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.
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.
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. |