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Top Stocks by Sharpe Ratio & Risk-Adjusted Returns | pfolio

Explore 359+ stocks — including MRNA, MU, TXG — 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.

#Asset1Y ReturnSharpeVolatilityMax Drawdown
1Moderna, Inc. (MRNA)532.3%1.47188.8%-34.2%
2Micron Technology, Inc. (MU)512.0%2.5880.2%-39.1%
310x Genomics, Inc. (TXG)498.5%2.7970.8%-28.0%
4Twist Bioscience Corporation (TWST)476.8%2.6773.3%-25.5%
5Iovance Biotherapeutics, Inc. (IOVA)351.4%1.9498.4%-39.0%
6Intel Corporation (INTC)336.9%2.2078.6%-41.9%
7Advanced Micro Devices, Inc. (AMD)242.5%2.0370.8%-27.8%
8Marvell Technology, Inc. (MRVL)239.9%1.8978.0%-48.3%
9Guardant Health, Inc. (GH)220.2%2.2357.5%-33.0%
10Teradyne, Inc. (TER)209.5%1.8276.1%-34.0%
11FATE (FATE)165.3%1.4594.0%-41.8%
12IRDM (IRDM)163.5%1.8261.4%-20.9%
13ILMN (ILMN)143.1%2.0248.1%-25.7%
14TWLO (TWLO)137.8%1.6760.6%-24.7%
15AMAT (AMAT)135.6%1.7058.8%-42.5%
16LRCX (LRCX)122.1%1.5363.4%-41.8%
17CRWD (CRWD)120.6%1.6654.8%-37.2%
18CERS (CERS)116.3%1.3477.2%-38.3%
19FTNT (FTNT)114.9%1.9841.5%-14.3%
20OKTA (OKTA)111.1%1.4264.4%-33.7%