The Sharpe ratio helps investors choose one stock or portfolio over another by measuring how much return you get per unit of risk taken. A higher Sharpe means better risk-adjusted performance.
How to pick the best stocks using the Sharpe ratio:
> 2 — Excellent: strong risk-adjusted returns1–2 — Good: worth considering0–1 — Marginal: reward barely covers risk< 0 — Avoid: losing vs. risk-free rate (better off investing in bonds)
Scanned—
Best Sharpe—
Worst Sharpe—
Avg Sharpe—
Period—
Ticker ↕
Name ↕
Sharpe ↕
Ann. Return % ↕
Ann. Vol % ↕
Days ↕
Analyst
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🔀 Diversify your portfolio — Anti-correlated stocks are preferable 0
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Ticker A
Sharpe A
Analyst A
Ticker B
Sharpe B
Analyst B
Correlation
Strength
Pairs with the lowest (or negative) correlation move more independently. Combining them reduces portfolio volatility without sacrificing returns. Negative = move opposite. Low positive (< 0.35) = weak co-movement, still diversifying.
📊 Portfolio View
Period
⚖ Weights
Weights: 100 pts(normalised to 100% automatically)
💵 Share AllocationInvestUSD
Stock
Weight
$ Amount
Price
≈ Shares
Enter an amount above to see how many shares to buy.
The y-axis shows % return from the start of the selected period, returns assume portfolio rebalanced daily or appropriately.
Portfolio vol shown in green ↓ means diversification is reducing risk.