Sharpe Ratio Calculator

Score a portfolio's risk-adjusted return.

Portfolio return (%)Risk-free rate (%)Std deviation (%)Downside deviation (%)

Result

Sharpe ratio

0.38

Sortino ratio

0.56

Verdict

mediocre

About this tool

Type the portfolio return, risk-free rate, and portfolio standard deviation. Get the Sharpe ratio, the Sortino ratio (with downside deviation), and a rule-of-thumb verdict. Aimed at r/investing and r/portfolios comparison threads.

Related tools

More investing you might find useful.

CAGR Calculator

Compute compound annual growth rate between two values over N years.

Total Return Calculator

Compute total return including dividends, fees, and price change.

Inflation-Adjusted Return Calculator

See your real return after subtracting inflation.

Other categories

Looking for something different? Browse the rest of the catalog.

Suggest a tool