Compare calculators
Both calculators run independently β change the inputs on either side to compare results.
Financial
Treynor Ratio Calculator
Measure a portfolio's excess return per unit of market (systematic) risk, using beta instead of total volatility. Best for judging well-diversified portfolios.
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.
Key differences
| Treynor Ratio Calculator | Sortino Ratio Calculator | |
|---|---|---|
| Category | Financial | Financial |
| Inputs required | 3 | 3 |
| Result | Treynor Ratio | Sortino Ratio |
| What it does | Measure a portfolio's excess return per unit of market (systematic) risk, using beta instead of total volatility. Best for judging well-diversified portfolios. | 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. |