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 | (3,150 / 7,999 stocks) | +27.01% | 25.01 | 19.69 | 0.33 | 3.40% | 1.63% | +17.03% | +25.60% | 1.18 | ||||||||
3101 | SLDB | Solid Biosciences Inc | $7.83 | $797M | 0.53 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -21.69% | N/A | 82 | +123.50% | $18 | -28.43% | 1.77 |
3102 | MYGN | Myriad Genetics Inc | $5.61 | $534M | 0.53 | Diagnostics & Research | Healthcare | N/A | N/A | 54.05 | N/A | 0.45% | N/A | 50 | +11.41% | $6.25 | -29.33% | 1.07 |
3103 | GUG | Guggenheim Active Allocation Fund | $15.42 | $517M | 0.53 | Asset Management | Financial Services | N/A | 11.20 | N/A | N/A | 6.06% | N/A | N/A | N/A | N/A | 0.00% | 0.35 |
3104 | AIRTP | Air T Inc | $19.23 | $469M | 0.53 | Conglomerates | Industrials | N/A | 57.95 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.52% | 0.18 |
3105 | LRMR | Larimar Therapeutics Inc | $4 | $418M | 0.53 | Biotechnology | Healthcare | -8.46% | N/A | N/A | N/A | -26.96% | N/A | 80 | +260.00% | $14 | -16.73% | 1.57 |
3106 | LYEL | Lyell Immunopharma Inc | $12.63 | $300M | 0.53 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -44.88% | N/A | 70 | +201.98% | $38 | -46.52% | 1.46 |
3107 | ACRV | Acrivon Therapeutics Inc | $1.60 | $65M | 0.53 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | 84 | +618.75% | $12 | 0.00% | 1.80 |
3108 | SCLX | Scilex Holding Company | $6.84 | $60M | 0.53 | Drug Manufacturers - General | Healthcare | N/A | N/A | 2.66 | N/A | -5.75% | N/A | N/A | +7063.74% | $490 | -49.91% | 1.02 |
3109 | VVPR | VivoPower International PLC | $4.27 | $45M | 0.53 | Solar | Technology | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -41.72% | N/A |
3110 | IINN | Inspira Technologies Oxy B.H.N. Ltd. Ordinary Shares | $0.88 | $33M | 0.53 | Medical Devices | Healthcare | -22.56% | N/A | 4.26 | N/A | -30.59% | N/A | N/A | N/A | N/A | -27.44% | N/A |
3111 | RDAC | Rising Dragon Acquisition Corp | $6.15 | $24M | 0.53 | Shell Companies | Financial Services | N/A | 24.41 | N/A | N/A | -3.05% | N/A | N/A | N/A | N/A | 0.00% | N/A |
3112 | SAC-U | Safeguard Acquisition Corp - Units (1 Ord Cls A & 1/2 War) | $10.41 | N/A | 0.53 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.01 |
3113 | EMISU | Emmis Acquisition Corp - Units (1 Ord Cls A & 1 Rts) | $10.04 | N/A | 0.53 | 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 |
3114 | BDVL | iShares Disciplined Volatility Equity Active ETF | $25.89 | N/A | 0.53 | 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 |
3115 | XLRI | Select Sector SPDR Trust The The Real Estate Premium Income Fund | $24.03 | N/A | 0.53 | 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 |
3116 | TRTN-P-C | Triton International Ltd | $24.62 | N/A | 0.53 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +5.60% | 0.13 |
3117 | NYCB-P-U | New York Community Bancorp Inc Capital Tr V BONUSES | $38.75 | N/A | 0.53 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -1.03% | N/A |
3118 | A | Agilent Technologies Inc | $138.56 | $38B | 0.52 | Diagnostics & Research | Healthcare | +10.55% | 26.70 | 20.79 | 1.19 | 2.89% | 0.72% | 77 | +14.99% | $159 | -1.18% | 0.97 |
3119 | SFD | Smithfield Foods Inc | $26.26 | $10B | 0.52 | Packaged Foods | Consumer Defensive | +43.65% | 10.30 | 10.24 | N/A | -1.26% | 4.07% | 75 | +19.65% | $31 | 0.00% | 0.32 |
3120 | HRI | Herc Holdings Inc | $162.63 | $5.04B | 0.52 | Rental & Leasing Services | Industrials | N/A | N/A | 18.35 | 0.07 | 20.36% | 1.85% | 63 | +7.50% | $175 | +8.60% | 1.61 |
3121 | MAN | ManpowerGroup | $51.33 | $2.41B | 0.52 | Staffing & Employment Services | Industrials | N/A | N/A | 13.68 | 0.94 | -3.20% | 2.88% | 60 | +11.69% | $57 | -11.15% | 0.74 |
3122 | ARR | ARMOUR Residential REIT Inc | $16.27 | $2.24B | 0.52 | Reit - Mortgage | Real Estate | -20.50% | 4.41 | 15.08 | 2.97 | 14.29% | 17.80% | 58 | +12.97% | $18 | -5.86% | 0.66 |
3123 | STC | Stewart Information Services Corp | $67.42 | $2.12B | 0.52 | Insurance - Property & Casualty | Financial Services | -10.47% | 15.54 | 18.55 | 0.22 | 10.91% | 2.27% | 91 | +23.11% | $83 | +6.27% | 0.57 |
3124 | ESQ | Esquire Financial Holdings Inc | $120.10 | $1.05B | 0.52 | Banks - Regional | Financial Services | +26.89% | 20.07 | N/A | 1.69 | 5.87% | 0.59% | 75 | +5.47% | $127 | +39.38% | 0.66 |
