SPY−0.16%QQQ−0.37%NVDA−0.10%MSFT+2.54%AAPL+0.45%GOOGL−1.29%META+0.19%AMZN−0.14%TSLA−0.63%AVGO+0.55%SPY−0.16%QQQ−0.37%NVDA−0.10%MSFT+2.54%AAPL+0.45%GOOGL−1.29%META+0.19%AMZN−0.14%TSLA−0.63%AVGO+0.55%

sharpe screener

Sharpe ratio = (return − risk-free rate) / volatility — return per unit of risk. Above 1.0 is decent, above 2.0 is great, above 3.0 is rare. Use the tabs below to screen a list, optimise a portfolio, or compare a single name across windows.

tickers (space or comma separated)

window

min sharperisk-free %order

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⚠Investment research & data tool · not investment advice · not a regulated broker or advisor · past performance does not guarantee future results.