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) | 758.4% | 3.34 | 69.5% | -30.3% |
| 2 | Lam Research Corporation (LRCX) | 307.9% | 2.86 | 52.2% | -20.0% |
| 3 | Advanced Micro Devices, Inc. (AMD) | 304.2% | 2.38 | 65.8% | -27.8% |
| 4 | Applied Materials, Inc. (AMAT) | 245.6% | 2.73 | 48.3% | -21.4% |
| 5 | KLA Corporation (KLAC) | 175.8% | 2.25 | 49.0% | -22.4% |
| 6 | Caterpillar Inc. (CAT) | 168.6% | 2.93 | 34.6% | -13.9% |
| 7 | GE Vernova Inc. (GEV) | 114.5% | 1.75 | 48.7% | -24.6% |
| 8 | Alphabet Inc. (GOOG) | 108.7% | 2.65 | 28.3% | -20.8% |
| 9 | Citigroup Inc. (C) | 87.7% | 2.34 | 27.7% | -14.8% |
| 10 | Analog Devices, Inc. (ADI) | 82.9% | 2.02 | 31.3% | -15.7% |
| 11 | ANET (ANET) | 82.8% | 1.38 | 52.2% | -28.3% |
| 12 | CSCO (CSCO) | 82.3% | 2.06 | 30.4% | -13.6% |
| 13 | GS (GS) | 76.5% | 2.11 | 27.9% | -19.4% |
| 14 | MS (MS) | 73.9% | 2.24 | 25.3% | -18.8% |
| 15 | APH (APH) | 73.3% | 1.50 | 41.0% | -28.2% |
| 16 | JNJ (JNJ) | 59.3% | 2.79 | 16.6% | -11.0% |
| 17 | AVGO (AVGO) | 57.6% | 1.20 | 45.1% | -28.7% |
| 18 | TXN (TXN) | 56.5% | 1.29 | 39.6% | -29.6% |
| 19 | GE (GE) | 52.2% | 1.46 | 31.2% | -20.9% |
| 20 | AAPL (AAPL) | 51.1% | 1.91 | 22.2% | -13.8% |