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 | (450 / 7,999 stocks) | +19.38% | 29.02 | 18.03 | 0.17 | 2.93% | 1.87% | +11.38% | +32.37% | 1.47 | ||||||||
401 | PAA | Plains All American Pipeline LP | $24.69 | $19B | 1.81 | Oil & Gas Midstream | Energy | +9.16% | 18.18 | 11.92 | N/A | 10.97% | 6.56% | 58 | -1.60% | $24 | +28.49% | 0.50 |
402 | PARR | Par Pacific Holdings Inc | $77.61 | $3.84B | 1.81 | Oil & Gas Refining & Marketing | Energy | +28.15% | 11.30 | 15.65 | 0.10 | 6.63% | N/A | 78 | +1.81% | $81 | +39.79% | 0.50 |
403 | ANAB | AnaptysBio Inc | $54.91 | $1.53B | 1.81 | Biotechnology | Healthcare | -4.15% | N/A | N/A | N/A | 0.29% | N/A | 81 | +65.54% | $87 | +25.11% | 0.82 |
404 | CBK | Commercial Bancgroup Inc | $32.79 | $450M | 1.81 | Banks - Regional | Financial Services | N/A | 11.17 | N/A | N/A | 17.16% | 0.30% | N/A | +3.53% | $34 | 0.00% | 0.33 |
405 | SND | Smart Sand Inc | $4.81 | $190M | 1.81 | Oil & Gas Equipment & Services | Energy | -7.53% | 8.56 | 48.08 | N/A | 14.85% | N/A | N/A | -37.76% | $3 | +14.22% | 0.78 |
406 | EQ | Equillium Inc | $2.69 | $175M | 1.81 | Biotechnology | Healthcare | -22.00% | N/A | 1.53 | N/A | -10.84% | N/A | 75 | +210.14% | $8.56 | -12.59% | 0.77 |
407 | LOKVW | Live Oak Acquisition Corp V - Warrants (20/02/2030) | $1.86 | N/A | 1.81 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.07 |
408 | BRLIW | Brilliant Acquisition Corp - Warrants (31/03/2025) | $0.16 | N/A | 1.81 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -20.38% | N/A |
409 | NBIS | Nebius Group N.V. - Class A | $220.97 | $81B | 1.80 | Internet Content & Information | Communication Services | +1.88% | 363.86 | 68.49 | N/A | -0.28% | N/A | 64 | +18.59% | $259 | +25.40% | 2.69 |
410 | CDTX | Cidara Therapeutics Inc | $221.38 | $6.49B | 1.80 | Biotechnology | Healthcare | N/A | N/A | 5.75 | N/A | -2.05% | N/A | N/A | N/A | N/A | +48.55% | N/A |
411 | LIND | Lindblad Expeditions Holdings Inc | $27.04 | $1.82B | 1.80 | Travel Services | Consumer Cyclical | -29.29% | N/A | 232.56 | N/A | 3.93% | N/A | 70 | -3.60% | $27 | +15.46% | 1.52 |
412 | FUND | Sprott Focus Trust Inc | $9.83 | $295M | 1.80 | Asset Management | Financial Services | -2.11% | 5.26 | N/A | N/A | 0.00% | 5.91% | N/A | N/A | N/A | +11.92% | 0.77 |
413 | INTG | Intergroup Corp | $34.88 | $74M | 1.80 | Lodging | Consumer Cyclical | N/A | N/A | N/A | N/A | 4.99% | N/A | N/A | -4.62% | $33 | -5.12% | 0.12 |
414 | SCDL | UBS AG London Branch | $55.97 | N/A | 1.80 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +11.04% | N/A |
415 | MNST | Monster Beverage Corp | $93.56 | $94B | 1.79 | Beverages - Non-alcoholic | Consumer Defensive | +8.71% | 46.02 | 41.49 | 1.34 | 2.21% | N/A | 65 | -0.25% | $95 | +14.72% | 0.31 |
416 | JBHT | J.B. Hunt Transport Services Inc | $289.37 | $28B | 1.79 | Integrated Freight & Logistics | Industrials | +3.20% | 50.63 | 39.37 | 2.79 | 3.74% | 0.61% | 65 | +5.56% | $305 | +12.62% | 0.94 |
