Analyze assets in the S&P 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 | Advanced Micro Devices, Inc. (AMD) | 242.5% | 2.03 | 70.8% | -27.8% |
| 3 | Applied Materials, Inc. (AMAT) | 135.6% | 1.70 | 58.8% | -42.5% |
| 4 | Lam Research Corporation (LRCX) | 122.1% | 1.53 | 63.4% | -41.8% |
| 5 | CrowdStrike Holdings, Inc. (CRWD) | 120.6% | 1.66 | 54.8% | -37.2% |
| 6 | Merck & Co., Inc. (MRK) | 86.7% | 2.17 | 29.9% | -11.4% |
| 7 | Palo Alto Networks, Inc. (PANW) | 84.6% | 1.51 | 46.2% | -36.0% |
| 8 | Caterpillar Inc. (CAT) | 78.8% | 1.63 | 39.2% | -26.7% |
| 9 | KLA Corporation (KLAC) | 71.6% | 1.18 | 59.5% | -44.5% |
| 10 | Cisco Systems, Inc. (CSCO) | 66.2% | 1.63 | 33.6% | -17.0% |
| 11 | JNJ (JNJ) | 55.9% | 2.38 | 18.8% | -11.0% |
| 12 | LLY (LLY) | 52.6% | 1.33 | 35.1% | -23.2% |
| 13 | GEV (GEV) | 50.8% | 1.02 | 51.8% | -25.5% |
| 14 | ADI (ADI) | 49.1% | 1.27 | 35.3% | -20.7% |
| 15 | DE (DE) | 48.0% | 1.36 | 31.5% | -19.9% |
| 16 | TXN (TXN) | 46.9% | 1.09 | 41.6% | -23.4% |
| 17 | COP (COP) | 46.4% | 1.37 | 30.3% | -22.3% |
| 18 | XOM (XOM) | 45.7% | 1.55 | 25.5% | -20.1% |
| 19 | AMGN (AMGN) | 42.1% | 1.32 | 29.0% | -16.6% |
| 20 | AAPL (AAPL) | 41.5% | 1.49 | 24.6% | -13.8% |