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 | (350 / 7,999 stocks) | +21.02% | 28.70 | 18.04 | 0.17 | 2.79% | 1.71% | +12.07% | +33.68% | 1.54 | ||||||||
301 | VUS | Virtus US Dividend ETF | $29.77 | N/A | 1.94 | 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 |
302 | ECCW | Eagle Point Credit Company Inc .6.75% Notes due 2031 | $25.16 | N/A | 1.94 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 7.29% | N/A | N/A | N/A | +5.63% | N/A |
303 | MAAS | Maase Inc | $16.76 | $7.52B | 1.93 | Asset Management | Financial Services | +3.13% | N/A | N/A | N/A | 0.12% | N/A | N/A | N/A | N/A | -44.13% | 0.98 |
304 | ICHR | Ichor Holdings Ltd | $94.02 | $3.31B | 1.93 | Semiconductor Equipment & Materials | Technology | N/A | N/A | 61.35 | N/A | -0.51% | N/A | 75 | -3.19% | $92 | +14.48% | 2.78 |
305 | BTE | Baytex Energy Corp | $4.41 | $3.21B | 1.93 | Oil & Gas E&p | Energy | N/A | N/A | 31.65 | N/A | 4.33% | 2.13% | N/A | +18.74% | $5.10 | +22.72% | 1.15 |
306 | COHU | Cohu Inc | $54.51 | $2.76B | 1.93 | Semiconductor Equipment & Materials | Technology | N/A | N/A | 88.50 | N/A | 1.46% | N/A | 78 | +15.22% | $63 | +8.06% | 1.87 |
307 | RLJ | RLJ Lodging Trust | $12.06 | $1.87B | 1.93 | Reit - Hotel & Motel | Real Estate | N/A | 74.59 | 144.93 | N/A | 13.54% | 5.00% | 47 | -13.22% | $11 | +1.09% | 1.08 |
308 | UFCS | United Fire Group Inc | $49.42 | $1.27B | 1.93 | Insurance - Property & Casualty | Financial Services | N/A | 9.70 | 14.10 | 0.10 | 22.87% | 1.32% | N/A | +2.91% | $51 | +18.52% | 0.60 |
309 | HMACR | Hainan Manaslu Acquisition Corp | $0.59 | N/A | 1.93 | 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 |
310 | VTR | Ventas Inc | $97.92 | $47B | 1.92 | Reit - Healthcare Facilities | Real Estate | -12.40% | 167.89 | 158.73 | 2.44 | 3.64% | 2.04% | 75 | +0.66% | $98 | +13.92% | 0.16 |
311 | CNC | Centene Corp | $63.72 | $33B | 1.92 | Healthcare Plans | Healthcare | N/A | N/A | 19.53 | N/A | 21.86% | N/A | N/A | -1.09% | $65 | -2.15% | 0.16 |
312 | GSAT | Globalstar Inc | $79.19 | $10B | 1.92 | Telecom Services | Communication Services | N/A | N/A | 9.22 | N/A | 5.89% | N/A | 66 | +12.58% | $90 | +30.10% | 1.41 |
313 | ATRO | Astronics Corp | $71 | $3.17B | 1.92 | Aerospace & Defense | Industrials | -22.35% | 125.37 | 27.17 | N/A | 2.04% | N/A | 75 | +12.12% | $79 | +38.52% | 1.28 |
314 | OLO | Olo Inc - Class A | $10.26 | $1.87B | 1.92 | Software - Application | Technology | N/A | N/A | N/A | N/A | 2.25% | N/A | N/A | N/A | N/A | -23.75% | N/A |
315 | BCAT | BlackRock Capital Allocation Term Trust | $15.44 | $1.64B | 1.92 | Asset Management | Financial Services | +12.69% | 7.49 | N/A | 0.53 | 20.08% | N/A | N/A | N/A | N/A | +7.53% | 0.57 |
316 | AACT-WS | Ares Acquisition Corporation II - Warrants (01/01/9999) | $1.40 | N/A | 1.92 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0 | N/A | N/A | 0.00% | N/A |
