The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of September 2020 are now available. Beta and Sharpe are calculated using 3 years of bi-weekly returns. To learn more about Beta and the Sharpe Ratio check out my post about measuring risk and return!
The 5 companies with the highest Beta are as follows:
- Apache Corp (APA)
- Noble Energy (NBL)
- Halliburton Company (HAL)
- Lincoln National Corp (LNC)
- MGM Resorts International (MGM)
The 5 companies with the lowest Beta are as follows:
- The Clorox Company (CLX)
- The Kroger Co. (KR)
- Hormel Foods Corp (HRL)
- Campbell Soup Company (CPB)
- Regeneron Pharmaceuticals Inc. (REGN)
The 5 companies with the highest Sharpe Ratio are:
- Microsoft Corp (MSFT)
- Costco Wholesale Corp (COST)
- Adobe Inc. (ADBE)
- Dollar General Corp. (DG)
- MSCI Inc. (MSCI)
The 5 companies with the lowest Sharpe Ratio are as follows:
- Marathon Oil Corp. (MRO)
- Diamondback Energy Inc. (FANG)
- Carnival Corp. (CCL)
- General Electric (GE)
- Molson Coors Beverage Company (TAP)
To download the updated Beta and Sharpe Ratio for the S&P 500 companies, click the buttons below!
