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) | 686.0% | 2.91 | 79.4% | -39.1% |
| 2 | Lam Research Corporation (LRCX) | 205.7% | 2.06 | 61.8% | -41.8% |
| 3 | Applied Materials, Inc. (AMAT) | 184.1% | 2.02 | 58.5% | -39.6% |
| 4 | Advanced Micro Devices, Inc. (AMD) | 177.3% | 1.75 | 70.0% | -27.8% |
| 5 | KLA Corporation (KLAC) | 107.5% | 1.50 | 58.3% | -43.6% |
| 6 | Palo Alto Networks, Inc. (PANW) | 91.9% | 1.78 | 40.0% | -36.0% |
| 7 | Caterpillar Inc. (CAT) | 91.8% | 1.83 | 38.4% | -26.4% |
| 8 | Alphabet Inc. (GOOG) | 88.3% | 2.12 | 31.1% | -20.8% |
| 9 | UnitedHealth Group Incorporated (UNH) | 79.0% | 1.70 | 37.2% | -29.0% |
| 10 | Cisco Systems, Inc. (CSCO) | 76.4% | 1.87 | 32.2% | -15.3% |
| 11 | CRWD (CRWD) | 70.9% | 1.34 | 46.9% | -37.2% |
| 12 | MRK (MRK) | 69.7% | 2.03 | 27.0% | -11.4% |
| 13 | ADI (ADI) | 67.9% | 1.62 | 34.6% | -20.7% |
| 14 | JNJ (JNJ) | 57.0% | 2.51 | 18.0% | -11.0% |
| 15 | TXN (TXN) | 56.4% | 1.25 | 41.0% | -24.9% |
| 16 | APH (APH) | 55.1% | 1.20 | 43.4% | -28.2% |
| 17 | MS (MS) | 54.7% | 1.69 | 27.2% | -18.8% |
| 18 | ANET (ANET) | 53.4% | 1.02 | 55.0% | -28.3% |
| 19 | AAPL (AAPL) | 53.2% | 1.76 | 25.3% | -13.8% |
| 20 | LLY (LLY) | 51.8% | 1.26 | 37.5% | -23.2% |