FactorDeck
Data as of 2026-08-31
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Growth

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

As of 2026-08-31 · 99 names held · backtest spans 222 months

Trailing returns

1W
+0.43%
S&P 500 TR +0.45%
1M
+4.72%
S&P 500 TR +2.72%
3M
+2.95%
S&P 500 TR +1.41%
6M
+12.36%
S&P 500 TR +12.32%
YTD
+12.43%
S&P 500 TR +13.14%
1Y
+13.99%
S&P 500 TR +20.38%
5Y
+65.09%
S&P 500 TR +82.47%
10Y
+239.18%
S&P 500 TR +316.17%
SINCE
+680.87%
S&P 500 TR +740.66%
from 2008-03-03
2008-03-03 to 2026-08-31 · 4654 sessions

Cumulative return vs S&P 500 TR

Performance stats

MetricFactorS&P 500 TR
Annualized return
(1 + total) ^ (252/4654) − 1
+11.77%+12.22%
Annualized volatility
daily-return stdev × √252
+23.36%+19.84%
Sharpe ratio
ann return ÷ ann vol (rf = 0)
0.500.62
Max drawdown
worst peak-to-trough on the cumulative series
-56.99%-51.52%
Information ratio
ann excess return ÷ tracking error (vs S&P 500 TR)
0.05—
Monthly hit rate
share of months where factor return > S&P 500 TR
49% (108/222)—

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

SectorNames% of screen
Information Technology2929.3%
Financials1717.2%
Industrials1212.1%
Health Care99.1%
Utilities88.1%
Communication Services77.1%
Consumer Discretionary55.1%
Real Estate44.0%
Materials44.0%
Energy33.0%
Consumer Staples11.0%

Current top quintile (99 names)

