Stock screener
Use the PortfoliosLab Stock Screener to filter stocks by sector, industry, performance, valuation, and advanced risk metrics such as volatility, Sharpe ratio, and maximum drawdown.
Compare stocks side-by-side, review key fundamentals in one table, and add them directly to your portfolio for optimization.
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Symbol | Full Name | Sector | Industry | YTD Return | 10Y Return (Annualized) | Dividend Yield | Risk / Return Rank | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Shinsegae Inte | Consumer Cyclical | Apparel Retail | 12.20% | -2.05% | 3.36% | 61 | ||||||||
| SMARTONE TELE | Communication Services | Telecom Services | 10.29% | -3.15% | 6.35% | 86 | ||||||||
| Orient Overseas International Ltd | Industrials | Marine Shipping | 10.45% | 35.37% | 11.49% | 70 | ||||||||
| Comtec Sys | Technology | Communication Equipment | 16.39% | -4.94% | 0.00% | 52 | ||||||||
| COMPUTIME | Technology | Consumer Electronics | -11.76% | -2.06% | 12.00% | 56 | ||||||||
| TEXWINCA HOLD | Consumer Cyclical | Textile Manufacturing | 28.00% | -8.13% | 3.91% | 88 | ||||||||
| Tingyi | Consumer Defensive | Packaged Foods | 13.32% | 10.52% | 5.42% | 51 | ||||||||
| MAANSHAN IRON | Basic Materials | Steel | -0.40% | 10.63% | 0.00% | 62 | ||||||||
| Lotte Tour Dev | Consumer Cyclical | Resorts & Casinos | -30.58% | 7.28% | 0.00% | 83 | ||||||||
| Hwang-Kum Stee | Basic Materials | Steel | -0.34% | 2.75% | 2.53% | 67 | ||||||||
| CHINA STAR ENT | Communication Services | Entertainment | 156.70% | 33.26% | 0.00% | 94 | ||||||||
| LG Uplus | Communication Services | Telecom Services | 6.87% | 7.73% | 4.31% | 86 | ||||||||
| PAX Global Technology Ltd | Industrials | Business Equipment & Supplies | -14.06% | -1.24% | 11.52% | 35 | ||||||||
| ALCO HOLDINGS | Technology | Consumer Electronics | -77.34% | -49.14% | 0.00% | 50 | ||||||||
| Samsung Life | Financial Services | Insurance - Life | 40.23% | 10.29% | 2.40% | 97 | ||||||||
| United Pharm | Healthcare | Drug Manufacturers - Specialty & Generic | 4.88% | 0.97% | 3.05% | 44 | ||||||||
| Huabao International Holdings Ltd | Basic Materials | Specialty Chemicals | 4.26% | 7.25% | 1.97% | 78 | ||||||||
| KT&G Corp | Consumer Defensive | Tobacco | 12.88% | 8.74% | 3.84% | 90 | ||||||||
| Sinopec Shanghai Petrochemical Co Ltd Class H | Energy | Oil & Gas Refining & Marketing | -8.76% | -6.29% | 1.74% | 40 | ||||||||
| Muhak Co. Ltd | Consumer Defensive | Beverages - Wineries & Distilleries | -7.61% | -9.73% | 6.60% | 77 |