Top 20 ASX stocks with best RoMaD (return on max drawdown) over the past 5 years

Criteria

  • Past 5 years: 13 Sep 2019 - 12 Sep 2024
  • ASX companies with market cap >$1 billion
  • RoMad = Performance return % / Max drawdown %
  • Higher RoMaD indicate better risk adjusted return
  • Compound return calculation

List

  1. Telix Pharmaceutical (TLX.ASX): 4.61x
  2. Supply Network (SNL.ASX): 4.55x
  3. Hub24 (HUB.ASX): 3.73x
  4. Technology One (TNE.ASX): 3.51x
  5. PSC Insurance (PSI.ASX): 3.25x
  6. Fisher & Paykel (FPH.ASX): 3.05x
  7. De Grey Mining (DEG.ASX): 3.02x
  8. Codan (CDA.ASX): 2.50x
  9. Pinnacle investment (PNI.ASX): 2.41x
  10. Life360 (360.ASX): 2.21x
  11. Infratil (IFT.ASX): 2.19x
  12. Pm Capital Fund (PGF.ASX): 2.09x
  13. Pro Medicus (PME.ASX): 1.99x
  14. Car Group (CAR.ASX): 1.91x
  15. Macquarie Group (MQG.ASX): 1.83x
  16. L1 Long Short fund (LSF.ASX): 1.82x
  17. Netwealth group (NWL.ASX): 1.81x
  18. Wisetech Global (WTC.ASX): 1.81x
  19. Aub Group (AUB.ASX): 1.79x
  20. Jb Hi Fi (JBH.ASX): 1.79x