Top 10 Highest Sharpe Ratio in Russell 3000 – Nov 22, 2019

Below are the list of stocks from the Russell 3000 that have the highest sharpe ratios as of the stocks adjusted closing prices on November 22, 2019.

The sharpe ratios are calculated for 3 years and 5 years and ranked for top 10.

3 Years

Rank Ticker Company Name Adjusted Close
1 PAYS Paysign Inc 9.19
2 NEE NextEra Energy 233.38
3 MSCI MSCI 257.97
4 ABR Arbor 14.92
5 CHE Chemed 424.6
6 HEI Heico 128.9
7 NRC National Rural Util 62.89
8 FRPT Freshpet 53.465
9 ELS Equity Lifestyle 69.82
10 CPRT Copart, Inc. 89.26

5 Years

Rank Ticker Company Name Adjusted Close
1 MSCI MSCI 257.97
2 CWST Casella Waste Systems 44.19
3 CPRT Copart, Inc. 89.26
4 MKTX Marketaxess Holdings 392.33
5 ERI Eldorado Resorts 53
6 INS Intelligent Systems Corp 41.77
7 ELS Equity Lifestyle 69.82
8 HEI Heico 128.9
9 MASI Masimo 153.35
10 CTAS Cintas Corporation 254.09

 

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