The goal of most investors is to either:

Perhaps the best metric for analyzing both risk and return is the Sharpe Ratio. With that in mind, we’ve compiled a list of all stocks in the S&P 500 sorted by 5-Year Sharpe Ratio, which you can access below.

Click here to instantly download your list of S&P 500 stocks sorted by Sharpe Ratio, along with other important investing metrics.

The list of S&P 500 stocks sorted by Sharpe Ratio available for download above has the following metrics for each of the constituents of the index:

Keep reading this article to learn more about using the Sharpe Ratio to analyze publicly-traded investments.

How To Use The Sharpe Ratios List To Find Compelling Investment Ideas

Having an Excel document with all the S&P 500 stocks sorted by their 5-year Sharpe Ratios can be extremely useful.

The resource becomes even more powerful when combined with a rudimentary knowledge of how to use the filter function of Microsoft Excel to find investment ideas.

With that in mind, this section will show you step-by-step how to implement a particular investing screen using the Sharpe Ratio stocks list. More specifically, we’ll show you how to screen for stocks with 5-year Sharpe Ratios above 1 and forward price-to-earnings ratios below 20.

Step 1: Download the Sharpe Ratio Stocks List by clicking here.

Step 2: Click the filter icon at the top of the Sharpe Ratio column, as shown below.

Step 3: Change the filter setting to “Greater Than” and input 1 into the field beside it, as shown below. This filters for S&P 500 stocks with Sharpe Ratios higher than 1.

Step 4: Close out of the filter window (by clicking the exit button, not by clicking the “Clear Filter” button in the bottom right corner). Then, click the filter icon at the top of the price-to-earnings ratio column, as shown below.