Explore 359+ stocks — including MRNA, TXG, IOVA — ranked by Sharpe ratio and risk-adjusted returns. Compare returns, volatility, and max drawdown to find the best stocks to invest in through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | Moderna, Inc. (MRNA) | 713.1% | 1.61 | 190.4% | -34.2% |
| 2 | 10x Genomics, Inc. (TXG) | 351.8% | 2.31 | 75.2% | -36.9% |
| 3 | Iovance Biotherapeutics, Inc. (IOVA) | 307.1% | 1.77 | 109.4% | -46.0% |
| 4 | Twist Bioscience Corporation (TWST) | 292.3% | 2.05 | 79.9% | -37.1% |
| 5 | Micron Technology, Inc. (MU) | 272.9% | 1.98 | 80.5% | -39.1% |
| 6 | Iridium Communications Inc. (IRDM) | 133.1% | 1.66 | 59.1% | -21.2% |
| 7 | Okta, Inc. (OKTA) | 102.0% | 1.32 | 67.9% | -33.1% |
| 8 | Firy Inc. (FIRY) | 94.6% | 0.90 | 258.7% | -65.9% |
| 9 | Texas Instruments Incorporated (TXN) | 91.1% | 1.71 | 41.7% | -23.4% |
| 10 | Natera, Inc. (NTRA) | 90.5% | 1.52 | 48.5% | -28.2% |
| 11 | CNC (CNC) | 88.1% | 1.60 | 44.4% | -32.7% |
| 12 | GH (GH) | 83.5% | 1.40 | 51.2% | -33.0% |
| 13 | ILMN (ILMN) | 83.4% | 1.50 | 46.5% | -25.7% |
| 14 | MRVL (MRVL) | 83.2% | 1.12 | 81.3% | -48.3% |
| 15 | AMD (AMD) | 82.3% | 1.19 | 68.1% | -28.1% |
| 16 | ADI (ADI) | 78.5% | 1.74 | 35.9% | -20.7% |
| 17 | CRWD (CRWD) | 78.1% | 1.28 | 55.4% | -37.2% |
| 18 | TGT (TGT) | 77.7% | 1.99 | 30.2% | -12.9% |
| 19 | MRK (MRK) | 77.6% | 2.03 | 29.5% | -11.4% |
| 20 | WBD (WBD) | 75.2% | 2.20 | 26.1% | -15.7% |