QUANTORA · RISK-ADJUSTED COMPARATOR

Risk-Adjusted Return Comparator

Line up as many as four stocks or ETFs and see which one actually pays you for the risk you take. Quantora pulls roughly three years of daily returns for each and computes annualized return, volatility, Sharpe, Sortino and max drawdown side by side — then flags the best risk-adjusted performer.

NVDA, AAPL, MSFT, GOOGL SPY, QQQ, TLT, GLD TSLA, NVDA, AMD, SMH
Every figure is built from daily returns over the trailing window (up to ~756 trading sessions, roughly three years). Annualized return is the arithmetic mean daily return times 252; CAGR is the geometric first-to-last growth rate. Annualized volatility is the daily standard deviation times √252. The Sharpe ratio divides return in excess of an assumed 4.0% risk-free rate by that volatility, so it rewards return per unit of total risk. The Sortino ratio swaps volatility for downside deviation — it squares only the negative daily returns — so it penalizes only bad surprises. Max drawdown is the worst peak-to-trough decline over the window. Higher Sharpe and Sortino are better; a shallower (less negative) drawdown and lower volatility are better. All of these are backward-looking and unstable — a high past Sharpe does not guarantee a high future one.

Prices from Financial Modeling Prep history (may be delayed); the trailing window is capped near 756 trading sessions (~3 years) and shifts over time. Each ticker uses its own available history up to that cap, so windows can differ. Sharpe and Sortino assume a constant 4.0% annual risk-free rate — changing that assumption changes the ranking. Returns are annualized with 252 trading days and volatilities with the square root of 252. Past performance does not predict future results. Educational only - not investment advice.