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) | 311.9% | 2.50 | 62.8% | -37.1% |
| 2 | Lam Research Corporation (LRCX) | 196.6% | 2.30 | 51.3% | -24.2% |
| 3 | Warner Bros. Discovery, Inc. (WBD) | 157.5% | 1.87 | 57.4% | -30.3% |
| 4 | Applied Materials, Inc. (AMAT) | 133.4% | 1.98 | 47.0% | -21.4% |
| 5 | KLA Corporation (KLAC) | 110.8% | 1.75 | 47.6% | -22.4% |
| 6 | Advanced Micro Devices, Inc. (AMD) | 87.9% | 1.27 | 63.1% | -31.9% |
| 7 | Intel Corporation (INTC) | 83.1% | 1.23 | 64.0% | -25.3% |
| 8 | Alphabet Inc. (GOOG) | 81.7% | 2.11 | 29.4% | -15.2% |
| 9 | ASML Holding N.V. (ASML) | 81.0% | 1.62 | 40.3% | -18.9% |
| 10 | Palantir Technologies Inc. (PLTR) | 72.4% | 1.22 | 56.2% | -37.8% |
| 11 | ROST (ROST) | 71.2% | 2.16 | 25.6% | -17.7% |
| 12 | AVGO (AVGO) | 63.9% | 1.25 | 47.1% | -25.3% |
| 13 | TSLA (TSLA) | 55.7% | 1.04 | 55.8% | -24.9% |
| 14 | ADI (ADI) | 52.6% | 1.28 | 37.3% | -22.9% |
| 15 | NVDA (NVDA) | 45.7% | 1.10 | 40.5% | -22.3% |
| 16 | APP (APP) | 44.2% | 0.86 | 76.5% | -50.0% |
| 17 | EA (EA) | 40.6% | 1.48 | 24.2% | -9.0% |
| 18 | BKR (BKR) | 37.8% | 1.04 | 36.3% | -22.5% |
| 19 | IDXX (IDXX) | 37.2% | 0.91 | 42.9% | -25.5% |
| 20 | ON (ON) | 37.2% | 0.82 | 56.8% | -30.1% |