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Growth
Year-over-year TTM revenue growth. Higher = faster top-line growth.
As of 2026-06-10 · 93 names held · backtest spans 199 months
Trailing returns
1W
-4.08%
SPY -4.49%
1M
—
SPY —
3M
-3.89%
SPY -4.36%
6M
-4.87%
SPY -4.30%
YTD
-3.97%
SPY -3.79%
1Y
+6.53%
SPY +9.73%
5Y
+58.08%
SPY +65.09%
10Y
+214.83%
SPY +266.59%
20Y
—
SPY —
Cumulative return vs SPY
Performance stats
| Metric | Factor | SPY |
|---|---|---|
Annualized return (1 + total) ^ (252/4154) − 1 | +12.98% | +13.96% |
Annualized volatility daily-return stdev × √252 | +20.24% | +17.14% |
Sharpe ratio ann return ÷ ann vol (rf = 0) | 0.64 | 0.81 |
Max drawdown worst peak-to-trough on the cumulative series | -38.99% | — |
Information ratio ann excess return ÷ tracking error (vs SPY) | -0.04 | — |
Monthly hit rate share of months where factor return > SPY | 49% (97/199) | — |
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 | 28 | 30.1% | |
| Financials | 16 | 17.2% | |
| Health Care | 12 | 12.9% | |
| Real Estate | 8 | 8.6% | |
| Industrials | 8 | 8.6% | |
| Consumer Discretionary | 5 | 5.4% | |
| Energy | 4 | 4.3% | |
| Communication Services | 4 | 4.3% | |
| Utilities | 4 | 4.3% | |
| Materials | 3 | 3.2% | |
| Consumer Staples | 1 | 1.1% |
Current top quintile (93 names)
| Ticker | Name | Sector | Signal ↓ | Z-score |
|---|---|---|---|---|
| EXE | Expand Energy | Energy | 205.6% | 3.80 |
| RF | Regions Financial Corporation | Financials | 139.3% | 3.80 |
| META | Meta Platforms | Communication Services | 124.7% | 3.80 |
| AMZN | Amazon | Consumer Discretionary | 105.7% | 3.80 |
| BNY | BNY Mellon | Financials | 96.8% | 3.80 |
| HUM | Humana | Health Care | 94.2% | 3.80 |
| ROST | Ross Stores | Consumer Discretionary | 93.0% | 3.74 |
| GS | Goldman Sachs | Financials | 92.4% | 3.72 |
| PKG | Packaging Corporation of America | Materials | 89.1% | 3.57 |
| COR | Cencora | Health Care | 89.0% | 3.56 |
| AON | Aon plc | Financials | 86.5% | 3.45 |
| C | Citigroup | Financials | 85.0% | 3.38 |
| AMT | American Tower | Real Estate | 84.6% | 3.36 |
| WEC | WEC Energy Group | Utilities | 83.3% | 3.30 |
| GL | Globe Life | Financials | 82.1% | 3.25 |
| APD | Air Products | Materials | 81.4% | 3.21 |
| EQT | EQT Corporation | Energy | 78.8% | 3.09 |
| ALGN | Align Technology | Health Care | 77.8% | 3.05 |
| KR | Kroger | Consumer Staples | 77.5% | 3.03 |
| CRL | Charles River Laboratories | Health Care | 74.8% | 2.91 |
| MU | Micron Technology | Information Technology | 72.9% | 2.82 |
| APP | AppLovin | Information Technology | 68.4% | 2.62 |
| LITE | Lumentum | Information Technology | 65.2% | 2.47 |
| NVDA | Nvidia | Information Technology | 64.1% | 2.42 |
| PLTR | Palantir Technologies | Information Technology | 60.9% | 2.27 |
| SMCI | Supermicro | Information Technology | 60.0% | 2.23 |
| SBAC | SBA Communications | Real Estate | 57.1% | 2.10 |
| SNDK | Sandisk | Information Technology | 53.8% | 1.95 |
| KEY | KeyCorp | Financials | 53.3% | 1.92 |
| BLK | BlackRock | Financials | 52.6% | 1.89 |
| OKE | Oneok | Energy | 50.7% | 1.80 |
| HOOD | Robinhood Markets | Financials | 50.1% | 1.78 |
| CVNA | Carvana | Consumer Discretionary | 49.1% | 1.73 |
| LLY | Lilly (Eli) | Health Care | 46.7% | 1.62 |
| CPT | Camden Property Trust | Real Estate | 45.7% | 1.57 |
