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.
No active filters, add you first filter to start
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| COME SURE GROUP | Basic Materials | Paper & Paper Products | 20.50% | -8.58% | 0.00% | 67 | ||||||||
| Hyundai Livart Furniture Co Ltd | Consumer Cyclical | Furnishings, Fixtures & Appliances | -0.90% | -14.92% | 1.94% | 33 | ||||||||
| LIG Nex1 Co Ltd | Industrials | Aerospace & Defense | 105.10% | 25.21% | 0.34% | 93 | ||||||||
| 7ROAD | Communication Services | Electronic Gaming & Multimedia | 38.78% | — | 0.00% | 69 | ||||||||
| IGG | Communication Services | Electronic Gaming & Multimedia | -4.72% | 3.29% | 3.31% | 35 | ||||||||
| 079900 | Industrials | Farm & Heavy Construction Machinery | 15.61% | — | 2.54% | 58 | ||||||||
| Huvis Corporation | Consumer Cyclical | Textile Manufacturing | 36.33% | -6.16% | 0.00% | 69 | ||||||||
| Value Partners Group Ltd | Financial Services | Asset Management | -17.77% | -8.37% | 0.50% | 59 | ||||||||
| SIICENVIRONMENT | Utilities | Utilities - Regulated Water | -1.85% | — | 6.21% | 69 | ||||||||
| GLOBAL BIO-CHEM | Consumer Defensive | Packaged Foods | -12.31% | -12.10% | 0.00% | 25 | ||||||||
| CH CASTSON 81 | Financial Services | Asset Management | 32.32% | -27.61% | 0.00% | 43 | ||||||||
| Iljin Diamond | Industrials | Tools & Accessories | 6.41% | 4.88% | 2.35% | 56 | ||||||||
| XINHUA WINSHARE | Communication Services | Publishing | 2.54% | 11.54% | 6.21% | 45 | ||||||||
| JINGKELONG | Consumer Cyclical | Specialty Retail | -6.35% | -12.12% | 0.00% | 36 | ||||||||
| CHI SILVER GP | Basic Materials | Other Precious Metals & Mining | -29.10% | -12.14% | 0.00% | 71 | ||||||||
| JINMAO SERVICES | Real Estate | Real Estate - Services | -3.91% | — | 7.44% | 26 | ||||||||
| Fila Holdings Corp | Consumer Cyclical | Leisure | -2.64% | 10.19% | 4.88% | 49 | ||||||||
| HI SUN TECH | Technology | Software - Infrastructure | -9.47% | -10.05% | 0.00% | 52 | ||||||||
| Tianneng Power International Ltd | Consumer Cyclical | Auto Parts | 5.08% | 5.53% | 2.28% | 43 | ||||||||
| KA SHUI INT'L | Industrials | Metal Fabrication | -23.38% | -2.69% | 0.00% | 42 |