Analyze assets in the NASDAQ Index constituents ranked by Sharpe ratio and risk-adjusted returns. Track performance, compare volatility and drawdown, and build a diversified portfolio to invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | Micron Technology, Inc. (MU) | 634.0% | 2.94 | 75.2% | -30.3% |
| 2 | Intel Corporation (INTC) | 327.4% | 2.22 | 75.8% | -31.2% |
| 3 | Lam Research Corporation (LRCX) | 221.5% | 2.23 | 58.1% | -25.9% |
| 4 | Advanced Micro Devices, Inc. (AMD) | 212.9% | 1.96 | 67.7% | -27.8% |
| 5 | Applied Materials, Inc. (AMAT) | 190.0% | 2.16 | 54.7% | -23.3% |
| 6 | Marvell Technology, Inc. (MRVL) | 166.3% | 1.63 | 74.6% | -40.5% |
| 7 | ASML Holding N.V. (ASML) | 138.4% | 2.12 | 44.2% | -17.9% |
| 8 | KLA Corporation (KLAC) | 136.5% | 1.76 | 56.5% | -28.3% |
| 9 | Warner Bros. Discovery, Inc. (WBD) | 116.9% | 1.88 | 44.8% | -21.3% |
| 10 | Alphabet Inc. (GOOG) | 93.1% | 2.30 | 29.5% | -20.8% |
| 11 | DDOG (DDOG) | 88.2% | 1.26 | 63.4% | -48.6% |
| 12 | PANW (PANW) | 83.8% | 1.65 | 40.6% | -36.0% |
| 13 | ROST (ROST) | 81.9% | 2.40 | 25.4% | -13.0% |
| 14 | CRWD (CRWD) | 73.2% | 1.37 | 46.5% | -37.2% |
| 15 | MNST (MNST) | 70.4% | 2.13 | 25.7% | -17.7% |
| 16 | ARM (ARM) | 70.2% | 1.07 | 71.5% | -41.5% |
| 17 | CSCO (CSCO) | 66.1% | 1.69 | 32.0% | -15.3% |
| 18 | BIIB (BIIB) | 62.6% | 1.51 | 35.1% | -14.3% |
| 19 | ADI (ADI) | 60.3% | 1.50 | 34.3% | -15.7% |
| 20 | AAPL (AAPL) | 59.2% | 1.99 | 24.0% | -13.8% |