Comparison of Investment Risk Metrics

What are Investment Risk Metrics?

Investment Risk Metrics are quantitative measures used by investors and financial professionals to assess the level of risk associated with an investment or portfolio.

Beta vs. Ulcer Index

	Beta	Ulcer Index
Description	Measures an asset's sensitivity to market movements	Measures downside risk adjusted for duration
Interpretation	Values greater than 1 indicate higher volatility	Lower values indicate less drawdown risk
Risk Level	High	Medium