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

Explore 360+ stocks — including MU, RKLB, TER — 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
1Micron Technology, Inc. (MU)311.9%2.5062.8%-37.1%
2Rocket Lab Corporation (RKLB)262.8%1.9282.9%-43.0%
3Teradyne, Inc. (TER)231.0%2.2359.8%-25.3%
4Lam Research Corporation (LRCX)196.6%2.3051.3%-24.2%
5Kratos Defense & Security Solutions, Inc. (KTOS)166.9%1.7964.7%-36.3%
6Warner Bros. Discovery, Inc. (WBD)157.5%1.8757.4%-30.3%
7GE Vernova Inc. (GEV)153.4%2.0549.7%-21.0%
8Exact Sciences Corporation (EXAS)136.9%2.1243.5%-29.6%
9Applied Materials, Inc. (AMAT)133.4%1.9847.0%-21.4%
10KLA Corporation (KLAC)110.8%1.7547.6%-22.4%
11CAT (CAT)105.3%2.2633.1%-20.0%
12PWR (PWR)105.1%2.1635.0%-14.0%
13NEM (NEM)103.2%1.7644.8%-27.2%
14BWXT (BWXT)100.3%1.7743.1%-22.0%
15APH (APH)92.0%1.7939.7%-23.8%
16GH (GH)90.5%1.3855.8%-28.4%
17AMD (AMD)87.9%1.2763.1%-31.9%
18TSM (TSM)87.8%1.8337.0%-22.0%
19TXG (TXG)84.8%1.1969.9%-31.3%
20INTC (INTC)83.1%1.2364.0%-25.3%