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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dae Hyun | Consumer Cyclical | Apparel Manufacturing | 3.12% | -2.52% | 4.56% | 20 | ||||||||
| EMPEROR INT'L | Real Estate | Real Estate - Services | -6.57% | -13.05% | 0.00% | 24 | ||||||||
| Samsung Securities | Financial Services | Capital Markets | 23.87% | 15.08% | 4.28% | 92 | ||||||||
| CHINA BAOLI TEC | Communication Services | Advertising Agencies | 9.59% | -17.23% | 0.00% | 33 | ||||||||
| China Everbright Ltd | Financial Services | Asset Management | -34.18% | -4.51% | 1.69% | 56 | ||||||||
| Whanin Pharm | Healthcare | Drug Manufacturers - Specialty & Generic | -8.30% | -3.07% | 2.89% | 28 | ||||||||
| Shindaeyang Pa | Basic Materials | Paper & Paper Products | -4.35% | 19.28% | 1.79% | 78 | ||||||||
| DB Financial Investment Co Ltd | Financial Services | Capital Markets | 16.43% | 17.64% | 4.54% | 92 | ||||||||
| Daesung Holdin | Utilities | Utilities - Regulated Gas | -1.63% | 0.91% | 2.95% | 63 | ||||||||
| Tsingtao Brew | Consumer Defensive | Beverages - Brewers | 4.37% | 8.24% | 4.68% | 24 | ||||||||
| SILVER GRANT | Real Estate | Real Estate - Services | -11.63% | -22.07% | 0.00% | 36 | ||||||||
| Myungmoon Phar | Healthcare | Drug Manufacturers - Specialty & Generic | -0.86% | -8.95% | 0.00% | 61 | ||||||||
| Seoul City Gas | Utilities | Utilities - Regulated Gas | -0.48% | 2.77% | 4.41% | 74 | ||||||||
| Geely Automobile Holdings Ltd | Consumer Cyclical | Auto Manufacturers | 33.07% | 22.44% | 1.39% | 68 | ||||||||
| Soosan Heavy I | Industrials | Farm & Heavy Construction Machinery | 21.51% | -0.68% | 0.50% | 51 | ||||||||
| SK Telecom Co Ltd | Communication Services | Telecom Services | 51.21% | 16.17% | 2.05% | 82 | ||||||||
| Jiangsu Expressway Co Ltd | Industrials | Infrastructure Operations | 1.20% | 5.37% | 5.31% | 55 | ||||||||
| SA SA INT'L | Consumer Cyclical | Specialty Retail | 25.00% | -8.00% | 3.80% | 66 | ||||||||
| Hyundai Elevator | Industrials | Specialty Industrial Machinery | 10.60% | 14.05% | 16.12% | 86 | ||||||||
| Pulmuone Holdi | Consumer Defensive | Packaged Foods | -6.30% | -2.97% | 0.85% | 17 |