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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Jiangxi Copper | Basic Materials | Copper | -18.84% | 17.49% | 3.45% | 93 | ||||||||
| Shanghai Industrial Holdings Ltd | Industrials | Conglomerates | -3.27% | 5.25% | 6.75% | 73 | ||||||||
| SINO ICT | Industrials | Specialty Industrial Machinery | -8.62% | -16.76% | 0.00% | 60 | ||||||||
| SNT Holdings Co Ltd | Industrials | Conglomerates | 7.38% | 13.42% | 4.30% | 78 | ||||||||
| NCsoft Corp | Communication Services | Electronic Gaming & Multimedia | 5.49% | -0.49% | 0.54% | 67 | ||||||||
| LUKS GROUP (VN) | Basic Materials | Building Materials | -9.47% | -6.31% | 4.65% | 55 | ||||||||
| CHINA BEST | Consumer Cyclical | Specialty Retail | -16.13% | -7.24% | 0.00% | 34 | ||||||||
| Beijing Enterprises Water Group Ltd | Utilities | Utilities - Regulated Water | 13.01% | -0.38% | 5.92% | 73 | ||||||||
| Yg Plus Inc | Communication Services | Advertising Agencies | -29.09% | 6.03% | 0.58% | 40 | ||||||||
| ALLIED GROUP | Financial Services | Credit Services | 18.78% | 7.93% | 0.00% | 83 | ||||||||
| YUNFENG FIN | Financial Services | Insurance - Life | -9.81% | -7.07% | 0.00% | 80 | ||||||||
| Gwangjushinseg | Consumer Cyclical | Department Stores | 19.54% | 0.05% | 6.76% | 84 | ||||||||
| EG LEASING | Financial Services | Credit Services | -5.33% | -25.62% | 0.00% | 43 | ||||||||
| CHINA PIPE | Consumer Cyclical | Home Improvement Retail | -15.58% | -6.33% | 0.00% | 55 | ||||||||
| AOM International Group Company Limited | Consumer Cyclical | Leisure | 55.81% | -78.34% | 0.00% | 26 | ||||||||
| EDVANTAGE GROUP | Consumer Defensive | Education & Training Services | 6.78% | — | 9.72% | 18 | ||||||||
| TIANAN MEDICARE | Healthcare | Medical Care Facilities | 0.97% | -19.33% | 1.92% | 74 | ||||||||
| China Gas Holdings Ltd | Utilities | Utilities - Regulated Gas | -5.21% | -1.65% | 0.00% | 41 | ||||||||
| China Petroleum & Chemical Corp Class H | Energy | Oil & Gas Integrated | -1.71% | 7.05% | 5.42% | 60 | ||||||||
| Hong Kong Exchange and Clearing Ltd | Financial Services | Financial Data & Stock Exchanges | -1.30% | 10.92% | 3.16% | 57 |