Investing

Sharpe Ratio Calculator

Return earned per unit of total volatility.

Your numbers

Sharpe ratio

0.4

Excess return

6.00%

The link and the printed sheet both save your numbers, so anyone who opens them sees the same estimate.

Compare scenarios

Save your current numbers, change them, save again, and see each estimate side by side. Saved in this browser only.

How it works

Sharpe = (return − risk-free rate) ÷ standard deviation.

Sharpe ratio0.4

Results are estimates for education only and are not investment advice.