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 | (3,050 / 7,999 stocks) | +27.06% | 25.04 | 19.70 | 0.33 | 3.39% | 1.62% | +17.02% | +25.71% | 1.19 | ||||||||
3001 | NXDT | NexPoint Diversified Real Estate Trust | $5.44 | $289M | 0.56 | Reit - Diversified | Real Estate | N/A | N/A | N/A | N/A | 0.55% | 11.10% | N/A | N/A | N/A | 0.00% | 0.97 |
3002 | TARA | Protara Therapeutics Inc | $4.02 | $225M | 0.56 | Biotechnology | Healthcare | -19.06% | N/A | N/A | N/A | -28.07% | N/A | 81 | +560.95% | $27 | -13.66% | 1.07 |
3003 | EGG | Enigmatig Ltd - Class A | $5.26 | $176M | 0.56 | Consulting Services | Industrials | N/A | 315.28 | N/A | N/A | -1.11% | N/A | N/A | N/A | N/A | 0.00% | 1.39 |
3004 | LUD | Luda Technology Group Ltd | $4.09 | $92M | 0.56 | Steel | Basic Materials | N/A | 165.44 | N/A | N/A | -2.35% | N/A | N/A | N/A | N/A | 0.00% | 0.46 |
3005 | PTHS | Channel Therapeutics Corporation | $25.92 | $89M | 0.56 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -39.66% | N/A | 78 | +122.65% | $58 | 0.00% | 1.01 |
3006 | SPKLU | Spark I Acquisition Corp - Units (1 Ord Class A & 1/2 War) | $12.83 | $82M | 0.56 | Shell Companies | Financial Services | N/A | N/A | N/A | N/A | -2.99% | N/A | N/A | N/A | N/A | 0.00% | 0.04 |
3007 | HOVR | New Horizon Aircraft Ltd | $1.78 | $76M | 0.56 | Aerospace & Defense | Industrials | N/A | N/A | N/A | N/A | -14.52% | N/A | 75 | +367.42% | $8.32 | 0.00% | 1.80 |
3008 | DTSQ | DT Cloud Star Acquisition Corp | $11.35 | $70M | 0.56 | Shell Companies | Financial Services | N/A | 41.02 | N/A | 0.40 | -0.59% | N/A | N/A | N/A | N/A | 0.00% | N/A |
3009 | DSWL | Deswell Industries Inc | $3.48 | $57M | 0.56 | Electronic Components | Technology | +6.21% | 5.11 | 96.15 | 0.11 | 23.21% | 5.51% | N/A | +122.70% | $7.75 | +1.26% | 0.27 |
3010 | KTCC | Key Tronic Corp | $3.71 | $42M | 0.56 | Computer Hardware | Technology | N/A | N/A | 8.06 | N/A | 20.00% | N/A | N/A | +149.33% | $9.25 | -11.52% | 0.50 |
3011 | STRR | Hudson Global Inc | $10.85 | $39M | 0.56 | Conglomerates | Industrials | +40.88% | N/A | 13.30 | N/A | -20.05% | N/A | 75 | +68.94% | $18 | -10.12% | 0.33 |
3012 | AQB | AquaBounty Technologies Inc | $0.91 | $5.15M | 0.56 | Farm Products | Consumer Defensive | -8.51% | N/A | N/A | N/A | N/A | N/A | N/A | +9.89% | $1 | -60.76% | 0.54 |
3013 | NLSI | NEOS LongShort Equity Income ETF | $52.86 | N/A | 0.56 | 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 |
3014 | APACR | StoneBridge Acquisition II Corp | $0.15 | N/A | 0.56 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.79 |
3015 | SCE-P-G | SCE Trust II Trust Preferred Securities | $17 | N/A | 0.56 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -1.48% | 0.23 |
3016 | PCG-P-E | Pacific Gas & Electric Company | $18.65 | N/A | 0.56 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -0.08% | 0.02 |
3017 | FRIZ | FRISBY TECHNOLOGIES INC | $26.75 | N/A | 0.56 | 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 |