317 | MPC | Marathon Petroleum Corp | $312.27 | $93B | 1.91 | Oil & Gas Refining & Marketing | Energy | +12.27% | 31.65 | 9.82 | N/A | 6.12% | 1.24% | 62 | -7.97% | $291 | +46.12% | 0.68 |
318 | ADM | Archer Daniels Midland Company | $86.35 | $42B | 1.91 | Farm Products | Consumer Defensive | -8.21% | 45.92 | 17.83 | N/A | 11.34% | 2.39% | 40 | -14.37% | $75 | +11.65% | 0.27 |
319 | PTGX | Protagonist Therapeutics Inc | $135.43 | $8.70B | 1.91 | Biotechnology | Healthcare | +1.43% | N/A | 28.41 | N/A | -1.36% | N/A | 78 | -7.60% | $125 | +23.56% | 0.26 |
320 | LASR | nLIGHT Inc | $73 | $4.09B | 1.91 | Semiconductors | Technology | -9.72% | N/A | 133.33 | N/A | 0.54% | N/A | 75 | +25.22% | $91 | +17.16% | 2.18 |
321 | DGII | Digi International Inc | $65.80 | $2.49B | 1.91 | Communication Equipment | Technology | +25.75% | 56.38 | 22.42 | 0.53 | 5.18% | N/A | 70 | +9.06% | $72 | +27.26% | 1.46 |
322 | TWIN | Twin Disc Incorporated | $23.11 | $331M | 1.91 | Specialty Industrial Machinery | Industrials | +23.72% | 13.95 | 7.48 | 0.02 | 0.23% | 0.72% | N/A | +28.76% | $30 | +10.71% | 1.43 |
323 | AACIW | Armada Acquisition Corp I - Warrants (13/08/2026) | $0.29 | $20M | 1.91 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 5.33 |
324 | WELL | Welltower Inc | $247.05 | $173B | 1.90 | Reit - Healthcare Facilities | Real Estate | +2.38% | 116.29 | 84.03 | 5.83 | 1.71% | 1.20% | 73 | -0.63% | $244 | +25.86% | 0.22 |
325 | HST | Host Hotels & Resorts Inc | $23.96 | $17B | 1.90 | Reit - Hotel & Motel | Real Estate | N/A | 16.63 | 26.18 | 0.32 | 9.22% | 3.33% | 65 | 0.00% | $25 | +13.86% | 0.99 |
326 | KNSA | Kiniksa Pharmaceuticals International plc. - Class A | $63.05 | $4.78B | 1.90 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | 69.20 | 57.80 | N/A | 3.44% | N/A | 78 | +9.10% | $68 | +33.91% | 0.54 |
327 | SXI | Standex International Corp | $308.58 | $3.73B | 1.90 | Specialty Industrial Machinery | Industrials | +32.70% | 37.68 | 32.05 | 0.62 | 2.21% | 0.44% | 85 | -6.13% | $291 | +28.83% | 1.28 |
328 | BHE | Benchmark Electronics Inc | $83.77 | $3B | 1.90 | Electronic Components | Technology | +13.86% | 87.24 | 14.14 | N/A | 3.05% | 0.84% | 75 | -6.60% | $78 | +30.03% | 1.53 |
329 | SB | Safe Bulkers Inc | $7.55 | $753M | 1.90 | Marine Shipping | Industrials | N/A | 19.52 | 2.10 | N/A | 13.59% | 2.93% | 50 | +0.27% | $7.38 | +22.43% | 0.80 |
330 | BWMX | Betterware de Mexico S.A.P.I. de C.V | $17.30 | $664M | 1.90 | Specialty Retail | Consumer Cyclical | +7.46% | 11.30 | 7.86 | 0.27 | 10.33% | 6.50% | 75 | +62.84% | $29 | -9.89% | 0.58 |
331 | ATMVR | AMC Robotics Corp | $1.06 | $24M | 1.90 | N/A | N/A | N/A | N/A | N/A | N/A | 0.19% | N/A | N/A | N/A | N/A | 0.00% | N/A |
332 | ACLO | ACCELIO CORP | $50.43 | N/A | 1.90 | 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 |
333 | LSCC | Lattice Semiconductor Corp | $138.13 | $19B | 1.89 | Semiconductors | Technology | -19.38% | 944.06 | 69.93 | N/A | 0.79% | N/A | 75 | +8.14% | $148 | +20.48% | 2.37 |
