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) | 698.0% | 3.69 | 59.2% | -30.3% |
| 2 | Intel Corporation (INTC) | 433.5% | 2.71 | 68.1% | -24.2% |
| 3 | Teradyne, Inc. (TER) | 375.1% | 2.74 | 62.0% | -26.7% |
| 4 | Lam Research Corporation (LRCX) | 275.9% | 2.90 | 48.1% | -20.0% |
| 5 | Advanced Micro Devices, Inc. (AMD) | 253.2% | 2.35 | 59.4% | -27.8% |
| 6 | Rocket Lab Corporation (RKLB) | 250.4% | 1.88 | 82.2% | -43.0% |
| 7 | Warner Bros. Discovery, Inc. (WBD) | 225.2% | 2.63 | 47.4% | -21.3% |
| 8 | iShares MSCI South Korea ETF (EWY) | 203.8% | 3.10 | 36.9% | -23.1% |
| 9 | Caterpillar Inc. (CAT) | 183.0% | 3.25 | 32.5% | -13.9% |
| 10 | GE Vernova Inc. (GEV) | 173.7% | 2.30 | 47.0% | -17.5% |
| 11 | MRVL (MRVL) | 173.0% | 2.00 | 56.7% | -26.4% |
| 12 | AMAT (AMAT) | 168.1% | 2.37 | 44.4% | -21.4% |
| 13 | ON (ON) | 167.3% | 2.13 | 50.5% | -28.1% |
| 14 | TXG (TXG) | 155.6% | 1.69 | 66.5% | -28.0% |
| 15 | KLAC (KLAC) | 151.8% | 2.25 | 44.0% | -22.4% |
| 16 | CRWV (CRWV) | 150.7% | 1.36 | 104.7% | -64.8% |
| 17 | PWR (PWR) | 139.4% | 2.63 | 34.3% | -11.7% |
| 18 | URTY (URTY) | 138.4% | 1.76 | 56.9% | -32.6% |
| 19 | TQQQ (TQQQ) | 132.4% | 1.95 | 47.6% | -37.0% |
| 20 | GOOG (GOOG) | 132.2% | 2.97 | 28.8% | -20.8% |