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Sharpe Ratio Calculator

Risk-adjusted return per unit of volatility.

Compute the Sharpe ratio of a portfolio = (portfolio return − risk-free rate) / standard deviation of portfolio returns.

Nadia Almasri By Nadia Almasri
Published Last reviewed 1 min read

Inputs

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Results

Enter values and click Calculate to see results.
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How to use this calculator

  1. Fill in the inputs above using the units you already have.
  2. Values update automatically as you type — no submit button needed.
  3. Hover any result row for the underlying formula and intermediate values.

Formula

Sharpe = (Rp − Rf) / σp

In depth

Compute the Sharpe ratio of a portfolio = (portfolio return − risk-free rate) / standard deviation of portfolio returns.