417 | TTMI | TTM Technologies Inc | $144.85 | $15B | 1.79 | Electronic Components | Technology | +2.78% | 76.68 | 5.62 | 0.52 | -0.08% | N/A | 81 | +46.51% | $212 | +60.14% | 1.94 |
418 | AROC | Archrock Inc | $38.39 | $6.68B | 1.79 | Oil & Gas Equipment & Services | Energy | +36.64% | 23.95 | 19.76 | 0.32 | 10.37% | 2.32% | 84 | +10.82% | $43 | +42.79% | 1.15 |
419 | BITF | Bitfarms Ltd. Common Stock | $4.81 | $2.83B | 1.79 | Capital Markets | Financial Services | N/A | N/A | 84.03 | N/A | -8.01% | N/A | N/A | N/A | N/A | +7.35% | N/A |
420 | HLIO | Helios Technologies Inc | $79.78 | $2.67B | 1.79 | Specialty Industrial Machinery | Industrials | +1.82% | 44.02 | 11.74 | 0.68 | 3.98% | 0.48% | 83 | +8.74% | $88 | +1.14% | 1.38 |
421 | MSBI | Midland States Bancorp Inc | $30.97 | $642M | 1.79 | Banks - Regional | Financial Services | -1.10% | 18.58 | 8.22 | 1.41 | 17.73% | 4.12% | 50 | -0.71% | $31 | +10.88% | 0.76 |
422 | FTW-WS | EQV Ventures Acquisition Corp Redeemable warrants each whole warrant exercisable for one Class A ordinary share at an exercise price of 11.50 per share | $1.46 | N/A | 1.79 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.17 |
423 | CSX | CSX Corp | $52.81 | $93B | 1.78 | Railroads | Industrials | +4.84% | 27.89 | 26.11 | 11.61 | 3.02% | 1.06% | 67 | -4.13% | $51 | +11.48% | 0.67 |
424 | BG | Bunge Global SA | $122.32 | $24B | 1.78 | Farm Products | Consumer Defensive | N/A | 23.27 | 14.53 | N/A | -4.84% | 2.34% | 80 | +14.18% | $141 | +13.73% | 0.30 |
425 | TFSL | TFS Financial Corporation | $18.16 | $5.12B | 1.78 | Banks - Regional | Financial Services | +1.00% | 55.11 | 76.92 | 3.92 | 1.61% | 6.20% | 50 | -12.42% | $16 | +6.89% | 0.61 |
426 | STNG | Scorpio Tankers Inc | $79.40 | $3.93B | 1.78 | Oil & Gas Midstream | Energy | N/A | 7.71 | 7.25 | 34.51 | 11.87% | 2.14% | 66 | +22.36% | $96 | +40.03% | 0.41 |
427 | URGN | UroGen Pharma Ltd | $42.50 | $2.05B | 1.78 | Biotechnology | Healthcare | -11.74% | N/A | N/A | N/A | -8.10% | N/A | 75 | -1.05% | $42 | +22.42% | 1.19 |
428 | RILYT | B. Riley Financial Inc | $20 | $1.91B | 1.78 | N/A | N/A | N/A | 2.39 | N/A | N/A | -19.56% | 27.80% | N/A | N/A | N/A | +4.36% | 0.52 |
429 | ASRT | Assertio Holdings Inc | $23.50 | $151M | 1.78 | Drug Manufacturers - Specialty & Generic | Healthcare | -31.78% | N/A | 56.50 | N/A | -4.68% | N/A | N/A | N/A | N/A | +4.62% | N/A |
430 | PLMIW | Plum Acquisition Corp I - Warrants (15/03/2026) | $0.18 | N/A | 1.78 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -30.56% | N/A |
431 | CNOBP | ConnectOne Bancorp Inc | $25.10 | N/A | 1.78 | Banks - Regional | Financial Services | N/A | 7.70 | N/A | N/A | N/A | 2.93% | N/A | N/A | N/A | 0.00% | 0.15 |
432 | CMPOW | CompoSecure Inc - Warrants (27/12/2026) | $12.15 | N/A | 1.78 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +47.00% | 2.40 |
433 | KEYS | Keysight Technologies Inc | $325.13 | $56B | 1.77 | Scientific & Technical Instruments | Technology | +16.61% | 52.17 | 25.06 | 1.89 | 2.42% | N/A | 71 | +18.35% | $388 | +15.45% | 1.46 |
