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) | 272.9% | 1.98 | 80.5% | -39.1% |
| 2 | Texas Instruments Incorporated (TXN) | 91.1% | 1.71 | 41.7% | -23.4% |
| 3 | Advanced Micro Devices, Inc. (AMD) | 82.3% | 1.19 | 68.1% | -28.1% |
| 4 | Analog Devices, Inc. (ADI) | 78.5% | 1.74 | 35.9% | -20.7% |
| 5 | CrowdStrike Holdings, Inc. (CRWD) | 78.1% | 1.28 | 55.4% | -37.2% |
| 6 | Merck & Co., Inc. (MRK) | 77.6% | 2.03 | 29.5% | -11.4% |
| 7 | ConocoPhillips (COP) | 70.5% | 1.84 | 30.6% | -22.3% |
| 8 | Eli Lilly and Company (LLY) | 64.6% | 1.55 | 34.8% | -23.2% |
| 9 | ExxonMobil Holdings Corporation (XOM) | 61.7% | 1.91 | 26.1% | -20.1% |
| 10 | Applied Materials, Inc. (AMAT) | 61.6% | 1.07 | 60.0% | -48.1% |
| 11 | AMGN (AMGN) | 60.3% | 1.71 | 29.1% | -16.6% |
| 12 | PANW (PANW) | 59.7% | 1.16 | 49.3% | -35.7% |
| 13 | CVX (CVX) | 50.1% | 1.76 | 23.9% | -20.8% |
| 14 | PM (PM) | 49.4% | 1.55 | 27.5% | -18.5% |
| 15 | GEV (GEV) | 47.7% | 0.98 | 52.8% | -30.6% |
| 16 | JNJ (JNJ) | 46.5% | 1.92 | 20.3% | -11.0% |
| 17 | DE (DE) | 46.3% | 1.29 | 32.4% | -19.9% |
| 18 | GILD (GILD) | 45.7% | 1.50 | 26.6% | -21.6% |
| 19 | LRCX (LRCX) | 45.2% | 0.88 | 64.8% | -47.4% |
| 20 | KO (KO) | 42.8% | 1.94 | 18.6% | -7.9% |