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) | 634.0% | 2.94 | 75.2% | -30.3% |
| 2 | Lam Research Corporation (LRCX) | 221.5% | 2.23 | 58.1% | -25.9% |
| 3 | Advanced Micro Devices, Inc. (AMD) | 212.9% | 1.96 | 67.7% | -27.8% |
| 4 | Applied Materials, Inc. (AMAT) | 190.0% | 2.16 | 54.7% | -23.3% |
| 5 | KLA Corporation (KLAC) | 136.5% | 1.76 | 56.5% | -28.3% |
| 6 | Caterpillar Inc. (CAT) | 114.8% | 2.16 | 37.4% | -17.6% |
| 7 | Alphabet Inc. (GOOG) | 93.1% | 2.30 | 29.5% | -20.8% |
| 8 | GE Vernova Inc. (GEV) | 85.2% | 1.42 | 51.1% | -24.6% |
| 9 | Palo Alto Networks, Inc. (PANW) | 83.8% | 1.65 | 40.6% | -36.0% |
| 10 | CrowdStrike Holdings, Inc. (CRWD) | 73.2% | 1.37 | 46.5% | -37.2% |
| 11 | CSCO (CSCO) | 66.1% | 1.69 | 32.0% | -15.3% |
| 12 | ADI (ADI) | 60.3% | 1.50 | 34.3% | -15.7% |
| 13 | MRK (MRK) | 60.0% | 1.78 | 27.6% | -11.4% |
| 14 | MS (MS) | 60.0% | 1.84 | 26.6% | -18.8% |
| 15 | AAPL (AAPL) | 59.2% | 1.99 | 24.0% | -13.8% |
| 16 | GS (GS) | 57.7% | 1.62 | 29.9% | -19.4% |
| 17 | ANET (ANET) | 55.6% | 1.06 | 54.2% | -28.3% |
| 18 | JNJ (JNJ) | 55.5% | 2.50 | 17.7% | -11.0% |
| 19 | APH (APH) | 53.3% | 1.19 | 42.5% | -28.2% |
| 20 | C (C) | 49.6% | 1.52 | 28.3% | -14.8% |