Growth

Year-over-year TTM revenue growth. Higher = faster top-line growth.

As of 2026-06-02 · 83 names held · backtest spans 192 months

Trailing returns

—

SPY —

—

SPY —

+0.56%

SPY +0.14%

+2.73%

SPY +1.09%

YTD

+2.67%

SPY +0.73%

+10.75%

SPY +16.90%

+67.10%

SPY +75.15%

10Y

+256.36%

SPY +283.46%

20Y

—

SPY —

Cumulative return vs SPY

Performance stats

Metric	Factor	SPY
Annualized return (1 + total) ^ (252/4003) − 1	+13.22%	+13.80%
Annualized volatility daily-return stdev × √252	+20.68%	+17.21%
Sharpe ratio ann return ÷ ann vol (rf = 0)	0.64	0.80
Max drawdown worst peak-to-trough on the cumulative series	-38.45%	—
Information ratio ann excess return ÷ tracking error (vs SPY)	0.02	—
Monthly hit rate share of months where factor return > SPY	50% (96/192)	—

How it's computed

What. At each month-end, sum the four most recently reported quarterly revenue values (known under the 60-day filing lag) and divide by the sum of the four quarters before that — TTM revenue this year vs. TTM revenue a year ago, minus one. Higher = faster top-line growth.

Why it works (and when it doesn't). Growth is a "soft" factor — academic evidence for a *standalone* growth premium is weaker than for value or momentum, and naive growth ranking historically *underperforms*. What works is profitable growth or growth at a reasonable price. We include it here as a counterweight to Value: where Value buys cheap, Growth buys what's accelerating. The dispersion between Value-Q5 and Growth-Q5 membership is itself an interesting market signal.

Caveats. Single-metric revenue growth misses quality entirely — a high-growth, money-losing name will score equal to a high-growth profitable name. Best used as part of a multi-factor blend rather than alone.

Current sector mix

Sector	Names	% of screen
Information Technology	31	37.3%
Financials	10	12.0%
Health Care	10	12.0%
Industrials	9	10.8%
Energy	6	7.2%
Consumer Discretionary	6	7.2%
Communication Services	4	4.8%
Utilities	4	4.8%
Real Estate	2	2.4%
Materials	1	1.2%

Current top quintile (83 names)

