Top Screened Stocks

Stocks that pass strict minimum thresholds across all time periods (1W, 1M, 3M, 6M, 1Y, 5Y) for four risk-adjusted ratio screeners. Only the most consistently strong performers appear here.

Last updated: May 12, 2026 at 10:37 AM UTC

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Calmar Ratio

All periods ≥ 0.7 · 14 stocks qualify · View full screener →

#	Stock	Sector	1W	1M	3M	6M	1Y	5Y	Score
1	ELGXETRA Elmos Semiconductor SE Score: 20.68 · Technology	Technology	9.72	44.71	46.82	32.66	7.68	0.97	20.68
2	CCUSASSW UBS (Irl) Fund Solutions plc - CMCI Composite SF UCITS ETF (USD) A-acc Score: 17.22 · Unknown	Unknown	28.76	43.65	43.07	13.96	7.94	0.72	17.22
3	ENOMC Elecnor S.A Score: 14.92 · Industrials	Industrials	76.38	38.65	30.09	4.65	5.59	1.58	14.92
4	ESITO Ensign Energy Services Inc Score: 13.40 · Energy	Energy	13.75	81.63	7.93	9.12	5.37	0.79	13.40
5	ORRONST Orrön Energy AB (publ) Score: 12.94 · Utilities	Utilities	4.28	70.53	14.98	10.72	3.98	1.13	12.94
6	CBAVMC Clinica Baviera Score: 11.15 · Healthcare	Healthcare	14.41	74.85	3.03	6.78	3.43	1.11	11.15
7	BKHYYUS Bank Hapoalim ADR Score: 10.52 · Financial Services	Financial Services	63.18	47.27	1.78	4.57	4.92	0.90	10.52
8	ORAPA Orange S.A. Score: 9.64 · Communication Services	Communication Services	65.60	9.22	8.30	11.92	6.24	0.98	9.64
9	AITUS Applied Industrial Technologies Score: 8.80 · Industrials	Industrials	65.81	33.35	3.60	3.72	2.59	0.98	8.80
10	IBKRUS Interactive Brokers Group Inc Score: 8.72 · Financial Services	Financial Services	22.36	54.50	2.76	2.43	4.01	0.99	8.72
11	FTEXETRA Orange SA Score: 8.41 · Communication Services	Communication Services	53.18	8.41	7.58	11.20	5.13	0.99	8.41
12	ALCTO Algoma Central Corporation Score: 6.67 · Industrials	Industrials	71.44	13.43	1.26	3.14	2.96	0.78	6.67
13	D05SGX DBS Group Holdings Ltd Score: 4.05 · Financial Services	Financial Services	12.85	15.14	1.05	1.86	4.26	1.21	4.05
14	OLYTO Olympia Financial Group Inc Score: 2.56 · Financial Services	Financial Services	14.20	3.71	4.22	1.63	1.23	0.85	2.56

