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) | 758.4% | 3.34 | 69.5% | -30.3% |
| 2 | Intel Corporation (INTC) | 463.5% | 2.65 | 72.9% | -24.2% |
| 3 | Lam Research Corporation (LRCX) | 307.9% | 2.86 | 52.2% | -20.0% |
| 4 | Advanced Micro Devices, Inc. (AMD) | 304.2% | 2.38 | 65.8% | -27.8% |
| 5 | Marvell Technology, Inc. (MRVL) | 287.4% | 2.20 | 70.7% | -26.4% |
| 6 | Applied Materials, Inc. (AMAT) | 245.6% | 2.73 | 48.3% | -21.4% |
| 7 | Arm Holdings plc (ARM) | 186.8% | 1.82 | 68.3% | -41.5% |
| 8 | KLA Corporation (KLAC) | 175.8% | 2.25 | 49.0% | -22.4% |
| 9 | Warner Bros. Discovery, Inc. (WBD) | 148.2% | 2.15 | 45.4% | -21.3% |
| 10 | ASML Holding N.V. (ASML) | 147.2% | 2.28 | 42.2% | -17.9% |
| 11 | GFS (GFS) | 117.2% | 1.67 | 53.1% | -24.1% |
| 12 | ON (ON) | 116.1% | 1.65 | 53.8% | -28.1% |
| 13 | GOOG (GOOG) | 108.7% | 2.65 | 28.3% | -20.8% |
| 14 | ROST (ROST) | 83.8% | 2.56 | 24.1% | -7.8% |
| 15 | ADI (ADI) | 82.9% | 2.02 | 31.3% | -15.7% |
| 16 | CSCO (CSCO) | 82.3% | 2.06 | 30.4% | -13.6% |
| 17 | DDOG (DDOG) | 74.3% | 1.14 | 64.3% | -48.6% |
| 18 | AVGO (AVGO) | 57.6% | 1.20 | 45.1% | -28.7% |
| 19 | BIIB (BIIB) | 57.0% | 1.49 | 32.7% | -14.3% |
| 20 | BKR (BKR) | 56.8% | 1.49 | 32.6% | -16.9% |