3018 | CGCTU | Factorial Energy Inc - Units (1 Ord Cls A & 1/2 War) | $12.01 | N/A | 0.56 | 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 |
3019 | WMT | Walmart Inc | $109.47 | $871B | 0.55 | Discount Stores | Consumer Defensive | +24.43% | 37.96 | 37.17 | 0.65 | 1.44% | 0.88% | 76 | +26.31% | $138 | +19.70% | 0.43 |
3020 | EXC | Exelon Corp | $47.53 | $48B | 0.55 | Utilities - Regulated Electric | Utilities | +15.19% | 17.09 | 16.39 | 12.35 | -4.53% | 3.47% | 52 | +4.27% | $50 | +11.53% | N/A |
3021 | DTE | DTE Energy Company | $149.48 | $31B | 0.55 | Utilities - Regulated Electric | Utilities | -3.75% | 24.41 | 19.34 | 2.01 | 10.66% | 3.05% | 66 | +8.31% | $162 | +8.74% | 0.17 |
3022 | WF | Woori Financial Group Inc | $65.10 | $17B | 0.55 | Banks - Regional | Financial Services | +5.20% | 7.96 | 2.46 | 0.91 | -24.94% | 4.45% | 75 | +40.96% | $92 | +24.85% | 0.82 |
3023 | PNFP | Pinnacle Financial Partners Inc | $102.60 | $15B | 0.55 | Banks - Regional | Financial Services | N/A | 11.78 | 9.83 | 0.34 | 4.62% | 1.48% | 73 | +14.47% | $117 | 0.00% | 0.76 |
3024 | FTDR | Frontdoor Inc | $71.49 | $5.08B | 0.55 | Personal Services | Consumer Cyclical | +24.06% | 20.14 | 16.10 | 1.41 | 7.60% | N/A | 66 | +5.96% | $76 | +7.80% | 0.78 |
3025 | CBT | Cabot Corp | $90.19 | $4.62B | 0.55 | Specialty Chemicals | Basic Materials | N/A | 16.51 | 10.62 | 1.00 | 9.35% | 2.02% | 50 | +1.09% | $91 | +13.38% | 0.89 |
3026 | CVI | CVR Energy Inc | $33.45 | $3.51B | 0.55 | Oil & Gas Refining & Marketing | Energy | N/A | N/A | 32.47 | 0.71 | 11.50% | 1.38% | 29 | -12.11% | $29 | +38.67% | 0.63 |
3027 | CMRE-P-D | Costamare Inc | $27.02 | $3.29B | 0.55 | N/A | N/A | +110.78% | 9.04 | N/A | 0.68 | 16.32% | N/A | N/A | N/A | N/A | +9.33% | 0.12 |
3028 | CMRE-P-B | Costamare Inc | $26.19 | $3.14B | 0.55 | N/A | N/A | +110.78% | 8.62 | N/A | 0.65 | 17.10% | N/A | N/A | N/A | N/A | +8.27% | 0.05 |
3029 | RWTO | Redwood Trust Inc | $24.24 | $3.06B | 0.55 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 6.30% | N/A | N/A | N/A | 0.00% | 0.13 |
3030 | GIGGU | GigCapital7 Corp - Units (1 Ord Class A & 1 War) | $9.94 | $2.83B | 0.55 | Shell Companies | Financial Services | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.08 |
3031 | GRP-U | Granite Real Estate Investment Trust - Units | $59.19 | $2.77B | 0.55 | Other | N/A | -3.08% | 11.01 | N/A | 0.08 | 0.00% | 1.26% | N/A | N/A | N/A | -0.46% | 0.51 |
3032 | CC | Chemours Company | $17.23 | $2.74B | 0.55 | Specialty Chemicals | Basic Materials | N/A | N/A | 11.92 | 1.60 | 5.62% | 1.92% | 66 | +43.22% | $25 | -8.61% | 1.81 |
3033 | UTI | Universal Technical Institute Inc | $37.78 | $1.98B | 0.55 | Education & Training Services | Consumer Defensive | +45.79% | 46.05 | 44.44 | 2.86 | 0.09% | N/A | 79 | +15.59% | $44 | +45.42% | 0.94 |
3034 | NPK | National Presto Industries Inc | $124.40 | $878M | 0.55 | Aerospace & Defense | Industrials | -7.88% | 27.27 | 9.83 | N/A | 0.43% | 0.82% | N/A | -84.78% | $19 | +8.94% | 0.66 |
