Explore the efficient frontier and see where individual stocks sit in risk-return space. Plot any ticker using live data to see how it compares.
Risk appetiteBalanced
ConservativeAggressive
Minimum variance
Optimal Sharpe
Your portfolio
Efficient frontier — risk vs. return
Portfolio allocation
Enter a ticker symbol above and press Enter or click Add stock.
Efficient frontier
Individual stock
Your portfolio
Stocks vs efficient frontier — trailing 1-year data
Stock positions & portfolio weights
Ticker
1yr return
Volatility
Sharpe
Weight
Data source: Historical price data from Financial Modeling Prep (FMP). Return and volatility are calculated from trailing 252 trading days of adjusted closing prices. These are backward-looking figures — not forecasts. The efficient frontier uses forward-looking assumptions. Stocks sitting to the right of the frontier are not necessarily bad investments — they may carry idiosyncratic risk that diversification can reduce.