ASX 200 stocks with the best performance: Return, momentum, risk-vs-reward – Week 39
ASX 200 Data Insights series brings you the latest data on key value, profitability and performance metrics for Australia’s biggest stocks.
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Mentioned
KEY POINTS
- The strongest performer in the ASX 200 over the past week is Lynas Rare Earths (LYC), while over the past month it is IDP Education (IEL).
- The stock with the strongest momentum in the ASX 200 over the past 12 months is Zip Co. (ZIP), while the weakest is HMC Capital (HMC).
- The stock that has delivered the best reward-versus-risk in the ASX 200 over the past 12 months is Eagers Automotive (APE), while the worst is Endeavour Group (EDV).
Welcome to ASX 200 Data Insights: Performance. At Market Index we continuously maintain an extensive database of critical financial and performance data for the Australian share market. You can find much of this data in the dedicated pages in “Stock Scans” and “Popular Pages” in the main menu above, or in our Data Insights category.
In this edition of Data Insights, we aim to bring you a summary of some of the most interesting performance data we’ve collected for the stocks listed in the S&P/ASX 200. The main criteria of focus are:
KEY DATA – RETURN-BASED METRICS
1-week Share Price Performance %
1-month Share Price Performance %
1-year Share Price Performance %
KEY DATA – MOMENTUM-BASED METRICS
Share Price Performance: Furthest from 12-month low % (“Strongest”)
Share Price Performance: Furthest from 12-month high % (“Weakest”)
KEY DATA – REWARD-VS-RISK-BASED METRICS
1-yr Sortino Ratio: Best
1-yr Sortino Ratio: Worst
Don’t worry if all these datapoints seem like a different language! For each category, we’ll provide an explanation of what it does, its importance, and how to practically use it to compare stocks across the ASX 200. All of our data is accurate at the time of publication, and is based on the close of trading on Thursday 25 September.
KEY DATA – RETURN-BASED METRICS
Top 20 ASX 200 Stocks by 1-week return
Top 20 ASX 200 Stocks by rolling 1-week return. All data as per close of trade Thursday 25 September.
The best performing stocks over the last 5 trading days, a momentum scan for stocks exhibiting strong very short term momentum. Also included for your reference are the Top 20’s relative volume change compared to the previous week. Increasing volume can indicate increasing interest in a stock, as well as (when accompanied by a strong price increase) an increase in buyer motivation, plus the removal of bearish supply from the market.
Top 20 ASX 200 Stocks by 1-month return
Top 20 ASX 200 Stocks by rolling 1-month return. All data as per close of trade Thursday 25 September.
The best performing stocks over the last month. Also included for your reference are the Top 20’s proximity to their 1-month high, e.g., “-2%” indicates the stock in question is currently 2% from its 1-month high (lower is generally considered better). This is a momentum scan for stocks exhibiting strong short-term momentum.
Top 20 ASX 200 Stocks by 1-year return
Top 20 ASX 200 Stocks by 12-month return. All data as per close of trade Thursday 25 September.
The best performing stocks over the last year. Also included for your reference are the Top 20’s proximity to their 1-year high, e.g., “-2%” indicates the stock in question is currently 2% from its 1-year high (lower is generally considered better). This is a momentum scan for stocks exhibiting strong medium-term momentum.
KEY DATA – MOMENTUM-BASED METRICS
Top 20 ASX 200 Stocks by Furthest from 1-year low % ("Strongest")
Top 20 ASX 200 Stocks by Furthest from rolling 1-year low % (Strongest). All data as per close of trade Thursday 25 September.
More targeted than the previous 1-year return scan, this scan highlights stocks that have staged the strongest recoveries from recent troughs and or those that have exhibited consistent momentum in the medium term. It signals investor confidence and assists in identifying market leaders and sectors that might be currently favoured by fund managers.
Top 20 ASX 200 Stocks by Furthest from 1-year high % ("Weakest")
Top 20 ASX 200 Stocks by Furthest from rolling 1-year high % (Weakest). All data as per close of trade Thursday 25 September.
This scan highlights stocks trading furthest below their recent peaks, often reflecting weaker momentum, reduced investor conviction, or sector headwinds. It can help identify potential value opportunities if fundamentals remain intact, or conversely, warn of stocks and industries currently out of favour with fund managers.
KEY DATA – REWARD-VS-RISK-BASED METRICS
Top 20 ASX 200 Stocks by 12-month Sortino Ratio: Best
Top 20 ASX 200 Stocks by 1-year rolling Sortino Ratio: Best. All data as per close of trade Thursday 25 September.
Bottom 20 ASX 200 Stocks by 12-month Sortino Ratio: Worst
Bottom 20 ASX 200 Stocks by 1-year rolling Sortino Ratio: Worst. All data as per close of trade Thursday 25 September.
The Sortino Ratio is a powerful risk-reward metric. It compares excess returns to downside volatility, isolating harmful losses without penalising gains. Generally, a Sortino Ratio greater than 1.0 is considered acceptable as it signifies that the investment is generating returns above the minimum acceptable rate without taking on disproportionate downside risk. A higher Sortino Ratio is always preferred, as it signals stronger risk-adjusted performance and highlights investments delivering better returns per unit of downside risk taken.
So, rather than just pure performance (or underperformance) as per the previous lists, this is a far stronger and more relevant measure of which stocks have beaten and lagged the market on a risk-adjusted basis. If your portfolio resembles the first list, then you've done a very good job managing your money over the last 12-months. Similarly, let's hope it doesn't resemble the second list! 😉
(NOTE: We have changed data providers for the Sortino Ratio tables and brought these calculations in-house. We are confident that they are now far more accurate and timely than before!).
