Calmar Ratio vs Sortino Ratio

Quick comparison to help you distinguish these two crypto terms.

Calmar Ratio
advanced
strategy

Risk-adjusted performance metric that divides annual return by maximum drawdown, measuring how efficiently a trading strategy generates profit relative to peak-to-trough losses experienced.

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Sortino Ratio
advanced
strategy

Risk-adjusted return metric dividing returns by downside deviation only, measuring profit generation per unit of downside risk while ignoring upside volatility gains.

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