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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JPMorgan Chase & Co | Financial Services | Banks - Diversified | -5.33% | — | 1.65% | 63 | ||||||||
| Capitalworks Emerging Markets Acquisition Corp Uni... | — | — | 0.00% | — | 0.00% | 5 | ||||||||
| Caledonia Mining Corporation Plc | Basic Materials | Gold | -3.63% | — | 2.23% | 67 | ||||||||
| Caledonia Mining Corporation plc | Basic Materials | Gold | -4.00% | 23.69% | 2.20% | 70 | ||||||||
| Cheetah Mobile Inc. | Communication Services | Internet Content & Information | -5.00% | -18.35% | 0.00% | 57 | ||||||||
| Columbus McKinnon Corporation | Industrials | Farm & Heavy Construction Machinery | -12.00% | 0.17% | 1.85% | 41 | ||||||||
| CM.com NV | Technology | Software - Application | 26.67% | — | 0.00% | 22 | ||||||||
| Comcast Corporation | Communication Services | Entertainment | 9.41% | 2.86% | 10.25% | 27 | ||||||||
| CIM Commercial Trust Corporation | Real Estate | REIT - Office | -97.95% | -64.52% | 0.00% | 7 | ||||||||
| CMC Markets plc | Financial Services | Capital Markets | 28.76% | — | 3.58% | 78 | ||||||||
| Costamare Bulkers Holdings Ltd | Industrials | Marine Shipping | 10.38% | — | 0.00% | — | ||||||||
| CME Group Inc. | Financial Services | Financial Data & Stock Exchanges | 11.32% | 16.94% | 3.77% | 57 | ||||||||
| Capital Metals plc | Basic Materials | Other Industrial Metals & Mining | 9.89% | -15.67% | 0.00% | 74 | ||||||||
| Chipotle Mexican Grill, Inc. | Consumer Cyclical | Restaurants | -4.73% | 14.15% | 0.00% | 12 | ||||||||
| Computer Modelling Group Ltd. | Technology | Software - Application | -19.92% | -4.89% | 1.92% | 7 | ||||||||
| Chemring Group PLC ADR | Industrials | Aerospace & Defense | 19.28% | — | 1.46% | 53 | ||||||||
| China Merchants Port Holdings Co Ltd ADR | Industrials | Marine Shipping | 3.61% | 2.72% | 5.27% | 72 | ||||||||
| Cummins Inc. | Industrials | Specialty Industrial Machinery | 18.23% | 21.11% | 1.30% | 95 | ||||||||
| CML Microsystems plc | Technology | Semiconductors | -25.00% | -0.37% | 4.89% | 32 | ||||||||
| Cumulus Media Inc. | Communication Services | Broadcasting | -94.98% | — | 0.00% | 16 |