Sharpe & Sortino Ratio Calculator — Free, Crypto-Aware
Compute Sharpe ratio and Sortino ratio from a list of daily returns. Annualized for crypto (365-day year). Free, no login, embeddable.
Sharpe & Sortino ratio calculator
Sharpe 12.79 · Sortino 12.64Annualized return 11315.0% · Annualized stdev 884.5% · n = 10
Frequently asked questions
Why annualize with sqrt(365)?
Variance scales linearly with time, so standard deviation scales with the square root of time. Daily stdev × sqrt(365) ≈ annualized stdev.
What's a good Sharpe for crypto?
On Hyperliquid copy trading, target traders with 90-day Sharpe > 2.0. For broader crypto strategies, 1.0+ is decent, 2.0+ is good.
What's the difference between Sharpe and Sortino?
Sharpe penalizes upside and downside volatility equally. Sortino only penalizes downside — better for asymmetric strategies. Use both.