Treynor 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.
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
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
| Treynor Ratio Calculator | Sharpe Ratio Calculator | |
|---|---|---|
| Category | Financial | Stock Market |
| Answers | Treynor Ratio | Sharpe Ratio |
| Inputs | 3 | 3 |
| Result unit | — | — |
When to use each
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.