Compare calculators
Both calculators run independently — change the inputs on either side to compare results.
Financial
Sortino Ratio Calculator
Measure a portfolio's return per unit of harmful downside risk, ignoring upside volatility. A sharper risk-adjusted metric than the Sharpe ratio for asymmetric returns.
Fill in the required fields to see your result.
Statistics
Standard Deviation Calculator
Compute the sample standard deviation directly from three summary statistics — sample size n, the sum of values Σx, and the sum of squared values Σx². This is the spread metric used in virtually every empirical study, quality-control chart, and risk model.
Fill in the required fields to see your result.
Key differences
| Sortino Ratio Calculator | Standard Deviation Calculator | |
|---|---|---|
| Category | Financial | Statistics |
| Inputs required | 3 | 3 |
| Result | Sortino Ratio | Standard Deviation |
| What it does | Measure a portfolio's return per unit of harmful downside risk, ignoring upside volatility. A sharper risk-adjusted metric than the Sharpe ratio for asymmetric returns. | Compute the sample standard deviation directly from three summary statistics — sample size n, the sum of values Σx, and the sum of squared values Σx². This is the spread metric used in virtually every empirical study, quality-control chart, and risk model. |