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) | 698.0% | 3.69 | 59.2% | -30.3% |
| 2 | Intel Corporation (INTC) | 433.5% | 2.71 | 68.1% | -24.2% |
| 3 | Lam Research Corporation (LRCX) | 275.9% | 2.90 | 48.1% | -20.0% |
| 4 | Advanced Micro Devices, Inc. (AMD) | 253.2% | 2.35 | 59.4% | -27.8% |
| 5 | Warner Bros. Discovery, Inc. (WBD) | 225.2% | 2.63 | 47.4% | -21.3% |
| 6 | Marvell Technology, Inc. (MRVL) | 173.0% | 2.00 | 56.7% | -26.4% |
| 7 | Applied Materials, Inc. (AMAT) | 168.1% | 2.37 | 44.4% | -21.4% |
| 8 | ON Semiconductor Corporation (ON) | 167.3% | 2.13 | 50.5% | -28.1% |
| 9 | KLA Corporation (KLAC) | 151.8% | 2.25 | 44.0% | -22.4% |
| 10 | Alphabet Inc. (GOOG) | 132.2% | 2.97 | 28.8% | -20.8% |
| 11 | AVGO (AVGO) | 114.6% | 1.98 | 41.6% | -28.7% |
| 12 | ASML (ASML) | 112.8% | 2.10 | 38.2% | -17.9% |
| 13 | MCHP (MCHP) | 112.3% | 1.85 | 44.5% | -34.4% |
| 14 | ADI (ADI) | 107.8% | 2.54 | 29.6% | -15.7% |
| 15 | GFS (GFS) | 106.4% | 1.71 | 47.2% | -24.1% |
| 16 | BKR (BKR) | 88.8% | 2.15 | 30.8% | -16.9% |
| 17 | TXN (TXN) | 77.9% | 1.64 | 38.4% | -29.6% |
| 18 | NVDA (NVDA) | 72.7% | 1.76 | 33.2% | -20.2% |
| 19 | ARM (ARM) | 71.3% | 1.21 | 55.1% | -41.5% |
| 20 | CSCO (CSCO) | 62.6% | 2.00 | 25.1% | -13.6% |