Ticker	Name	Sector	Signal ↓	Z-score
CBOE	Cboe Global Markets	Financials	161.6%	3.30
AVGO	Broadcom	Information Technology	136.6%	3.30
NFLX	Netflix	Communication Services	110.0%	3.30
NVDA	Nvidia	Information Technology	108.5%	3.30
FICO	Fair Isaac	Information Technology	108.5%	3.30
QCOM	Qualcomm	Information Technology	108.0%	3.29
ATO	Atmos Energy	Utilities	107.9%	3.28
PTC	PTC Inc.	Information Technology	107.1%	3.25
CIEN	Ciena	Information Technology	106.8%	3.24
SNPS	Synopsys	Information Technology	102.8%	3.10
V	Visa Inc.	Financials	101.2%	3.04
ADBE	Adobe Inc.	Information Technology	98.9%	2.96
COR	Cencora	Health Care	98.3%	2.94
SMCI	Supermicro	Information Technology	94.5%	2.80
RJF	Raymond James Financial	Financials	94.4%	2.80
FFIV	F5, Inc.	Information Technology	93.6%	2.77
BDX	Becton Dickinson	Health Care	92.6%	2.74
EXE	Expand Energy	Energy	90.4%	2.66
ADI	Analog Devices	Information Technology	88.5%	2.59
MU	Micron Technology	Information Technology	88.1%	2.58
AMAT	Applied Materials	Information Technology	88.0%	2.57
COO	Cooper Companies (The)	Health Care	87.0%	2.54
NDSN	Nordson Corporation	Industrials	86.3%	2.51
A	Agilent Technologies	Health Care	85.7%	2.49
BEN	Franklin Resources	Financials	84.5%	2.45
KEYS	Keysight Technologies	Information Technology	83.9%	2.43
HPQ	HP Inc.	Information Technology	82.1%	2.36
LHX	L3Harris	Industrials	81.2%	2.33
INTC	Intel	Information Technology	77.7%	2.21
APD	Air Products	Materials	75.0%	2.11
SLB	Schlumberger	Energy	74.6%	2.10
JCI	Johnson Controls	Industrials	71.0%	1.96
HOOD	Robinhood Markets	Financials	69.9%	1.93
ROK	Rockwell Automation	Industrials	69.7%	1.92
AWK	American Water Works	Utilities	68.6%	1.88
OKE	Oneok	Energy	68.1%	1.86
SWKS	Skyworks Solutions	Information Technology	67.5%	1.84
TKO	TKO Group Holdings	Communication Services	65.2%	1.76
CPT	Camden Property Trust	Real Estate	65.2%	1.76
EQT	EQT Corporation	Energy	65.0%	1.75
FANG	Diamondback Energy	Energy	59.4%	1.55
PLTR	Palantir Technologies	Information Technology	57.8%	1.50
APH	Amphenol	Information Technology	57.7%	1.49
LLY	Lilly (Eli)	Health Care	51.3%	1.26
CVNA	Carvana	Consumer Discretionary	50.5%	1.23
COIN	Coinbase	Financials	47.8%	1.14
APP	AppLovin	Information Technology	47.3%	1.12
STX	Seagate Technology	Information Technology	42.3%	0.94
AMD	Advanced Micro Devices	Information Technology	41.6%	0.92
MPWR	Monolithic Power Systems	Information Technology	41.4%	0.91
PODD	Insulet Corporation	Health Care	40.3%	0.87
DE	Deere & Company	Industrials	40.1%	0.86
AXON	Axon Enterprise	Industrials	39.9%	0.86
WELL	Welltower	Real Estate	38.5%	0.81
HAL	Halliburton	Energy	38.0%	0.79
FIX	Comfort Systems USA	Industrials	37.3%	0.76
VST	Vistra Corp.	Utilities	37.2%	0.76
IBKR	Interactive Brokers	Financials	36.9%	0.75
DDOG	Datadog	Information Technology	36.8%	0.74
ANET	Arista Networks	Information Technology	33.7%	0.63
VRT	Vertiv	Industrials	33.3%	0.62
DECK	Deckers Brands	Consumer Discretionary	33.2%	0.62
DASH	DoorDash	Consumer Discretionary	32.1%	0.58
TTD	Trade Desk (The)	Communication Services	31.7%	0.56
CINF	Cincinnati Financial	Financials	30.0%	0.50
WYNN	Wynn Resorts	Consumer Discretionary	29.9%	0.50
FSLR	First Solar	Information Technology	29.5%	0.49
NOW	ServiceNow	Information Technology	29.4%	0.48
CPRT	Copart	Industrials	28.9%	0.46
META	Meta Platforms	Communication Services	28.2%	0.44
PGR	Progressive Corporation	Financials	27.7%	0.42
NDAQ	Nasdaq, Inc.	Financials	26.6%	0.38
COHR	Coherent Corp.	Information Technology	26.5%	0.38
KLAC	KLA Corporation	Information Technology	26.0%	0.36
BSX	Boston Scientific	Health Care	25.8%	0.35
INCY	Incyte	Health Care	25.6%	0.35
AEE	Ameren	Utilities	25.4%	0.34
GRMN	Garmin	Consumer Discretionary	25.2%	0.33
MCK	McKesson Corporation	Health Care	25.0%	0.33
ISRG	Intuitive Surgical	Health Care	24.8%	0.32
LRCX	Lam Research	Information Technology	24.7%	0.31
CDNS	Cadence Design Systems	Information Technology	24.6%	0.31
BKNG	Booking Holdings	Consumer Discretionary	23.8%	0.28