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) | 686.0% | 2.91 | 79.4% | -39.1% |
| 2 | Intel Corporation (INTC) | 367.1% | 2.31 | 77.3% | -41.9% |
| 3 | Lam Research Corporation (LRCX) | 205.7% | 2.06 | 61.8% | -41.8% |
| 4 | Applied Materials, Inc. (AMAT) | 184.1% | 2.02 | 58.5% | -39.6% |
| 5 | Advanced Micro Devices, Inc. (AMD) | 177.3% | 1.75 | 70.0% | -27.8% |
| 6 | Marvell Technology, Inc. (MRVL) | 152.5% | 1.55 | 76.2% | -48.3% |
| 7 | ASML Holding N.V. (ASML) | 137.7% | 2.08 | 45.1% | -22.0% |
| 8 | KLA Corporation (KLAC) | 107.5% | 1.50 | 58.3% | -43.6% |
| 9 | Warner Bros. Discovery, Inc. (WBD) | 104.4% | 1.75 | 44.7% | -16.2% |
| 10 | Datadog, Inc. (DDOG) | 97.6% | 1.34 | 63.4% | -48.6% |
| 11 | PANW (PANW) | 91.9% | 1.78 | 40.0% | -36.0% |
| 12 | GOOG (GOOG) | 88.3% | 2.12 | 31.1% | -20.8% |
| 13 | ROST (ROST) | 84.9% | 2.46 | 25.5% | -13.0% |
| 14 | CSCO (CSCO) | 76.4% | 1.87 | 32.2% | -15.3% |
| 15 | ARM (ARM) | 74.2% | 1.09 | 72.2% | -48.8% |
| 16 | CRWD (CRWD) | 70.9% | 1.34 | 46.9% | -37.2% |
| 17 | ADI (ADI) | 67.9% | 1.62 | 34.6% | -20.7% |
| 18 | FTNT (FTNT) | 66.3% | 1.33 | 44.7% | -24.5% |
| 19 | MNST (MNST) | 63.3% | 1.96 | 25.8% | -17.7% |
| 20 | TXN (TXN) | 56.4% | 1.25 | 41.0% | -24.9% |