📉 Sortino Ratio Calculator
Calculate the Sortino ratio to measure risk-adjusted return using only downside deviation.
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Sortino vs Sharpe Ratio
The Sortino ratio penalizes only downside volatility, unlike Sharpe which penalizes all volatility equally. A manager whose returns are volatile upward but stable downward will have a higher Sortino than Sharpe — which is arguably more fair.
| Sortino | Assessment |
|---|---|
| <1 | Acceptable |
| 1–2 | Good |
| >2 | Excellent |
Sortino RatioDownside RiskPortfolio PerformanceRisk-Adjusted Return