334 | AAMI | BrightSphere Investment Group Inc | $80.23 | $2.94B | 1.89 | Asset Management | Financial Services | N/A | 42.82 | 16.84 | 2.09 | 0.05% | 0.27% | 50 | -5.20% | $78 | +28.30% | 1.19 |
335 | CMPR | Cimpress plc | $97.35 | $2.38B | 1.89 | Specialty Business Services | Industrials | N/A | 52.52 | 21.41 | N/A | 7.80% | N/A | 87 | +13.66% | $112 | -3.75% | 0.97 |
336 | FBRX | Forte Biosciences Inc | $59.70 | $788M | 1.89 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | -7.54% | N/A | 75 | +14.34% | $65 | -40.47% | 0.68 |
337 | CHACR | Crane Harbor Acquisition Corp | $0.95 | $6.33M | 1.89 | N/A | N/A | N/A | N/A | N/A | N/A | -31.38% | N/A | N/A | N/A | N/A | 0.00% | N/A |
338 | HPE | Hewlett Packard Enterprise Company | $47.64 | $64B | 1.88 | Communication Equipment | Technology | +18.69% | 40.95 | 11.43 | 8.82 | 9.98% | 1.22% | 68 | +33.19% | $64 | +31.47% | 1.67 |
339 | EC | Ecopetrol SA | $16.33 | $34B | 1.88 | Oil & Gas Integrated | Energy | N/A | 80.16 | 9.12 | N/A | 0.00% | 4.05% | 38 | -20.06% | $13 | +22.95% | 0.58 |
340 | SNX | TD Synnex Corp | $247.96 | $20B | 1.88 | Electronics & Computer Distribution | Technology | +26.81% | 18.99 | 14.95 | 0.27 | 2.71% | 0.75% | 81 | +32.00% | $334 | +18.13% | 1.08 |
341 | MIRM | Mirum Pharmaceuticals Inc | $114.36 | $6.97B | 1.88 | Biotechnology | Healthcare | -34.51% | N/A | 2000.00 | N/A | -2.47% | N/A | 82 | +27.97% | $147 | +48.83% | 0.84 |
342 | SEE | Sealed Air Corp. | $42.15 | $6.21B | 1.88 | Packaging & Containers | Consumer Cyclical | +1.20% | 12.26 | 12.47 | 0.14 | 7.39% | 1.90% | N/A | N/A | N/A | -3.39% | N/A |
343 | GLUE | Monte Rosa Therapeutics Inc | $23.03 | $2.01B | 1.88 | Biotechnology | Healthcare | N/A | N/A | 10.02 | N/A | -0.98% | N/A | 81 | +39.43% | $33 | +0.36% | 1.31 |
344 | WSR | Whitestone REIT | $18.99 | $976M | 1.88 | Reit - Retail | Real Estate | +48.28% | 19.26 | 46.30 | 0.32 | 5.25% | 2.89% | N/A | N/A | N/A | +23.63% | N/A |
345 | GLW | Corning Inc | $156.22 | $132B | 1.87 | Electronic Components | Technology | -7.27% | 92.39 | 48.31 | 0.31 | 2.20% | 0.73% | 65 | +38.96% | $214 | +33.56% | 1.58 |
346 | AMKR | AMKOR Technology Inc | $65.33 | $17B | 1.87 | Semiconductor Equipment & Materials | Technology | +1.66% | 37.98 | 35.09 | 1.01 | 1.01% | 0.50% | 67 | +13.66% | $76 | +25.56% | 2.30 |
347 | DCO | Ducommun Inc | $175.41 | $2.63B | 1.87 | Aerospace & Defense | Industrials | N/A | N/A | 37.04 | N/A | -1.38% | N/A | N/A | +3.69% | $181 | +26.62% | 1.00 |
348 | ASYS | Amtech Systems Inc | $17.25 | $251M | 1.87 | Semiconductor Equipment & Materials | Technology | N/A | 102.16 | 20.49 | N/A | 3.87% | N/A | N/A | +26.87% | $22 | +12.81% | 1.22 |
349 | LIXT | Nomad Power Solutions Inc | $7.21 | $89M | 1.87 | Electrical Equipment & Parts | Industrials | +24.68% | N/A | N/A | N/A | -4.90% | N/A | N/A | N/A | N/A | -23.76% | N/A |
350 | FBIOP | Fortress Biotech Inc | $18.75 | $78M | 1.87 | Biotechnology | Healthcare | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +1.28% | 0.10 |