ASX 200 stocks with the best performance: Return, momentum, risk-vs-reward – Week 42
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
- ASX Uranium stocks are on the move this week, with Deep Yellow (DYL) and Paladin Energy (PDN) leading the pack. Gold stocks are never far away from the best performers list lately, with Genesis Minerals (GMD) starring this week.
- Droneshield (DRO) has been captivating investors’ attention for months, but it had a terrible week, dropping out of the Weekly top performers list for the first time since this series began. It’s still topping the Monthly and Yearly return lists, though.
- HMC Capital (HMC) has been one of this year’s clear “portfolio killers”, but it has bounced this week, along with other beaten down blue chips like CSL (CSL) and Janes Hardie Industries (JHX). Telix Pharmaceuticals (TLX) also bounced strongly.
- If it moved big this week in the ASX 200 – or if it’s been shooting the lights out this year (or its share price has been shot to pieces!) – it will be in one of our fantastic ASX 200 performance lists!
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 16 October.
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 16 October.
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 16 October.
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 rolling 12-month return. All data as per close of trade Thursday 16 October.
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 XX October.
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 1-year high % (Weakest). All data as per close of trade Thursday 16 October.
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 1-year Sortino Ratio: Best
Top 20 ASX 200 Stocks by rolling 1-year Sortino Ratio: Best. All data as per close of trade Thursday 16 October.
Bottom 20 ASX 200 Stocks by 1-year Sortino Ratio: Worst
Bottom 20 ASX 200 Stocks by rolling 1-year rolling Sortino Ratio: Worst. All data as per close of trade Thursday XX October.
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. Ultimately it boils down to this: If your portfolio resembles the "Best" list, then you've done a very good job of managing your money over the last 12-months. However, if your portfolio resembles the "Worst" list, then you may need to rethink your investing strategy! 😉