434 | MTZ | Mastec Inc | $358.86 | $28B | 1.77 | Engineering & Construction | Industrials | -2.92% | 87.61 | 36.76 | 0.42 | 2.03% | N/A | 73 | +34.81% | $482 | +28.90% | 1.61 |
435 | SUN | Sunoco LP | $74.59 | $10B | 1.77 | Oil & Gas Refining & Marketing | Energy | +0.77% | 11.95 | 15.38 | 0.90 | 7.99% | 5.01% | 84 | +0.45% | $76 | +23.65% | 0.33 |
436 | CECO | Ceco Environmental Corp | $79.59 | $3.53B | 1.77 | Pollution & Treatment Controls | Industrials | +18.05% | 254.86 | 46.95 | 1.44 | -0.17% | N/A | 80 | +36.68% | $112 | +63.37% | 1.18 |
437 | GOTU | Gaotu Techedu Inc | $1.61 | $601M | 1.77 | Education & Training Services | Consumer Defensive | -33.44% | N/A | 526.32 | N/A | 5.95% | N/A | 71 | +99.28% | $3.31 | -13.96% | 1.53 |
438 | CMDB | Costamare Bulkers Holdings Ltd | $18.82 | $456M | 1.77 | Marine Shipping | Industrials | N/A | N/A | N/A | N/A | 12.51% | N/A | N/A | N/A | N/A | 0.00% | 0.95 |
439 | IPSC | Century Therapeutics Inc | $2.17 | $387M | 1.77 | Biotechnology | Healthcare | -16.95% | N/A | N/A | N/A | -24.73% | N/A | 75 | +120.93% | $4.75 | -40.67% | 1.58 |
440 | OPTX | Syntec Optics Holdings Inc - Class A | $7.55 | $307M | 1.77 | Electronic Components | Technology | N/A | N/A | N/A | N/A | 0.04% | N/A | N/A | N/A | N/A | 0.00% | 2.30 |
441 | NXG | NXG NextGen Infrastructure Income Fund | $60.66 | $305M | 1.77 | Asset Management | Financial Services | N/A | 6.58 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +18.70% | N/A |
442 | QTTB | Q32 Bio Inc | $15.38 | $230M | 1.77 | Biotechnology | Healthcare | -43.57% | N/A | N/A | N/A | -11.93% | N/A | 70 | +156.96% | $39 | -33.62% | 0.70 |
443 | MAMK | MaxsMaking Inc - Class A | $13 | $195M | 1.77 | Conglomerates | Industrials | N/A | 109081.93 | N/A | N/A | -2.74% | N/A | N/A | N/A | N/A | 0.00% | N/A |
444 | WSBK | Winchester Bancorp Inc | $12.97 | $121M | 1.77 | Banks - Regional | Financial Services | N/A | 53.54 | N/A | N/A | 5.09% | N/A | N/A | N/A | N/A | 0.00% | N/A |
445 | ZWZZT | NASDAQ TEST STOCK | $10 | N/A | 1.77 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -13.36% | N/A |
446 | ALTIW | AlTi Global Inc - Warrants(03/01/2028) | $1.52 | N/A | 1.77 | 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 |
447 | NUE | Nucor Corp | $241.15 | $54B | 1.76 | Steel | Basic Materials | +4.99% | 25.72 | 14.88 | N/A | 0.99% | 0.96% | 73 | +13.23% | $267 | +21.92% | 1.14 |
448 | ALKS | Alkermes plc | $52.97 | $8.75B | 1.76 | Drug Manufacturers - Specialty & Generic | Healthcare | N/A | 56.69 | 136.99 | N/A | 2.53% | N/A | 72 | +0.13% | $53 | +16.52% | 0.64 |
449 | ELP | Cia Paranaense De Energia Copel | $9.27 | $6.88B | 1.76 | Utilities - Regulated Electric | Utilities | N/A | 18.18 | 11.83 | 3.79 | N/A | 8.07% | N/A | N/A | N/A | +18.80% | N/A |
450 | AEHR | Aehr Test Systems | $88.51 | $2.90B | 1.76 | Semiconductor Equipment & Materials | Technology | -10.20% | N/A | 9.86 | 0.90 | -0.42% | N/A | 68 | +29.93% | $115 | +70.74% | 3.08 |