Långsiktiga investerare tycker om aktier med en avkastning som överstiger den från räntor och med lite volatilitet. Sharpekvoten har varit en av de mest använda verktygen för att undersöka prestanda för en investeringar genom att justera avkastningen för volatilitet. Normalt sker detta för investerings- och hedgefonder, men den här tabellen visar hur värdet för Sharpekvoten ser ut för de 300 största globala bolagen (räknat som handelsvolym) och räknat på de senaste 30 åren. Eftersom nästan alla av dem är från USA, har jag använt den ackumulerade Feds styrräntan sedan 1983 som ”riskfria räntan” i ekvationen.
Tre sektorer innehar mer än hälften av alla företag. Detta är de sektorer och företag som du borde ha investerat i sedan början av åttiotalet.
Sector | Companies |
Consumer Cyclicals | 9 |
Healthcare | 9 |
Consumer Non-Cyclicals | 8 |
Financials | 8 |
Industrials | 8 |
Energy | 3 |
Basic Materials | 3 |
Technology | 2 |
Telecommunications | 0 |
Utilities | 0 |
Company | Sharpe ratio | Symbol | Sector | Industry group |
DANAHER | 40.0721 | DHR | Industrials | Industrial Machinery & Equipment |
KANSAS CITY SO | 31.4996 | KSU | Industrials | Ground Freight & Logistics |
CDN NATURL RES | 28.6355 | CNQ.TO | Energy | Oil & Gas Exploration and Production |
PRECISION CAST | 23.5304 | PCP | Industrials | Aerospace & Defense |
STRYKER | 22.3802 | SYK | Healthcare | Medical Equipment, Supplies & Distribution |
HOME DEPOT INC | 22.0493 | HD | Consumer Cyclicals | Home Improvement Products & Services Retailers |
ST JUDE MEDICL | 21.5147 | STJ | Healthcare | Medical Equipment, Supplies & Distribution |
NIKE INC CL B | 19.0121 | NKE | Consumer Cyclicals | Footwear |
MEDTRONIC INC | 16.1686 | MDT | Healthcare | Medical Equipment, Supplies & Distribution |
GAP INC | 15.2927 | GPS | Consumer Cyclicals | Apparel & Accessories Retailers |
AFLAC INC | 12.2711 | AFL | Financials | Life & Health Insurance |
APPLE INC | 12.2692 | AAPL.O | Technology | Computer Hardware |
NOVO-NORDISK A/S | 11.5374 | NVO | Healthcare | Pharmaceuticals |
HOLLYFRONTR CORP | 11.2543 | HFC | Energy | Oil & Gas Refining and Marketing |
ECOLAB INC | 11.2531 | ECL | Industrials | Business Support Supplies |
JACOBS ENGINEER | 10.5296 | JEC | Industrials | Construction & Engineering |
THE PROGRESSIVE | 10.4300 | PGR | Financials | Property & Casualty Insurance |
CHURCH DWIGHT | 10.2645 | CHD | Consumer Non-Cyclicals | Household Products |
WAL-MART STORES | 9.7403 | WMT | Consumer Cyclicals | Miscellaneous Specialty Retailers |
M&T BANK CRP | 9.6502 | MTB | Financials | Banks |
SHERWIN-WILLIAMS | 7.8651 | SHW | Basic Materials | Commodity Chemicals |
WALGREEN CO | 7.2680 | WAG | Consumer Non-Cyclicals | Drug Retailers |
LOWES COMPANIES | 7.1710 | LOW | Consumer Cyclicals | Home Improvement Products & Services Retailers |
TJX CO INC | 7.0924 | TJX | Consumer Cyclicals | Discount Stores |
ALTRIA GROUP | 6.9530 | MO | Consumer Non-Cyclicals | Tobacco |
MYLAN INC | 6.9191 | MYL.O | Healthcare | Pharmaceuticals |
VORNADO REALTY | 6.8557 | VNO | Financials | Commercial REITs |
BECTON DICKINSN | 6.8155 | BDX | Healthcare | Medical Equipment, Supplies & Distribution |
ST STREET CP | 6.6463 | STT | Financials | Investment Banking & Brokerage Services |
JOHNSON JOHNSON | 6.5934 | JNJ | Healthcare | Pharmaceuticals |
WALT DISNEY CO | 6.5775 | DIS | Consumer Cyclicals | Broadcasting |
ROB HALF INTL | 6.4915 | RHI | Industrials | Employment Services |
SIGMA ALDRICH | 6.4757 | SIAL.O | Basic Materials | Specialty Chemicals |
CHEUNG KONG | 6.3546 | 0001.HK | Financials | Real Estate Development & Operations |
ILLINOIS TOOL WK | 6.3178 | ITW | Industrials | Industrial Conglomerates |
COLGATE PALMOLIV | 6.2936 | CL | Consumer Non-Cyclicals | Personal Products |
THERMO FISHER SC | 6.0523 | TMO | Healthcare | Advanced Medical Equipment & Technology |
HERSHEY CO | 5.8086 | HSY | Consumer Non-Cyclicals | Food Processing |
AUTOMATIC DATA | 5.7033 | ADP.O | Industrials | Employment Services |
PEPSICO INC | 5.5613 | PEP | Consumer Non-Cyclicals | Non-Alcoholic Beverages |
W R BERKLEY CP | 5.5519 | WRB | Financials | Property & Casualty Insurance |
APPLIED MATL | 5.5375 | AMAT.O | Technology | Semiconductor Equipment & Testing |
LEUCADIA NATL CP | 5.5265 | LUK | Financials | Holding Companies |
ROGERS COMM B | 5.4684 | RCIb.TO | Telecommunications Services | Wireless Telecommunications Services |
MCCORMICK & CO | 5.4351 | MKC | Consumer Non-Cyclicals | Food Processing |
MCDONALD’S CORP | 5.3634 | MCD | Consumer Cyclicals | Restaurants & Bars |
ENERGEN CORP | 5.1455 | EGN | Energy | Oil & Gas Exploration and Production |
TYSON FOODS | 5.0055 | TSN | Consumer Non-Cyclicals | Food Processing |
UNIV HEALTH SVC | 4.9923 | UHS | Healthcare | Healthcare Facilities & Services |
INTL GAME TECH | 4.9322 | IGT | Consumer Cyclicals | Casinos & Gaming |
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