Discover 453+ equities — including MU, RKLB, 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) | 311.9% | 2.50 | 62.8% | -37.1% |
| 2 | Rocket Lab Corporation (RKLB) | 262.8% | 1.92 | 82.9% | -43.0% |
| 3 | Teradyne, Inc. (TER) | 231.0% | 2.23 | 59.8% | -25.3% |
| 4 | Lam Research Corporation (LRCX) | 196.6% | 2.30 | 51.3% | -24.2% |
| 5 | Kratos Defense & Security Solutions, Inc. (KTOS) | 166.9% | 1.79 | 64.7% | -36.3% |
| 6 | Warner Bros. Discovery, Inc. (WBD) | 157.5% | 1.87 | 57.4% | -30.3% |
| 7 | GE Vernova Inc. (GEV) | 153.4% | 2.05 | 49.7% | -21.0% |
| 8 | Exact Sciences Corporation (EXAS) | 136.9% | 2.12 | 43.5% | -29.6% |
| 9 | Applied Materials, Inc. (AMAT) | 133.4% | 1.98 | 47.0% | -21.4% |
| 10 | iShares MSCI South Korea ETF (EWY) | 126.7% | 2.51 | 33.9% | -18.4% |
| 11 | KLAC (KLAC) | 110.8% | 1.75 | 47.6% | -22.4% |
| 12 | CAT (CAT) | 105.3% | 2.26 | 33.1% | -20.0% |
| 13 | PWR (PWR) | 105.1% | 2.16 | 35.0% | -14.0% |
| 14 | NEM (NEM) | 103.2% | 1.76 | 44.8% | -27.2% |
| 15 | BWXT (BWXT) | 100.3% | 1.77 | 43.1% | -22.0% |
| 16 | APH (APH) | 92.0% | 1.79 | 39.7% | -23.8% |
| 17 | GH (GH) | 90.5% | 1.38 | 55.8% | -28.4% |
| 18 | AMD (AMD) | 87.9% | 1.27 | 63.1% | -31.9% |
| 19 | TSM (TSM) | 87.8% | 1.83 | 37.0% | -22.0% |
| 20 | TXG (TXG) | 84.8% | 1.19 | 69.9% | -31.3% |