Discover 452+ equities — including MU, INTC, TER — ranked by Sharpe ratio and risk-adjusted performance. Compare equities by returns, volatility, and drawdown, then build a well-diversified portfolio and invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | Micron Technology, Inc. (MU) | 758.4% | 3.34 | 69.5% | -30.3% |
| 2 | Intel Corporation (INTC) | 463.5% | 2.65 | 72.9% | -24.2% |
| 3 | Teradyne, Inc. (TER) | 374.9% | 2.60 | 66.3% | -26.7% |
| 4 | Lam Research Corporation (LRCX) | 307.9% | 2.86 | 52.2% | -20.0% |
| 5 | Advanced Micro Devices, Inc. (AMD) | 304.2% | 2.38 | 65.8% | -27.8% |
| 6 | Rocket Lab Corporation (RKLB) | 287.7% | 1.88 | 91.4% | -43.0% |
| 7 | Marvell Technology, Inc. (MRVL) | 287.4% | 2.20 | 70.7% | -26.4% |
| 8 | Applied Materials, Inc. (AMAT) | 245.6% | 2.73 | 48.3% | -21.4% |
| 9 | iShares MSCI South Korea ETF (EWY) | 209.0% | 2.60 | 46.1% | -23.1% |
| 10 | 10x Genomics, Inc. (TXG) | 195.6% | 1.89 | 67.1% | -28.0% |
| 11 | ARM (ARM) | 186.8% | 1.82 | 68.3% | -41.5% |
| 12 | KLAC (KLAC) | 175.8% | 2.25 | 49.0% | -22.4% |
| 13 | CAT (CAT) | 168.6% | 2.93 | 34.6% | -13.9% |
| 14 | GH (GH) | 155.3% | 1.86 | 57.2% | -33.0% |
| 15 | WBD (WBD) | 148.2% | 2.15 | 45.4% | -21.3% |
| 16 | ASML (ASML) | 147.2% | 2.28 | 42.2% | -17.9% |
| 17 | MRNA (MRNA) | 143.3% | 1.64 | 64.8% | -35.5% |
| 18 | CMI (CMI) | 131.5% | 2.61 | 33.2% | -15.2% |
| 19 | TWST (TWST) | 130.9% | 1.56 | 65.5% | -38.2% |
| 20 | URTY (URTY) | 119.9% | 1.61 | 57.6% | -32.6% |