Investment Style

Low-volatility equities

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Investment Themes

Our team of experts has created a low-volatility investment style list of stocks from around the world with a tendency to low volatility.

Low volatility can be measured in two ways. The first is standard deviation, which measures the volatility of each stock in isolation, and the second is beta, which measures the volatility and correlation of a stock relative to the market as a whole. The market has a beta of 1, so a stock with a beta below 1 is considered less volatile than the market, and vice versa for a stock with a beta above 1.

Below are the top-rated low-volatility stocks based on a volatility composite. Many managers have adopted this strategy, which consists of beating the markets in contractionary (bearish) phases and rising in line with the market in expansionary (bullish) phases. This may seem counter-intuitive to many investors, but stocks that are less volatile than their peers have historically produced comparable or superior returns. This means that, on a risk-adjusted basis, low-volatility stocks have been superior investments.

Our selection

Financials
Other Banks
237B +32.53%
Financials
Other Banks
165B +31.67%
Financials
Other Banks
102B +46.51%
Technology
Other Semiconductors
1,897B +53.87%
Consumer Non-Cyclical
Other Non-Alcoholic Beverages
399B +31.84%
Financials
Other Banks
204B +35.98%
Financials
Other Banks
32.44B +108.44%
Industrials
Integrated Logistics Operators
32.69B +35.01%
Financials
Other Banks
310B +16.53%
Financials
Other Banks
151B +23.55%
Financials
Other Banks
311B +34.87%
Healthcare
Other Healthcare Facilities & Services
26.61B +40.38%
Financials
Other Banks
67.27B +35.04%
Healthcare
Other Pharmaceuticals
635B +28.53%
Industrials
Security Services
17.28B +22.91%
Basic Materials
Other Specialty Chemicals
15.62B +46.49%
Industrials
Railway Freight Operators
174B +27.52%
Utilities
Other Electric Utilities
159B +19.31%
Financials
Other Financial & Commodity Market Operators
17.36B +22.41%
Technology
Other Communications & Networking
420B +42.54%
Financials
Wealth Management
12.17B +26.46%
Industrials
Other Electrical Components & Equipment
55.03B +19.15%
Industrials
Other Air Freight & Logistics
25.51B +32.64%
Technology
Other IT Services & Consulting
6.55B -21.98%
Consumer Cyclical
Automotive Parts & Accessories Retailers
51.77B -5.51%
Consumer Non-Cyclical
Other Tobacco
311B +26.35%
Basic Materials
Other Specialty Chemicals
6.8B +34.95%
Financials
Other Banks
18.68B +44.05%
Energy
Other Oil & Gas Refining and Marketing
753B +52.67%
Basic Materials
Other Commodity Chemicals
125B +20.28%
Consumer Non-Cyclical
Other Food Processing
44.84B -19.38%
Energy
Other Oil & Gas Transportation Services
87.7B +19.56%
Healthcare
Medical & Diagnostic Laboratories
26.68B +31.50%
Technology
Other Wireless Telecommunications Services
69.58B +5.96%
Consumer Cyclical
Automotive Parts & Accessories Retailers
72.74B -0.49%
Industrials
Other Electrical Components & Equipment
142B +17.17%
Technology
Other IT Services & Consulting
26.94B +26.52%
Real Estate
Other Real Estate Development & Operations
26.81B -20.71%
Consumer Non-Cyclical
Other Food Processing
81.43B +17.16%
Technology
Other Wireless Telecommunications Services
12.37B +22.58%
Healthcare
Other Pharmaceuticals
126B +13.57%
Technology
Electronic Component
183B +12.61%
Industrials
Other Aerospace & Defense
24.89B +20.90%
Utilities
Other Electric Utilities
19.47B +16.49%
Healthcare
Other Pharmaceuticals
505B +25.55%
Healthcare
Biopharmaceuticals
23.45B +14.78%
Healthcare
Other Medical Equipment, Supplies & Distribution
13.08B +31.79%
Healthcare
Other Pharmaceuticals
295B +16.20%
Real Estate
Other Specialized REITs
63.95B +11.89%
Healthcare
Other Pharmaceuticals
1,135B +18.74%
Basic Materials
Industrial Gas
235B +19.62%
Healthcare
Other Managed Healthcare
95.05B +23.48%
Healthcare
Other Managed Healthcare
375B +24.81%
Financials
Other Banks
22.57B +4.19%
Basic Materials
Integrated Mining
143B +4.34%
Healthcare
Other Pharmaceuticals
133B +12.99%
Technology
Enterprise Software
382B -34.84%
Technology
Other Integrated Telecommunications Services
49.34B +14.50%
Healthcare
Other Pharmaceuticals
193B +29.02%
Technology
Other Wireless Telecommunications Services
29.59B +7.99%
Industrials
Other Construction & Engineering
9.28B +12.41%
Industrials
Diversified Industrial Goods Wholesale
101B +20.03%
Utilities
Other Electric Utilities
12.83B +19.16%
Technology
Wireless Telecom
72.57B +10.52%
Industrials
Transaction & Payment Services
749B +15.23%
Industrials
Diversified Industrial Goods Wholesale
110B +36.92%
Healthcare
Other Pharmaceuticals
71.3B -16.33%
Technology
Other Communications & Networking
79.74B +25.89%
Real Estate
Industrial REITs
5.22B -13.02%
Healthcare
Other Pharmaceuticals
266B -6.92%
Real Estate
Self-Storage REITs
9.04B +11.66%

News of the components

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