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) | 311.9% | 2.50 | 62.8% | -37.1% |
| 2 | Lam Research Corporation (LRCX) | 196.6% | 2.30 | 51.3% | -24.2% |
| 3 | GE Vernova Inc. (GEV) | 153.4% | 2.05 | 49.7% | -21.0% |
| 4 | Applied Materials, Inc. (AMAT) | 133.4% | 1.98 | 47.0% | -21.4% |
| 5 | KLA Corporation (KLAC) | 110.8% | 1.75 | 47.6% | -22.4% |
| 6 | Caterpillar Inc. (CAT) | 105.3% | 2.26 | 33.1% | -20.0% |
| 7 | Amphenol Corporation (APH) | 92.0% | 1.79 | 39.7% | -23.8% |
| 8 | Advanced Micro Devices, Inc. (AMD) | 87.9% | 1.27 | 63.1% | -31.9% |
| 9 | Alphabet Inc. (GOOG) | 81.7% | 2.11 | 29.4% | -15.2% |
| 10 | Palantir Technologies Inc. (PLTR) | 72.4% | 1.22 | 56.2% | -37.8% |
| 11 | AVGO (AVGO) | 63.9% | 1.25 | 47.1% | -25.3% |
| 12 | ANET (ANET) | 58.2% | 1.11 | 52.0% | -27.5% |
| 13 | C (C) | 56.5% | 1.52 | 31.8% | -21.9% |
| 14 | TSLA (TSLA) | 55.7% | 1.04 | 55.8% | -24.9% |
| 15 | ADI (ADI) | 52.6% | 1.28 | 37.3% | -22.9% |
| 16 | RTX (RTX) | 49.9% | 1.57 | 27.3% | -16.2% |
| 17 | JNJ (JNJ) | 48.4% | 2.13 | 18.7% | -11.7% |
| 18 | GS (GS) | 47.6% | 1.36 | 31.4% | -21.1% |
| 19 | NVDA (NVDA) | 45.7% | 1.10 | 40.5% | -22.3% |
| 20 | XOM (XOM) | 42.5% | 1.55 | 24.0% | -16.1% |