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 Life & Health Insurance
70.43B +17.65%
Financials
Other Banks
246B +42.44%
Financials
Other Banks
156B +32.35%
Financials
Other Banks
316B +21.69%
Technology
Other Semiconductors
2,069B +63.87%
Financials
Other Banks
163B +32.43%
Financials
Other Banks
102B +47.52%
Consumer Non-Cyclical
Other Non-Alcoholic Beverages
379B +28.44%
Financials
Other Banks
188B +26.92%
Industrials
Integrated Logistics Operators
32.66B +33.49%
Financials
Other Banks
32.21B +112.89%
Financials
Other Banks
306B +40.02%
Technology
Other Communications & Networking
467B +49.73%
Financials
Other Banks
71.49B +45.59%
Industrials
Testing & Measuring Equipment
65.16B +85.89%
Healthcare
Other Pharmaceuticals
630B +27.44%
Industrials
Security Services
16.12B +15.81%
Consumer Cyclical
Automotive Parts & Accessories Retailers
47.55B -14.53%
Industrials
Railway Freight Operators
165B +21.72%
Utilities
Other Electric Utilities
154B +17.41%
Financials
Other Property & Casualty Insurance
7.64B +21.27%
Healthcare
Other Healthcare Facilities & Services
25.49B +34.06%
Industrials
Other Electrical Components & Equipment
56.99B +21.71%
Industrials
Other Air Freight & Logistics
25.12B +29.80%
Basic Materials
Other Specialty Chemicals
14.13B +35.39%
Consumer Non-Cyclical
Other Tobacco
314B +25.94%
Financials
Wealth Management
12.57B +28.02%
Technology
Other Wireless Telecommunications Services
69.56B +7.33%
Consumer Cyclical
Automotive Parts & Accessories Retailers
69.93B -5.00%
Financials
Other Banks
17.39B +35.03%
Energy
Other Oil & Gas Refining and Marketing
695B +43.05%
Basic Materials
Other Commodity Chemicals
121B +15.79%
Consumer Non-Cyclical
Other Food Processing
42.28B -22.77%
Healthcare
Other Pharmaceuticals
121B +6.75%
Energy
Other Oil & Gas Transportation Services
88.89B +23.39%
Industrials
Other Aerospace & Defense
25.37B +23.52%
Basic Materials
Other Specialty Chemicals
6.28B +26.79%
Industrials
Other Electrical Components & Equipment
167B +33.96%
Real Estate
Other Real Estate Development & Operations
27.38B -19.57%
Technology
Other Wireless Telecommunications Services
11.76B +11.98%
Financials
Other Banks
21.71B +3.30%
Basic Materials
Integrated Mining
160B +19.19%
Technology
Electronic Component
215B +27.56%
Technology
Other Wireless Telecommunications Services
29.61B +6.07%
Industrials
Other Construction & Engineering
9.52B +12.93%
Utilities
Other Electric Utilities
18.67B +12.43%
Healthcare
Biopharmaceuticals
22.86B +12.75%
Utilities
Other Electric Utilities
54.21B +6.59%
Healthcare
Other Pharmaceuticals
272B +9.45%
Industrials
Diversified Industrial Goods Wholesale
106B +29.81%
Real Estate
Other Specialized REITs
66.32B +16.45%
Technology
Other IT Services & Consulting
27.43B +24.59%
Healthcare
Other Pharmaceuticals
1,051B +10.04%
Basic Materials
Industrial Gas
223B +14.30%
Healthcare
Other Managed Healthcare
89.5B +20.41%
Technology
Enterprise Software
429B -29.51%
Technology
Other Integrated Telecommunications Services
48.87B +13.30%
Energy
Natural Gas Pipeline
12.65B +4.96%
Healthcare
Other Pharmaceuticals
187B +22.56%
Industrials
Diversified Industrial Goods Wholesale
94.05B +11.22%
Healthcare
Other Pharmaceuticals
489B +23.03%
Utilities
Other Electric Utilities
11.99B +12.64%
Technology
Wireless Telecom
73.26B +12.24%
Healthcare
Other Medical Equipment, Supplies & Distribution
61.8B -3.76%
Healthcare
Other Medical Equipment, Supplies & Distribution
12.59B +29.67%
Consumer Non-Cyclical
Other Food Retail & Distribution
36.4B +0.13%
Healthcare
Other Managed Healthcare
340B +14.66%

News of the components

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