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) | 698.0% | 3.69 | 59.2% | -30.3% |
| 2 | Lam Research Corporation (LRCX) | 275.9% | 2.90 | 48.1% | -20.0% |
| 3 | Advanced Micro Devices, Inc. (AMD) | 253.2% | 2.35 | 59.4% | -27.8% |
| 4 | Caterpillar Inc. (CAT) | 183.0% | 3.25 | 32.5% | -13.9% |
| 5 | GE Vernova Inc. (GEV) | 173.7% | 2.30 | 47.0% | -17.5% |
| 6 | Applied Materials, Inc. (AMAT) | 168.1% | 2.37 | 44.4% | -21.4% |
| 7 | KLA Corporation (KLAC) | 151.8% | 2.25 | 44.0% | -22.4% |
| 8 | Alphabet Inc. (GOOG) | 132.2% | 2.97 | 28.8% | -20.8% |
| 9 | Broadcom Inc. (AVGO) | 114.6% | 1.98 | 41.6% | -28.7% |
| 10 | Analog Devices, Inc. (ADI) | 107.8% | 2.54 | 29.6% | -15.7% |
| 11 | ANET (ANET) | 88.3% | 1.47 | 49.9% | -28.3% |
| 12 | C (C) | 86.4% | 2.33 | 27.4% | -14.8% |
| 13 | TXN (TXN) | 77.9% | 1.64 | 38.4% | -29.6% |
| 14 | NVDA (NVDA) | 72.7% | 1.76 | 33.2% | -20.2% |
| 15 | APH (APH) | 71.7% | 1.59 | 37.2% | -28.2% |
| 16 | GS (GS) | 67.6% | 2.02 | 26.5% | -19.4% |
| 17 | CSCO (CSCO) | 62.6% | 2.00 | 25.1% | -13.6% |
| 18 | MS (MS) | 62.1% | 2.01 | 24.8% | -18.8% |
| 19 | XOM (XOM) | 55.1% | 2.00 | 22.5% | -14.6% |
| 20 | NEE (NEE) | 50.0% | 1.74 | 24.1% | -10.7% |