Sortino Ratio

All periods ≥ 1.3 · 39 stocks qualify · View full screener →

#	Stock	Sector	1W	1M	3M	6M	1Y	5Y	Score
1	JOYTO Journey Energy Inc Score: 18.32 · Energy	Energy	34.81	79.64	32.36	4.21	10.34	1.31	18.32
2	FIXUS Comfort Systems USA Inc Score: 16.36 · Industrials	Industrials	16.63	69.05	17.14	10.20	12.80	3.23	16.36
3	HOTXETRA HOCHTIEF Aktiengesellschaft Score: 12.79 · Industrials	Industrials	21.92	38.98	15.27	10.63	10.75	2.77	12.79
4	ABBNSW ABB Ltd Score: 12.51 · Industrials	Industrials	49.72	60.93	5.92	6.48	5.44	1.55	12.51
5	CENERBR Cenergy Holdings SA Score: 11.49 · Industrials	Industrials	11.14	66.60	5.11	6.32	7.01	1.98	11.49
6	BELFAUS Bel Fuse A Inc Score: 11.08 · Technology	Technology	14.35	49.73	3.50	9.61	9.32	2.47	11.08
7	GOOGUS Alphabet Inc Class C Score: 10.80 · Communication Services	Communication Services	1.96	61.36	6.24	4.38	9.66	1.34	10.80
8	EXETO Extendicare Inc Score: 10.43 · Healthcare	Healthcare	36.26	6.00	10.51	17.99	8.37	2.99	10.43
9	ACSMC ACS Actividades de Construccion y Servicios SA Score: 10.38 · Industrials	Industrials	8.43	30.03	13.28	9.94	8.88	3.02	10.38
10	ABBNYUS ABB Ltd Score: 10.25 · Industrials	Industrials	45.31	39.01	4.99	6.72	6.21	1.77	10.25
11	AEPLSE Anglo-Eastern Plantations PLC Score: 10.10 · Consumer Defensive	Consumer Defensive	90.07	3.00	9.98	5.86	9.04	1.45	10.10
12	ACIOUS Aptus Collared Income Opportunity ETF Score: 9.91 · Unknown	Unknown	95.69	32.70	3.46	1.42	2.85	1.35	9.91
13	MPELSE M.P.Evans Group Score: 9.64 · Consumer Defensive	Consumer Defensive	1.83	48.10	14.16	5.17	4.99	1.34	9.64
14	U10SGX UOB-Kay Hian Holdings Limited Score: 9.38 · Financial Services	Financial Services	41.32	13.09	9.62	9.84	8.20	2.18	9.38
15	HEGDUS Swan Hedged Equity US Large Cap ETF Score: 8.72 · Unknown	Unknown	64.09	32.18	3.58	2.08	3.95	1.41	8.72
16	010140KO Samsung Heavy Industries Score: 8.39 · Industrials	Industrials	56.70	33.68	2.44	1.67	4.23	1.73	8.39
17	ACSAYUS ACS Actividades De Construccion Y Servicios SA ADR Score: 7.89 · Industrials	Industrials	8.00	22.09	10.83	6.75	6.86	2.38	7.89
18	TRANZX Turners Automotive Group Ltd Or Score: 7.48 · Consumer Cyclical	Consumer Cyclical	74.89	6.26	4.33	3.25	5.08	2.17	7.48
19	DYNFUS iShares U.S. Equity Factor Rotation Active ETF Score: 7.33 · Unknown	Unknown	53.28	26.76	2.74	1.84	3.54	1.31	7.33
20	BFEBUS Innovator S&P 500 Buffer ETF - February Score: 7.00 · Unknown	Unknown	44.89	24.98	2.39	2.68	3.94	1.51	7.00
21	NATO National Bank of Canada Score: 6.98 · Financial Services	Financial Services	18.97	11.12	8.38	6.53	7.57	1.84	6.98
22	PSFOUS Pacer Funds Trust - Pacer Swan SOS Flex (October) ETF Score: 6.77 · Unknown	Unknown	43.97	23.85	2.70	2.33	3.70	1.58	6.77
23	RE4SGX Geo Energy Resources Limited Score: 6.75 · Energy	Energy	31.82	7.05	16.54	4.10	3.13	1.51	6.75
24	ENOMC Elecnor S.A Score: 6.22 · Industrials	Industrials	9.62	8.78	14.09	3.86	5.33	2.57	6.22
25	GMIL GENERALI Score: 6.12 · Financial Services	Financial Services	56.36	15.26	3.08	2.59	1.37	1.83	6.12
26	UNIMIL UNIPOL Score: 6.05 · Financial Services	Financial Services	73.81	2.75	3.16	1.91	2.35	2.56	6.05
27	CMTO Canadian Imperial Bank Of Commerce Score: 5.40 · Financial Services	Financial Services	8.25	8.84	4.68	4.94	7.70	1.95	5.40
28	ELECPA Électricite de Strasbourg Société Anonyme Score: 5.22 · Utilities	Utilities	17.25	4.36	3.12	7.31	6.11	1.84	5.22
29	1066KLSE RHB Bank Bhd Score: 4.59 · Financial Services	Financial Services	25.74	9.62	1.70	4.83	2.63	1.83	4.59
30	CBAVMC Clinica Baviera Score: 4.29 · Healthcare	Healthcare	1.82	15.56	2.10	5.66	2.80	2.00	4.29
31	FFLCUS Fidelity Fundamental Large Cap Core ETF Score: 3.98 · Unknown	Unknown	8.40	17.31	1.97	1.95	3.17	1.39	3.98
32	IMAB11SA It Now Id ETF Ima-B Fundo De Indice Score: 3.67 · Unknown	Unknown	8.75	1.95	5.69	4.19	3.96	1.42	3.67
33	ORAPA Orange S.A. Score: 3.62 · Communication Services	Communication Services	8.27	1.89	2.82	5.02	4.53	1.83	3.62
34	IBKRUS Interactive Brokers Group Inc Score: 3.55 · Financial Services	Financial Services	2.82	17.02	1.61	1.56	2.94	1.66	3.55
35	CANUKDSW UBS(Lux)Fund Solutions – MSCI Canada UCITS ETF(CAD)A-UKdis Score: 3.39 · Unknown	Unknown	12.33	5.27	1.35	2.81	4.41	1.53	3.39
36	FTEXETRA Orange SA Score: 3.34 · Communication Services	Communication Services	6.70	1.39	2.87	5.13	3.98	1.64	3.34
37	HAWXUS iShares Currency Hedged MSCI ACWI ex U.S. ETF Score: 3.16 · Unknown	Unknown	13.12	4.39	1.38	2.75	3.81	1.42	3.16
38	AITUS Applied Industrial Technologies Score: 2.84 · Industrials	Industrials	10.30	7.32	2.21	2.44	1.80	1.31	2.84
39	ACKBBR Ackermans & Van Haaren NV Score: 2.76 · Industrials	Industrials	4.02	3.57	2.44	4.42	2.44	1.36	2.76

