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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Datang Intl Power Gen Co-H | Utilities | Utilities - Independent Power Producers | 14.03% | 5.45% | 5.09% | 85 | ||||||||
| Lenovo Group | Technology | Computer Hardware | 4.64% | 10.24% | 3.15% | 30 | ||||||||
| ANHUIEXPRESSWAY | Industrials | Infrastructure Operations | 11.16% | 16.17% | 4.55% | 76 | ||||||||
| China Citic Bank Corp Ltd | Financial Services | Banks - Regional | 14.12% | 14.31% | 4.98% | 76 | ||||||||
| BAWAG Group AG | Financial Services | Banks - Regional | 2.33% | — | 4.18% | 83 | ||||||||
| Iberdrola | Utilities | Utilities - Diversified | 9.02% | 16.77% | 2.71% | 87 | ||||||||
| Eurazeo | Financial Services | Asset Management | -22.43% | 0.38% | 6.44% | 6 | ||||||||
| STMicroelectronics NV | Technology | Semiconductors | 30.30% | 20.83% | 1.06% | 70 | ||||||||
| Jyske Bank A/S | Financial Services | Banks - Diversified | 7.78% | 13.64% | 2.74% | 95 | ||||||||
| Remy Cointreau | Consumer Defensive | Beverages - Wineries & Distilleries | 2.23% | -4.20% | 1.35% | 25 | ||||||||
| Etablissementen Franz Colruyt NV | Consumer Defensive | Grocery Stores | 14.12% | -1.29% | 2.70% | 29 | ||||||||
| Rhoen Klinikum AG | Healthcare | Medical Care Facilities | -1.58% | -7.07% | 0.68% | 26 | ||||||||
| Compagnie Generale des Etablissements Michelin SCA | Consumer Cyclical | Auto Parts | 5.37% | 6.38% | 4.66% | 29 | ||||||||
| Ferrovial | Industrials | Infrastructure Operations | 0.00% | 10.97% | 1.78% | 54 | ||||||||
| Ford Motor Company | Consumer Cyclical | Auto Manufacturers | -12.34% | 3.08% | 3.89% | 58 | ||||||||
| Siemens AG Class N | Industrials | Specialty Industrial Machinery | -8.63% | 13.09% | 2.51% | 40 | ||||||||
| Volkswagen AG | Consumer Cyclical | Auto Manufacturers | -14.90% | 1.39% | 7.05% | 35 | ||||||||
| Bayer AG NA | Healthcare | Drug Manufacturers - General | 7.46% | -6.09% | 0.28% | 89 | ||||||||
| Beyond Meat Inc | Consumer Defensive | Packaged Foods | -31.26% | — | 0.00% | 18 | ||||||||
| Moderna, Inc. | Healthcare | Biotechnology | 60.29% | — | 0.00% | 71 |