The Highest Sharpe Ratio Stocks Within The S&P 500

The goal of most investors is to either:

  • Maximize returns given a fixed level of risk
  • Minimize risk given a particularly level of desired returns
  • Perhaps the best metric for analyzing both risk and

  • Sharpe Ratio
  • Dividend yield
  • Price-to-earnings ratio
  • Market Capitalization
  • 5-Year Beta
  • Keep reading this article to learn more about using the Sharpe Ratio to analyze publicly-traded investments.

    How To Use The Sharpe Ratios List To Find Compelling Investment Ideas

    The resource becomes even more powerful when combined with a rudimentary knowledge of how to use the filter function of Microsoft Excel to find investment ideas.

    With that in mind, this section will show you step-by-step how to implement a particular screen using the Sharpe Ratio stocks list. More specifically, we'll show you how to screen for stocks with 5-year Sharpe Ratios above 1 and forward price-to-earnings ratios below 20.

    Step 1: Download the Sharpe Ratio Stocks List by clicking here.

    Step 2: Click the filter icon at the top of the Sharpe Ratio column, as shown below.

    Sharpe Ratio Stocks Excel Correction

    Step 3:

    Sharpe Ratio Stocks Excel Tutorial 2

    Step 4: Close out of the filter window (by clicking the exit button, not by clicking the “Clear Filter” button in the bottom right corner). Then, click the filter icon at the top of the price-to-earnings ratio column, as shown below.

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