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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| China Shenhua Energy Co Ltd H | Energy | Thermal Coal | 20.05% | 26.63% | 7.56% | 90 | ||||||||
| CSPC Pharmaceutical Group Ltd | Healthcare | Drug Manufacturers - General | 15.18% | 5.33% | 2.47% | 80 | ||||||||
| Sinopharm Group Co Ltd | Healthcare | Medical Distribution | 7.61% | -1.73% | 3.53% | 67 | ||||||||
| China Resources Land Ltd | Real Estate | Real Estate - Development | 5.59% | 8.53% | 5.01% | 58 | ||||||||
| Hojeon Ltd | Consumer Cyclical | Textile Manufacturing | -6.48% | — | 5.54% | 30 | ||||||||
| Health and Happiness (H&H) International Holdings ... | Consumer Defensive | Packaged Foods | -7.62% | -5.99% | 1.98% | 57 | ||||||||
| CK Asset Holdings Ltd | Real Estate | Real Estate - Development | 15.36% | 3.23% | 3.84% | 91 | ||||||||
| 111380 | Consumer Cyclical | Leisure | 2.41% | — | 4.96% | 32 | ||||||||
| Brilliance China Automotive Holdings Limited | Consumer Cyclical | Auto Manufacturers | -26.67% | 13.03% | 26.94% | 68 | ||||||||
| China Modern Dairy Holdings Ltd | Consumer Defensive | Farm Products | -8.64% | -0.51% | 0.90% | 67 | ||||||||
| Youngone | Consumer Cyclical | Apparel Manufacturing | -2.57% | 7.60% | 2.63% | 84 | ||||||||
| iDreamSky Technology Holdings Ltd | Communication Services | Electronic Gaming & Multimedia | -20.18% | — | 0.00% | 11 | ||||||||
| Golden Solar New Energy Technology Holdings Ltd | Consumer Cyclical | Footwear & Accessories | 1.57% | 4.89% | 0.00% | 12 | ||||||||
| CS Wind Corp | Industrials | Specialty Industrial Machinery | 84.86% | 24.66% | 1.30% | 89 | ||||||||
| Wynn Macau Ltd | Consumer Cyclical | Resorts & Casinos | -4.71% | -4.42% | 6.54% | 45 | ||||||||
| Hong Kong Television Network Ltd | Consumer Cyclical | Internet Retail | -7.14% | -1.46% | 29.23% | 42 | ||||||||
| COSCO Shipping Energy Transportation Co Ltd | Industrials | Marine Shipping | 102.19% | 18.08% | 1.19% | 97 | ||||||||
| Grand Korea Leisure Co. Ltd | Consumer Cyclical | Resorts & Casinos | -22.04% | -4.52% | 3.66% | 44 | ||||||||
| Zoomlion Heavy Industry | Industrials | Farm & Heavy Construction Machinery | 12.65% | 18.75% | 6.28% | 83 | ||||||||
| CGN Mining Company Limited | Energy | Uranium | 30.10% | 24.82% | 0.17% | 91 |