GlossaryInvestingRisk-Adjusted Return
Investing

What Is Risk-Adjusted Return?

Risk-Adjusted Return measures how much return an investment generates relative to the risk taken. A 20% return with low risk is better than a 25% return with extreme risk. Risk-adjusted metrics level the playing field by normalizing returns against their volatility or downside potential.

Key Risk-Adjusted Metrics

MetricFormulaInterpretation
Sharpe Ratio(Return - Risk-Free Rate) / Std DeviationHigher = better risk-adjusted return
Sortino Ratio(Return - Risk-Free Rate) / Downside DeviationLike Sharpe but only penalizes downside
Calmar RatioAnnualized Return / Max DrawdownMeasures return vs worst loss

Sharpe Ratio Example

Investment A: 15% return, 10% standard deviation, risk-free rate 5%:

Sharpe = (15% - 5%) / 10% = 1.0

Investment B: 25% return, 30% standard deviation, risk-free rate 5%:

Sharpe = (25% - 5%) / 30% = 0.67

Despite higher absolute returns, Investment B has a worse risk-adjusted return.

Sharpe Ratio Benchmarks

Sharpe RatioQuality
< 0Returns below risk-free rate
0 – 0.5Poor risk-adjusted return
0.5 – 1.0Acceptable
1.0 – 2.0Good
> 2.0Excellent

Types of Investment Risk

Risk TypeDescriptionDiversifiable?
Company-specificOne business failsYes
IndustrySector downturnPartially
MarketBroad economic declineNo
LiquidityCannot sell when neededDepends on market
Model riskAI-specific: model degradationPartially

Risk-Adjusted Return in AI-Run Companies

AI-run companies have a distinctive risk-return profile. On the return side, high margins and low costs can produce outsized returns. On the risk side, dependencies on AI providers, regulatory uncertainty, and technology disruption create unique volatility.

On EvolC, risk-adjusted return metrics help investors compare AI companies fairly. A company with steady 30% annual returns and low volatility may be a better investment than one with 50% returns and wild swings — and risk-adjusted metrics make that clear.

Compare risk-adjusted returns across AI companies →