3125 | BCML | BayCom Corp | $31.70 | $363M | 0.52 | Banks - Regional | Financial Services | +12.84% | 13.76 | 11.86 | 0.92 | 7.46% | 3.09% | 50 | +3.06% | $33 | +13.76% | 0.70 |
3126 | IKT | Inhibikase Therapeutics Inc | $2.33 | $287M | 0.52 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -12.48% | N/A | 78 | +157.51% | $6 | -30.76% | 1.36 |
3127 | DNAD | Social Capital Suvretta Holdings Corp IV - Class A | $10.35 | $265M | 0.52 | N/A | N/A | N/A | 60.71 | N/A | N/A | -0.13% | N/A | N/A | N/A | N/A | +0.89% | N/A |
3128 | OBIO | Orchestra BioMed Holdings Inc | $3.74 | $213M | 0.52 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -25.88% | N/A | 75 | +225.40% | $12 | -17.86% | 1.67 |
3129 | GRWG | GrowGeneration Corp | $1.38 | $83M | 0.52 | Specialty Retail | Consumer Cyclical | N/A | N/A | 42.73 | N/A | -12.86% | N/A | N/A | +44.93% | $2 | -48.98% | 1.00 |
3130 | CSTE | Caesarstone Ltd | $2.09 | $77M | 0.52 | Building Products & Equipment | Industrials | N/A | N/A | 9.51 | N/A | -61.32% | N/A | N/A | +91.39% | $4 | -30.29% | 1.07 |
3131 | NEUE | NeueHealth, Inc. | $6.75 | $61M | 0.52 | Healthcare Plans | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -63.23% | N/A |
3132 | ACST | Acasti Pharma Inc - Class A | $3.11 | $53M | 0.52 | N/A | N/A | N/A | N/A | N/A | N/A | -19.23% | N/A | N/A | N/A | N/A | -32.91% | N/A |
3133 | BIRD | Allbirds Inc Class A | $2.46 | $24M | 0.52 | Apparel Retail | Consumer Cyclical | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +469.11% | $14 | 0.00% | 2.50 |
3134 | PSIG | PS International Group Ltd | $1.26 | $21M | 0.52 | Integrated Freight & Logistics | Industrials | N/A | N/A | N/A | N/A | -8.84% | N/A | N/A | N/A | N/A | 0.00% | 0.62 |
3135 | RDACR | Rising Dragon Acquisition Corp | $0.10 | $178K | 0.52 | N/A | N/A | N/A | 0.13 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | N/A |
3136 | DRKY | VistaShares Target 15 DRUKMacro Distribution ETF | $19.85 | N/A | 0.52 | 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 |
3137 | UMH-P-D | UMH Properties Inc | $22.08 | N/A | 0.52 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +3.44% | 0.14 |
3138 | QQUP | ProShares Ultra Top QQQ | $54.92 | N/A | 0.52 | 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 |
3139 | JNPR | Juniper Networks Inc | $39.95 | N/A | 0.52 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +10.00% | N/A |
3140 | FOXXW | Foxx Development Holdings Inc - Warrants(26/09/2029) | $0.06 | N/A | 0.52 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.45 |
3141 | BHR-P-B | Braemar Hotels & Resorts Inc | $14.26 | N/A | 0.52 | Other | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -0.73% | 0.42 |
3142 | ARCK | Arbor Rapha Capital Bioholdings Corp I - Class A | $11.90 | N/A | 0.52 | 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 |
3143 | WPM | Wheaton Precious Metals Corp | $111.48 | $51B | 0.51 | Gold | Basic Materials | +25.43% | 28.13 | 22.32 | 0.15 | 1.96% | 0.62% | 82 | +53.79% | $171 | +21.95% | 0.71 |
3144 | NTR | Nutrien Ltd | $68.10 | $33B | 0.51 | Agricultural Inputs | Basic Materials | +35.13% | 13.94 | 12.00 | 0.04 | 6.76% | 3.19% | 72 | +13.79% | $77 | +6.56% | 0.27 |
3145 | TROW | T. Rowe Price Group Inc | $116.50 | $25B | 0.51 | Asset Management | Financial Services | +3.28% | 11.92 | 11.63 | 4.22 | 6.70% | 4.45% | 36 | -5.58% | $110 | -6.92% | 1.13 |
3146 | USFD | US Foods Holding Corp | $97.17 | $21B | 0.51 | Food Distribution | Consumer Defensive | N/A | 31.78 | 21.05 | 0.88 | 4.01% | N/A | 68 | +8.89% | $106 | +23.74% | 0.65 |
3147 | RTO | Rentokil Initial | $28.37 | $15B | 0.51 | Specialty Business Services | Industrials | N/A | 13.55 | 17.73 | 0.27 | 10.92% | 2.12% | 87 | +27.25% | $36 | -3.41% | 0.70 |
3148 | ELS | Equity Lifestyle Properties Inc | $66.06 | $13B | 0.51 | Reit - Residential | Real Estate | +10.23% | 31.75 | 32.57 | 18.91 | 4.50% | 3.22% | 73 | +6.65% | $70 | -1.64% | 0.09 |
3149 | HSIC | Henry Schein Inc | $85.47 | $9.70B | 0.51 | Medical Distribution | Healthcare | +1.68% | 25.20 | 15.80 | 8.36 | 5.96% | N/A | 68 | +3.55% | $89 | +2.01% | 0.55 |
3150 | SEZL | Sezzle Inc | $153.89 | $5.85B | 0.51 | Credit Services | Financial Services | N/A | 39.76 | 30.86 | 1.03 | 4.08% | N/A | 71 | +6.36% | $164 | 0.00% | 2.90 |