.21 | $93M | 0.57 | Engineering & Construction | Industrials | N/A | 127.14 | N/A | N/A | -3.25% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2972 | UBCP | United Bancorp Inc (Martins Ferry OH) | $15.87 | $92M | 0.57 | Banks - Regional | Financial Services | -1.23% | 11.72 | 10.30 | 1.60 | -2.74% | 4.84% | N/A | +26.06% | $20 | +10.57% | 0.03 |
2973 | GANX | Gain Therapeutics Inc | $1.75 | $78M | 0.57 | Biotechnology | Healthcare | -8.92% | N/A | N/A | N/A | -24.78% | N/A | 80 | +311.43% | $7.20 | -27.93% | 1.36 |
2974 | COEP | Coeptis Therapeutics Holdings Inc. Common Stock | $3.35 | $22M | 0.57 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -36.42% | N/A | N/A | N/A | N/A | -7.70% | N/A |
2975 | CCIXW | Churchill Capital Corp IX - Warrants (04/12/2029) | $0.72 | $17M | 0.57 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.46 |
2976 | INTS | Intensity Therapeutics Inc | $4.45 | $11M | 0.57 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -81.32% | N/A | 75 | +457.30% | $25 | 0.00% | N/A |
2977 | NAAS | Naas Technology Inc | $3.12 | $50 | 0.57 | Specialty Retail | Consumer Cyclical | +43.86% | N/A | N/A | N/A | N/A | N/A | N/A | +2976.92% | $96 | -72.96% | 0.96 |
2978 | EASY | EASYLINK SERVICES CORP | $27.35 | N/A | 0.57 | 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 |
2979 | DSX-P-B | Diana Shipping Inc Perpetual Preferred Shares Series B Marshall Islands | $27.11 | N/A | 0.57 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +9.78% | 0.05 |
2980 | SIMAW | SIM Acquisition Corp I - Warrants (01/06/2031) | $0.28 | N/A | 0.57 | 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 |
2981 | ARCKU | Arbor Rapha Capital Bioholdings Corp I - Units (1 Ord Share Class A & 1/3 War) | $12 | N/A | 0.57 | 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 |
2982 | ALFUW | Centurion Acquisition Corp - Warrants (22/05/2029) | $0.24 | N/A | 0.57 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.75 |
2983 | VZ | Verizon Communications Inc | $46.42 | $186B | 0.56 | Telecom Services | Communication Services | +1.58% | 9.40 | 8.92 | 0.63 | 20.05% | 6.24% | 63 | +10.12% | $51 | +2.67% | N/A |
2984 | NXPI | NXP Semiconductors NV | $269.24 | $71B | 0.56 | Semiconductors | Technology | N/A | 26.21 | 18.66 | 0.69 | 3.85% | 1.46% | 73 | +16.66% | $314 | +8.45% | 1.78 |
2985 | FLG-P-U | Flagstar Financial Inc Bifurcated Option Note Unit SecuritiES | $40.81 | $17B | 0.56 | N/A | N/A | N/A | N/A | N/A | N/A | 1.70% | N/A | N/A | N/A | N/A | 0.00% | 0.23 |
2986 | PSO | Pearson plc | $16.29 | $11B | 0.56 | Publishing | Communication Services | N/A | 10.85 | 20.66 | 0.21 | 14.28% | 2.13% | 25 | -5.77% | $15 | +9.09% | 0.38 |
2987 | DDS | Dillard`s Inc - Class A | $567.48 | $9.20B | 0.56 | Department Stores | Consumer Cyclical | +40.22% | 14.94 | 31.15 | 0.76 | 8.47% | 0.21% | N/A | -5.37% | $537 | +32.05% | 0.86 |
2988 | ESGR | Enstar Group Ltd | $337.91 | $5.09B | 0.56 | N/A | N/A | +100.12% | 9.89 | N/A | N/A | 15.61% | N/A | N/A | N/A | N/A | +5.29% | N/A |
2989 | POWI | Power Integrations Inc | $63.46 | $4.03B | 0.56 | Semiconductors | Technology | -28.33% | 242.14 | 51.28 | 1.51 | 2.10% | 1.19% | 70 | +20.08% | $76 | -4.45% | 1.73 |
2990 | CWT | California Water Service Group | $50.70 | $3.05B | 0.56 | Utilities - Regulated Water | Utilities | +2.49% | 25.57 | 19.08 | 2.22 | 10.27% | 2.42% | 75 | +1.91% | $52 | -1.44% | N/A |
2991 | HBI | Hanesbrands, Inc. | $6.47 | $2.29B | 0.56 | Apparel Manufacturing | Consumer Cyclical | -5.42% | 6.94 | 9.14 | 0.19 | -0.36% | N/A | N/A | +2.94% | $6.66 | -17.30% | 1.16 |
2992 | NSA-P-B | National Storage Affiliates Trust | $25.70 | $1.98B | 0.56 | N/A | N/A | +3.09% | 25.16 | N/A | 1.36 | 17.17% | N/A | N/A | N/A | N/A | 0.00% | N/A |
2993 | SCS | Steelcase Inc - Class A | $16.14 | $1.85B | 0.56 | Furnishings, Fixtures & Appliances | Consumer Cyclical | -6.81% | 19.34 | 13.12 | N/A | -2.01% | 2.48% | N/A | N/A | N/A | +6.92% | N/A |
2994 | EFC | Ellington Financial Inc | $13.37 | $1.68B | 0.56 | Reit - Mortgage | Real Estate | -17.48% | 8.34 | 9.07 | 0.49 | -48.29% | 11.70% | 81 | +10.66% | $15 | +6.50% | 0.56 |
2995 | XPEL | XPEL Inc - Reg S | $42.73 | $1.17B | 0.56 | Auto Parts | Consumer Cyclical | +17.63% | 22.22 | N/A | 1.88 | 4.97% | N/A | N/A | +20.92% | $52 | -15.87% | 1.38 |
2996 | VLGEA | Village Super Market Inc - Class A | $42.62 | $639M | 0.56 | Grocery Stores | Consumer Defensive | +21.49% | 11.80 | 13.35 | N/A | 8.83% | 2.37% | N/A | N/A | N/A | +17.20% | 0.24 |
2997 | DDI | DoubleDown Interactive Co Ltd | $11.42 | $563M | 0.56 | Electronic Gaming & Multimedia | Communication Services | +6.71% | 7093.70 | 4.23 | N/A | 0.02% | N/A | 70 | +44.05% | $16 | 0.00% | 0.52 |
2998 | LSEA | Landsea Homes Corporation - Class A | $11.31 | $411M | 0.56 | N/A | N/A | N/A | 38.63 | N/A | N/A | 11.42% | N/A | N/A | N/A | N/A | +5.75% | N/A |
2999 | SMC | Summit Midstream Corp | $30.50 | $374M | 0.56 | Oil & Gas Midstream | Energy | N/A | N/A | 5.44 | N/A | 9.81% | N/A | 75 | +60.66% | $49 | 0.00% | 0.84 |
3000 | LXEO | Lexeo Therapeutics Inc | $4.66 | $361M | 0.56 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -27.28% | N/A | 80 | +348.28% | $21 | 0.00% | 2.02 |