Sortino Ratio Calculator vs Sharpe 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
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.
- Answers
- Sharpe Ratio
- Inputs
- Portfolio Annual Return, Risk-Free Rate, Portfolio Standard Deviation
At a glance
| Sortino Ratio Calculator | Sharpe Ratio Calculator | |
|---|---|---|
| Category | Financial | Stock Market |
| Answers | Sortino Ratio | Sharpe 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.
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.