Omega Ratio

All periods ≥ 1.3 · 27 stocks qualify · View full screener →

#	Stock	Sector	1W	1M	3M	6M	1Y	5Y	Score
1	IMUXUS Immunic Inc Score: 6.41 · Healthcare	Healthcare	2.95	27.61	9.13	5.11	3.06	1.37	6.41
2	ARTMC Arteche Lantegi Elkartea SA Score: 3.98 · Technology	Technology	14.80	16.43	2.71	1.86	1.88	1.41	3.98
3	WDCMX Western Digital Corporation Score: 3.38 · Technology	Technology	5.03	14.65	2.22	1.84	2.47	1.39	3.38
4	IB1MXXNMX IB1MXXN Score: 3.30 · Unknown	Unknown	10.24	6.06	2.85	3.17	2.53	1.96	3.30
5	ADAPYUS Adaptimmune Therapeutics plc Score: 3.16 · Healthcare	Healthcare	14.66	4.10	3.62	2.89	2.14	1.46	3.16
6	9072TSE NIKKON Holdings Co.,Ltd. Score: 3.14 · Industrials	Industrials	34.28	1.58	1.67	1.62	1.44	1.33	3.14
7	K1SG34SA Keysight Technologies, Inc. Score: 2.68 · Technology	Technology	1.98	2.26	2.70	3.47	3.54	1.49	2.68
8	G1LW34SA Corning Incorporated Score: 2.66 · Technology	Technology	18.10	1.89	1.78	1.83	2.22	1.51	2.66
9	0290HK China Fortune Financial Group Ltd Score: 2.56 · Financial Services	Financial Services	9.05	2.86	3.07	2.79	1.86	1.35	2.56
10	W1DC34SA Western Digital Corporation Score: 2.54 · Technology	Technology	3.41	6.88	1.99	1.73	2.39	1.74	2.54
11	TBILSW SPDR® Bloomberg 1-3 Month T-Bill UCITS ETF USD Unhedged (Acc) USD Score: 2.51 · Unknown	Unknown	2.57	2.29	2.13	2.59	2.53	2.72	2.51
12	IEGEAS iShares III Public Limited Company - iShares Euro Government Bond 0-1yr UCITS ETF Score: 2.47 · Unknown	Unknown	3.00	3.13	2.16	2.76	2.79	1.76	2.47
13	S1TX34SA Seagate Technology Holdings plc Score: 2.41 · Technology	Technology	3.37	7.01	2.21	1.75	1.99	1.45	2.41
14	TWRNZX Tower Limited Ordinary Shares Score: 2.29 · Financial Services	Financial Services	7.27	4.26	1.59	1.58	1.75	2.06	2.29
15	FTCLSE Filtronic Score: 2.15 · Technology	Technology	1.82	6.05	2.10	2.04	1.49	1.42	2.15
16	BELFBUS Bel Fuse B Inc Score: 2.08 · Technology	Technology	1.57	6.40	1.56	1.78	1.76	1.32	2.08
17	FIXUS Comfort Systems USA Inc Score: 1.92 · Industrials	Industrials	2.00	3.59	2.03	1.76	1.87	1.37	1.92
18	HPS-ATO Hammond Power Solutions Inc Score: 1.91 · Industrials	Industrials	5.46	3.18	1.82	1.56	1.59	1.36	1.91
19	ALGOSW 21Shares Algorand ETP Score: 1.88 · Unknown	Unknown	2.19	2.07	2.25	1.99	1.99	1.32	1.88
20	HOTXETRA HOCHTIEF Aktiengesellschaft Score: 1.82 · Industrials	Industrials	2.65	2.94	1.88	1.72	1.75	1.32	1.82
21	EXETO Extendicare Inc Score: 1.80 · Healthcare	Healthcare	2.18	1.75	1.97	2.28	1.72	1.34	1.80
22	ACSMC ACS Actividades de Construccion y Servicios SA Score: 1.79 · Industrials	Industrials	1.56	2.69	1.95	1.82	1.77	1.36	1.79
23	BELFAUS Bel Fuse A Inc Score: 1.72 · Technology	Technology	1.96	3.24	1.42	1.71	1.66	1.31	1.72
24	ACSAYUS ACS Actividades De Construccion Y Servicios SA ADR Score: 1.70 · Industrials	Industrials	1.59	2.42	1.88	1.70	1.71	1.31	1.70
25	ENOMC Elecnor S.A Score: 1.62 · Industrials	Industrials	1.70	2.11	2.08	1.47	1.56	1.31	1.62
26	AMXOFUS América Móvil, S.A.B. de C.V. Score: 1.58 · Communication Services	Communication Services	2.19	1.38	2.02	1.48	1.56	1.38	1.58
27	BLISUS Treasure & Shipwreck Recovery Inc Score: 1.57 · Industrials	Industrials	2.09	1.40	1.66	1.33	1.93	1.32	1.57

