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) | 717.3% | 1.61 | 189.8% | -34.2% |
| 2 | 10x Genomics, Inc. (TXG) | 588.7% | 2.91 | 73.3% | -28.0% |
| 3 | Iovance Biotherapeutics, Inc. (IOVA) | 567.6% | 2.26 | 103.0% | -39.0% |
| 4 | Micron Technology, Inc. (MU) | 435.5% | 2.43 | 79.7% | -39.1% |
| 5 | Twist Bioscience Corporation (TWST) | 401.0% | 2.38 | 78.1% | -25.8% |
| 6 | Marvell Technology, Inc. (MRVL) | 204.3% | 1.76 | 77.8% | -48.3% |
| 7 | Illumina, Inc. (ILMN) | 188.4% | 2.33 | 48.8% | -25.7% |
| 8 | Teradyne, Inc. (TER) | 177.9% | 1.68 | 75.8% | -34.0% |
| 9 | Intel Corporation (INTC) | 177.0% | 1.67 | 75.9% | -41.9% |
| 10 | Advanced Micro Devices, Inc. (AMD) | 161.1% | 1.72 | 67.0% | -27.8% |
| 11 | GH (GH) | 156.6% | 1.84 | 58.2% | -33.0% |
| 12 | TWLO (TWLO) | 154.0% | 1.75 | 61.9% | -24.7% |
| 13 | OKTA (OKTA) | 147.9% | 1.65 | 65.0% | -33.1% |
| 14 | IRDM (IRDM) | 145.7% | 1.72 | 60.7% | -20.4% |
| 15 | NTRA (NTRA) | 131.6% | 1.94 | 47.6% | -28.2% |
| 16 | AMAT (AMAT) | 131.4% | 1.68 | 58.3% | -42.5% |
| 17 | LRCX (LRCX) | 127.2% | 1.57 | 63.3% | -41.8% |
| 18 | FTNT (FTNT) | 126.0% | 2.09 | 41.8% | -14.3% |
| 19 | CRWD (CRWD) | 116.1% | 1.64 | 54.0% | -37.2% |
| 20 | PANW (PANW) | 94.6% | 1.60 | 47.2% | -36.0% |