Explore 359+ stocks — including MU, INTC, GH — 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 | Micron Technology, Inc. (MU) | 686.0% | 2.91 | 79.4% | -39.1% |
| 2 | Intel Corporation (INTC) | 367.1% | 2.31 | 77.3% | -41.9% |
| 3 | Guardant Health, Inc. (GH) | 291.1% | 2.51 | 59.3% | -33.0% |
| 4 | 10x Genomics, Inc. (TXG) | 261.4% | 2.15 | 68.7% | -28.0% |
| 5 | Teradyne, Inc. (TER) | 253.9% | 2.05 | 72.5% | -34.0% |
| 6 | Lam Research Corporation (LRCX) | 205.7% | 2.06 | 61.8% | -41.8% |
| 7 | Applied Materials, Inc. (AMAT) | 184.1% | 2.02 | 58.5% | -39.6% |
| 8 | Advanced Micro Devices, Inc. (AMD) | 177.3% | 1.75 | 70.0% | -27.8% |
| 9 | Twist Bioscience Corporation (TWST) | 171.8% | 1.76 | 67.6% | -28.3% |
| 10 | Marvell Technology, Inc. (MRVL) | 152.5% | 1.55 | 76.2% | -48.3% |
| 11 | CNC (CNC) | 140.1% | 2.00 | 48.0% | -32.7% |
| 12 | ASML (ASML) | 137.7% | 2.08 | 45.1% | -22.0% |
| 13 | FATE (FATE) | 129.0% | 1.29 | 95.9% | -41.8% |
| 14 | ILMN (ILMN) | 116.7% | 1.84 | 46.2% | -25.7% |
| 15 | KLAC (KLAC) | 107.5% | 1.50 | 58.3% | -43.6% |
| 16 | WBD (WBD) | 104.4% | 1.75 | 44.7% | -16.2% |
| 17 | IRDM (IRDM) | 100.9% | 1.35 | 64.6% | -36.4% |
| 18 | NTRA (NTRA) | 99.0% | 1.76 | 43.0% | -28.2% |
| 19 | MRNA (MRNA) | 98.6% | 1.31 | 67.4% | -33.9% |
| 20 | DDOG (DDOG) | 97.6% | 1.34 | 63.4% | -48.6% |