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) | 512.0% | 2.58 | 80.2% | -39.1% |
| 2 | Intel Corporation (INTC) | 336.9% | 2.20 | 78.6% | -41.9% |
| 3 | Advanced Micro Devices, Inc. (AMD) | 242.5% | 2.03 | 70.8% | -27.8% |
| 4 | Marvell Technology, Inc. (MRVL) | 239.9% | 1.89 | 78.0% | -48.3% |
| 5 | Applied Materials, Inc. (AMAT) | 135.6% | 1.70 | 58.8% | -42.5% |
| 6 | Lam Research Corporation (LRCX) | 122.1% | 1.53 | 63.4% | -41.8% |
| 7 | CrowdStrike Holdings, Inc. (CRWD) | 120.6% | 1.66 | 54.8% | -37.2% |
| 8 | Fortinet, Inc. (FTNT) | 114.9% | 1.98 | 41.5% | -14.3% |
| 9 | ASML Holding N.V. (ASML) | 88.1% | 1.56 | 45.8% | -22.0% |
| 10 | Palo Alto Networks, Inc. (PANW) | 84.6% | 1.51 | 46.2% | -36.0% |
| 11 | DDOG (DDOG) | 75.8% | 1.12 | 68.3% | -48.6% |
| 12 | ARM (ARM) | 72.7% | 1.07 | 75.6% | -48.8% |
| 13 | KLAC (KLAC) | 71.6% | 1.18 | 59.5% | -44.5% |
| 14 | CSCO (CSCO) | 66.2% | 1.63 | 33.6% | -17.0% |
| 15 | ROST (ROST) | 57.8% | 1.83 | 26.0% | -13.0% |
| 16 | WBD (WBD) | 57.0% | 1.83 | 25.5% | -15.7% |
| 17 | BIIB (BIIB) | 51.2% | 1.33 | 34.4% | -14.3% |
| 18 | ADI (ADI) | 49.1% | 1.27 | 35.3% | -20.7% |
| 19 | CSX (CSX) | 48.0% | 1.84 | 21.8% | -11.6% |
| 20 | TXN (TXN) | 46.9% | 1.09 | 41.6% | -23.4% |