3035 | NEWTZ | NewtekOne Inc | $24.98 | $720M | 0.55 | Other | N/A | N/A | 10.92 | N/A | 0.70 | N/A | 5.58% | N/A | N/A | N/A | +4.06% | N/A |
3036 | AOMN | Angel Oak Mortgage REIT Inc | $24.87 | $625M | 0.55 | N/A | N/A | N/A | 38.69 | N/A | N/A | -55.84% | 7.28% | N/A | N/A | N/A | 0.00% | 0.14 |
3037 | CIX | Compx International Inc - Class A | $27.15 | $323M | 0.55 | Security & Protection Services | Industrials | N/A | 15.63 | 20.62 | 0.99 | 5.74% | 4.63% | N/A | +39.96% | $38 | +14.69% | 0.96 |
3038 | IMRX | Immuneering Corp Class A | $4.32 | $289M | 0.55 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -17.27% | N/A | 83 | +336.57% | $19 | 0.00% | 0.91 |
3039 | AVACU | Avalon Acquisition Inc - Units (1 Ord Share Class A & 3/4 War) | $10.89 | $283M | 0.55 | N/A | N/A | N/A | 169.45 | N/A | N/A | -0.62% | N/A | N/A | N/A | N/A | 0.00% | N/A |
3040 | BEDU | Bright Scholar Education Holdings Limited American Depositary Shares, each representing four (4) Class A Ordinary Shares | $2.25 | $267M | 0.55 | Education & Training Services | Consumer Defensive | N/A | N/A | N/A | N/A | 4.26% | N/A | N/A | N/A | N/A | -30.73% | N/A |
3041 | AGPU | Axe Compute Inc | $6.85 | $151M | 0.55 | Software - Infrastructure | Technology | N/A | N/A | N/A | N/A | -6.29% | N/A | N/A | N/A | N/A | -54.57% | 1.63 |
3042 | SOL | Emeren Group Ltd American Depositary Shares, each representing 10 shares | $1.94 | $100M | 0.55 | Solar | Technology | N/A | N/A | 4.13 | N/A | 33.81% | N/A | N/A | +260.82% | $7 | +3.93% | N/A |
3043 | ATLN | Atlantic International Corp | $0.90 | $71M | 0.55 | Staffing & Employment Services | Industrials | N/A | N/A | N/A | N/A | -40.56% | N/A | N/A | +566.59% | $6 | 0.00% | N/A |
3044 | ACFN | N/A | $20.32 | $53M | 0.55 | Scientific & Technical Instruments | Technology | N/A | 26.74 | 98.04 | 3.26 | 3.55% | N/A | N/A | -85.24% | $3 | 0.00% | 1.24 |
3045 | POAI | Predictive Oncology Inc | $6.85 | $38M | 0.55 | Health Information Services | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -54.57% | N/A |
3046 | LGPS | LogProstyle Inc | $1.18 | $28M | 0.55 | Conglomerates | Industrials | N/A | 5.82 | N/A | N/A | -86.74% | 3.87% | N/A | N/A | N/A | 0.00% | 0.74 |
3047 | PIRS | Pieris Pharmaceuticals Inc | $13.60 | $24M | 0.55 | N/A | N/A | N/A | 0.98 | N/A | N/A | 62.31% | N/A | N/A | N/A | N/A | -44.97% | N/A |
3048 | ASPC | A SPAC III Acquisition Corp - Class A | $10.81 | $17M | 0.55 | Shell Companies | Financial Services | N/A | 57.37 | N/A | N/A | -2.27% | N/A | N/A | N/A | N/A | 0.00% | 0.17 |
3049 | MYNZ | Mainz Biomed N.V. | $1.08 | $11M | 0.55 | Diagnostics & Research | Healthcare | N/A | N/A | N/A | N/A | -98.49% | N/A | N/A | N/A | N/A | 0.00% | N/A |
3050 | AMZE | Amaze Holdings Inc | $0.74 | $5M | 0.55 | Software - Application | Technology | N/A | N/A | N/A | N/A | N/A | N/A | 75 | -59.42% | $0.30 | 0.00% | 1.00 |