Martin Ratio

All periods ≥ 1.7 · 6 stocks qualify · View full screener →

#	Stock	Sector	1W	1M	3M	6M	1Y	5Y	Score
1	D05SGX DBS Group Holdings Ltd Score: 10.43 · Financial Services	Financial Services	28.62	31.56	2.78	4.96	13.82	3.90	10.43
2	ACKBBR Ackermans & Van Haaren NV Score: 10.04 · Industrials	Industrials	35.79	26.31	6.72	13.22	5.84	2.03	10.04
3	ENDD11SA Endurance Debt Fundo De Investimento Em Participacoes Em Infraestrutura Score: 9.45 · Unknown	Unknown	6.20	33.28	3.41	9.15	11.12	2.77	9.45
4	9301TSE Mitsubishi Logistics Corporation Score: 8.73 · Industrials	Industrials	17.53	2.87	6.01	22.66	6.43	2.12	8.73
5	CENNZX Contact Energy Limited Ordinary Score: 7.53 · Utilities	Utilities	45.89	33.01	3.52	2.29	1.95	1.84	7.53
6	OLYTO Olympia Financial Group Inc Score: 5.26 · Financial Services	Financial Services	25.16	6.64	9.39	3.11	2.55	2.69	5.26

Methodology

Each screener applies a minimum threshold to all six time periods simultaneously. A stock must meet or exceed the threshold for every period (1 week, 1 month, 3 months, 6 months, 1 year, and 5 years) to qualify. This filters for consistent risk-adjusted performance rather than short-term spikes.

Calmar Ratio ≥ 0.7

Annualized return relative to maximum drawdown. Higher means better return per unit of peak-to-trough loss.

Sortino Ratio ≥ 1.3

Risk-adjusted return using only downside deviation. Rewards upside volatility while penalizing downside risk.

Omega Ratio ≥ 1.3

Probability-weighted ratio of gains to losses. Captures the entire return distribution, not just mean and variance.

Martin Ratio ≥ 1.7

Return per unit of drawdown pain (Ulcer Performance Index). Penalizes both depth and duration of drawdowns.

The composite score is a weighted average across all periods (1W: 5%, 1M: 10%, 3M: 15%, 6M: 20%, 1Y: 25%, 5Y: 25%). Stocks are sorted by composite score descending. Data is recalculated daily at 5:00 AM UTC.