| ARES | Ares Management | Financials | 43.6% | 1.48 |
| WDC | Western Digital | Information Technology | 41.3% | 1.37 |
| COF | Capital One | Financials | 40.6% | 1.34 |
| WELL | Welltower | Real Estate | 35.9% | 1.12 |
| AMD | Advanced Micro Devices | Information Technology | 34.8% | 1.07 |
| STX | Seagate Technology | Information Technology | 33.8% | 1.03 |
| TER | Teradyne | Information Technology | 33.3% | 1.00 |
| AXON | Axon Enterprise | Industrials | 33.0% | 0.99 |
| FIX | Comfort Systems USA | Industrials | 32.9% | 0.99 |
| FANG | Diamondback Energy | Energy | 32.7% | 0.98 |
| PODD | Insulet Corporation | Health Care | 31.4% | 0.92 |
| BA | Boeing | Industrials | 30.6% | 0.88 |
| UDR | UDR, Inc. | Real Estate | 30.1% | 0.86 |
| ANET | Arista Networks | Information Technology | 29.7% | 0.84 |
| VRT | Vertiv | Industrials | 29.3% | 0.82 |
| FSLR | First Solar | Information Technology | 28.9% | 0.80 |
| DDOG | Datadog | Information Technology | 28.5% | 0.79 |
| DASH | DoorDash | Consumer Discretionary | 28.3% | 0.77 |
| MPWR | Monolithic Power Systems | Information Technology | 25.8% | 0.66 |
| PWR | Quanta Services | Industrials | 25.4% | 0.64 |
| BRO | Brown & Brown | Financials | 24.7% | 0.61 |
| LRCX | Lam Research | Information Technology | 24.1% | 0.58 |
| AVGO | Broadcom | Information Technology | 24.0% | 0.58 |
| CIEN | Ciena | Information Technology | 23.1% | 0.54 |
| SCHW | Charles Schwab Corporation | Financials | 22.0% | 0.49 |
| IBKR | Interactive Brokers | Financials | 21.7% | 0.47 |
| CRWD | CrowdStrike | Information Technology | 21.5% | 0.46 |
| NOW | ServiceNow | Information Technology | 21.4% | 0.46 |
| ISRG | Intuitive Surgical | Health Care | 21.3% | 0.46 |
| SNPS | Synopsys | Information Technology | 21.2% | 0.45 |
| AJG | Arthur J. Gallagher & Co. | Financials | 21.2% | 0.45 |
| COHR | Coherent Corp. | Information Technology | 21.1% | 0.44 |
| ADI | Analog Devices | Information Technology | 20.7% | 0.43 |
| GE | GE Aerospace | Industrials | 20.5% | 0.42 |
| PTC | PTC Inc. | Information Technology | 20.5% | 0.42 |
| INCY | Incyte | Health Care | 20.3% | 0.41 |
| FICO | Fair Isaac | Information Technology | 20.2% | 0.40 |
| TTWO | Take-Two Interactive | Communication Services | 20.1% | 0.40 |
| CF | CF Industries | Materials | 19.7% | 0.38 |
| GLW | Corning Inc. | Information Technology | 19.5% | 0.37 |
| VTR | Ventas | Real Estate | 19.3% | 0.36 |
| BSX | Boston Scientific | Health Care | 19.0% | 0.35 |
| CSGP | CoStar Group | Real Estate | 19.0% | 0.35 |
| PEG | Public Service Enterprise Group | Utilities | 18.7% | 0.33 |
| WAT | Waters Corporation | Health Care | 18.4% | 0.32 |
| NI | NiSource | Utilities | 18.1% | 0.31 |
| UBER | Uber | Industrials | 18.0% | 0.30 |
| LVS | Las Vegas Sands | Consumer Discretionary | 17.9% | 0.30 |
| CNC | Centene Corporation | Health Care | 17.5% | 0.28 |
| KLAC | KLA Corporation | Information Technology | 17.5% | 0.28 |
| TTD | Trade Desk (The) | Communication Services | 17.4% | 0.28 |
| IRM | Iron Mountain | Real Estate | 17.4% | 0.28 |
| ADSK | Autodesk | Information Technology | 17.2% | 0.27 |
| EME | Emcor | Industrials | 17.1% | 0.26 |
| AEE | Ameren | Utilities | 17.0% | 0.26 |
| DGX | Quest Diagnostics | Health Care | 16.5% | 0.23 |
| MA | Mastercard | Financials | 16.4% | 0.23 |
| OMC | Omnicom Group | Communication Services | 16.4% | 0.23 |