Sharpe ratio calculator

    Return earned per unit of volatility taken

    Enter an annual return, the risk-free rate and annualized volatility to get the Sharpe ratio and the excess return behind it.

    Sharpe ratio
    0.56
    Excess return
    10.00%

    What the inputs mean

    Annual return
    Portfolio or strategy return.
    Risk-free rate
    Short-term government rate over the same period.
    Annualized volatility
    Standard deviation of returns, annualized.

    Formula

    Sharpe = (return − risk-free) ÷ volatility

    Worked example

    14% return, 4% risk-free, 18% volatility0.56.

    Questions people ask

    What counts as a good Sharpe ratio?

    Above 1 is strong for a long-horizon portfolio, but the number is only comparable between strategies measured over the same period and frequency.

    Limitations

    Every result here is arithmetic on the numbers you enter. It carries no view on any specific security, assumes returns are steady when real returns are not, and ignores taxes, slippage and commissions. Use it to size and sanity-check, not to forecast.

    Now run it on a real ticker

    Score any name free, then bring the number back here.

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