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) | 272.9% | 1.98 | 80.5% | -39.1% |
| 2 | Texas Instruments Incorporated (TXN) | 91.1% | 1.71 | 41.7% | -23.4% |
| 3 | Marvell Technology, Inc. (MRVL) | 83.2% | 1.12 | 81.3% | -48.3% |
| 4 | Advanced Micro Devices, Inc. (AMD) | 82.3% | 1.19 | 68.1% | -28.1% |
| 5 | Analog Devices, Inc. (ADI) | 78.5% | 1.74 | 35.9% | -20.7% |
| 6 | CrowdStrike Holdings, Inc. (CRWD) | 78.1% | 1.28 | 55.4% | -37.2% |
| 7 | Warner Bros. Discovery Inc (WBD) | 75.2% | 2.20 | 26.1% | -15.7% |
| 8 | Applied Materials, Inc. (AMAT) | 61.6% | 1.07 | 60.0% | -48.1% |
| 9 | Biogen Inc. (BIIB) | 61.4% | 1.54 | 33.6% | -14.3% |
| 10 | Marriott International, Inc. (MAR) | 61.1% | 1.85 | 26.9% | -18.2% |
| 11 | AMGN (AMGN) | 60.3% | 1.71 | 29.1% | -16.6% |
| 12 | PANW (PANW) | 59.7% | 1.16 | 49.3% | -35.7% |
| 13 | INTC (INTC) | 50.0% | 0.89 | 82.1% | -57.4% |
| 14 | REGN (REGN) | 48.2% | 1.31 | 33.1% | -25.9% |
| 15 | ROST (ROST) | 46.3% | 1.55 | 25.9% | -13.0% |
| 16 | FTNT (FTNT) | 46.0% | 1.00 | 48.0% | -35.2% |
| 17 | GILD (GILD) | 45.7% | 1.50 | 26.6% | -21.6% |
| 18 | DXCM (DXCM) | 45.6% | 1.16 | 36.9% | -22.6% |
| 19 | LRCX (LRCX) | 45.2% | 0.88 | 64.8% | -47.4% |
| 20 | CSX (CSX) | 45.2% | 1.75 | 22.0% | -13.4% |