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What is the Sharpe Ratio?

The Sharpe Ratio is one of the most widely used measures of risk-adjusted return, showing how much excess return an investment generates for each unit of total risk (volatility) taken.

The formula

Sharpe Ratio = (Portfolio Return − Risk-Free Rate) / Standard Deviation of Returns. Generally, a Sharpe Ratio above 1 is considered good, above 2 is very good, and above 3 is excellent, though context and time period matter.

This calculator is for general investment-analysis education, not investment advice.

Last reviewed August 2026