TickerNameSectorSignal ↓Z-score
MUMICRON TECHNOLOGY INCInformation Technology200.2%3.38
EQTEQT CorpEnergy99.3%3.38
RDDTReddit, Inc.Communication Services91.9%3.38
PSKYParamount Skydance CorpCommunication Services89.0%3.38
SNDKSandisk CorpInformation Technology84.2%3.38
PLTRPalantir Technologies Inc.Information Technology77.7%3.38
HOODRobinhood Markets, Inc.Financials76.8%3.33
APHAMPHENOL CORP /DE/Information Technology72.1%3.10
OKEONEOK INC /NEW/Energy71.5%3.07
NVDANVIDIA CORPInformation Technology70.7%3.03
LITELumentum Holdings Inc.Information Technology69.0%2.95
CVNACARVANA CO.Consumer Discretionary68.5%2.92
SMCISuper Micro Computer, Inc.Information Technology68.0%2.89
FANGDiamondback Energy, Inc.Energy65.8%2.79
AMCRAMCRConsumer Discretionary64.8%2.74
APPAppLovin CorpInformation Technology63.3%2.66
LLYELI LILLY & CoHealth Care60.7%2.54
BGBunge Global SAConsumer Staples56.9%2.34
MRVLMarvell Technology, Inc.Information Technology56.4%2.32
FIXCOMFORT SYSTEMS USA INCIndustrials53.8%2.19
COFCAPITAL ONE FINANCIAL CORPFinancials47.7%1.89
CPTCAMDEN PROPERTY TRUSTReal Estate47.3%1.86
TERTERADYNE, INCIndustrials44.8%1.74
AXONAXON ENTERPRISE, INC.Industrials44.0%1.70
AMDADVANCED MICRO DEVICES INCInformation Technology42.5%1.63
KEYKEYCORP /NEW/Financials41.0%1.55
ANETArista Networks, Inc.Information Technology40.2%1.51
SNPSSYNOPSYS INCInformation Technology39.5%1.48
MPWRMONOLITHIC POWER SYSTEMS, INC.Information Technology39.4%1.47
STXSeagate Technology Holdings plcInformation Technology39.2%1.47
AVGOBroadcom Inc.Information Technology38.2%1.41
DASHDoorDash, Inc.Industrials37.8%1.39
WELLWELLTOWER INC.Real Estate37.6%1.38
DDOGDatadog, Inc.Information Technology37.2%1.37
NEMNEWMONT Corp /DE/Materials36.3%1.32
WDCWESTERN DIGITAL CORPInformation Technology35.9%1.30
IBKRInteractive Brokers Group, Inc.Financials35.7%1.29
FSLRFIRST SOLAR, INC.Information Technology35.5%1.28
PODDINSULET CORPHealth Care35.4%1.27
IPINTERNATIONAL PAPER CO /NEW/Materials35.0%1.25
VRTVertiv Holdings CoInformation Technology35.0%1.25
CIENCIENA CORPInformation Technology34.8%1.25
AJGArthur J. Gallagher & Co.Financials33.7%1.19
BROBROWN & BROWN, INC.Financials33.3%1.17
FICOFAIR ISAAC CORPIndustrials32.6%1.14
LRCXLAM RESEARCH CORPIndustrials31.9%1.10
ADIANALOG DEVICES INCInformation Technology30.8%1.05
NOWServiceNow, Inc.Information Technology30.7%1.04
ATOATMOS ENERGY CORPUtilities30.1%1.01
COINCoinbase Global, Inc.Financials29.9%1.00
ISRGINTUITIVE SURGICAL INCHealth Care29.5%0.98
DECKDECKERS OUTDOOR CORPConsumer Discretionary29.1%0.96
SCHWSCHWAB CHARLES CORPFinancials27.5%0.88
BABOEING COIndustrials26.5%0.83
ESEVERSOURCE ENERGYUtilities26.4%0.83
WATWATERS CORP /DE/Health Care26.4%0.83
METAMeta Platforms, Inc.Communication Services26.2%0.82
VTRVentas, Inc.Real Estate26.0%0.81
OMCOMNICOM GROUP INC.Communication Services25.9%0.80
ARESAres Management CorpFinancials25.9%0.80
CEGConstellation Energy CorpUtilities25.9%0.80
BSXBOSTON SCIENTIFIC CORPHealth Care25.7%0.79
PEGPUBLIC SERVICE ENTERPRISE GROUP INCUtilities25.6%0.79
MSMORGAN STANLEYFinancials25.5%0.78
WECWEC ENERGY GROUP, INC.Utilities25.4%0.78
PWRQUANTA SERVICES, INC.Industrials24.5%0.73
BLKBlackRock, Inc.Financials24.2%0.72
CMSCMS ENERGY CORPUtilities24.0%0.71
CRWDCrowdStrike Holdings, Inc.Information Technology23.2%0.67
UBERUber Technologies, IncIndustrials23.1%0.66
DXCMDEXCOM INCHealth Care23.0%0.66
GENGen Digital Inc.Information Technology22.6%0.64
HPEHewlett Packard Enterprise CoInformation Technology22.6%0.64
PTCPTC INC.Information Technology22.5%0.63
CBRECBRE GROUP, INC.Real Estate21.9%0.60
MCKMCKESSON CORPHealth Care21.9%0.60
JBLJABIL INCInformation Technology21.7%0.59
RLRALPH LAUREN CORPConsumer Discretionary21.7%0.59
CSGPCOSTAR GROUP, INC.Industrials21.6%0.59
INCYINCYTE CORPHealth Care21.5%0.58
PGRPROGRESSIVE CORP/OH/Financials21.0%0.56
DTEDTE ENERGY COUtilities20.9%0.55
CBOECboe Global Markets, Inc.Financials20.9%0.55
GOOGAlphabet Inc.Communication Services20.8%0.55
NFLXNETFLIX INCCommunication Services20.7%0.55
KLACKLA CORPHealth Care20.6%0.54
GSGOLDMAN SACHS GROUP INCFinancials20.6%0.54
MSFTMICROSOFT CORPInformation Technology20.4%0.53
ACGLARCH CAPITAL GROUP LTD.Financials20.3%0.52
CFCF Industries Holdings, Inc.Materials20.3%0.52
TKOTKO Group Holdings, Inc.Consumer Discretionary20.2%0.52
EMEEMCOR Group, Inc.Industrials20.1%0.52
GLWCORNING INC /NYMaterials20.1%0.51
GOOGLAlphabet Inc.Communication Services20.1%0.51
AONAon plcFinancials20.0%0.51
TPLTexas Pacific Land CorpFinancials19.9%0.50
CNPCENTERPOINT ENERGY INCUtilities19.9%0.50
PANWPalo Alto Networks IncInformation Technology19.5%0.48
KEYSKeysight Technologies, Inc.Industrials19.2%0.47