Investment

Sharpe Ratio

Risk-adjusted return measure. Higher is better. 1.0+ is good. Compares excess return to volatility—rewards returns, penalizes risk.

Also known as: sharpe, risk-adjusted return

What You Need to Know

Sharpe ratio measures return per unit of risk. Calculate: (Investment Return

  • Risk-Free Rate) / Standard Deviation of Returns. Higher values mean better risk-adjusted performance.

Interpretation:

  • <0.5: Bad risk-adjusted returns
  • 0.5-1.0: Acceptable
  • 1.0-2.0: Good
  • 2.0: Excellent (rare)

Example: Investment A returns 12% with 20% volatility. Investment B returns 10% with 8% volatility. Risk-free rate is 3%.

  • A: (12% - 3%) / 20% = 0.45 Sharpe ratio
  • B: (10% - 3%) / 8% = 0.875 Sharpe ratio

Investment B has better risk-adjusted returns despite lower absolute return. You're getting more return per unit of risk taken.

Use Sharpe ratio to compare funds, portfolios, or strategies. Prefer investments with higher Sharpe ratios—they deliver returns more efficiently without wild volatility.

Sources & References

This information is sourced from authoritative government and academic institutions: