Sortino Ratio Calculator vs Treynor Ratio Calculator
Two calculators for the same neighbourhood of questions. Here is what each measures, what you feed in, and where you'd reach for one over the other.
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.
- Answers
- Sortino Ratio
- Inputs
- Portfolio Return, Risk-Free Rate, Downside Deviation
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.
- Answers
- Treynor Ratio
- Inputs
- Portfolio Return, Risk-Free Rate, Portfolio Beta
At a glance
| Sortino Ratio Calculator | Treynor Ratio Calculator | |
|---|---|---|
| Category | Financial | Financial |
| Answers | Sortino Ratio | Treynor Ratio |
| Inputs | 3 | 3 |
| Result unit | — | — |
When to use each
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.
Measure a portfolio's excess return per unit of market (systematic) risk, using beta instead of total volatility. Best for judging well-diversified portfolios.