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.
Stock Market
Sharpe Ratio Calculator
Calculate the Sharpe ratio to measure how much excess return your portfolio earns per unit of risk. Investors use it to compare funds, strategies, or portfolios on a risk-adjusted basis.
Key differences
| Treynor Ratio Calculator | Sharpe Ratio Calculator | |
|---|---|---|
| Category | Financial | Stock Market |
| Inputs required | 3 | 3 |
| Result | Treynor Ratio | Sharpe 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. | Calculate the Sharpe ratio to measure how much excess return your portfolio earns per unit of risk. Investors use it to compare funds, strategies, or portfolios on a risk-adjusted basis. |